185 Pelham Street
Carlton, Victoria 3053
Australia
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
http://www.firn.org.au
University of Melbourne
Contracts for Difference, CFDs, futures, Bid-Ask Spreads, arbitrage
commodity prices, market efficiency, index investors, speculative activity, futures markets
Price Limits, Long Memory, Maturity Effects, Tobit
long memory, regime switching, dynamic futures hedging, cost of carry
Extreme Value Theory, Transformed Kernel Density