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Maller , Ross's
Scholarly Papers
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Total Downloads
156 |
Total
Citations
12 |
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Klüppelberg, C. Technische Universität München (TUM) Maller , Ross Australian National University (ANU) - School of Finance and Applied Statistics Szimayer, Alexander University of Hamburg - Faculty of Economics and Business Administration
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121
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Continuous-time GARCH model, Levy process, option pricing, stochastic volatility, statistics for stochastic processes, functional limit theorems
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Durack, Nick Goldman Sachs Australia Pty Ltd. Durand, Robert B. Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking Maller , Ross Australian National University (ANU) - School of Finance and Applied Statistics
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24
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Asset pricing, Australia, conditional CAPM, APT
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Maller , Ross Australian National University (ANU) - School of Finance and Applied Statistics Solomon, David University of Chicago Szimayer, Alexander University of Hamburg - Faculty of Economics and Business Administration
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11
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Maller , Ross Australian National University (ANU) - School of Finance and Applied Statistics Durand, Robert B. Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking Lee, Peter affiliation not provided to SSRN
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Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares
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