Canberra, Australian Capital Territory 0200
Australian National University (ANU) - School of Finance and Applied Statistics
in Total Papers Citations
Continuous-time GARCH model, Levy process, option pricing, stochastic volatility, statistics for stochastic processes, functional limit theorems
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Asset pricing, Australia, conditional CAPM, APT
File name: mafi.
homicide, recidivism, survival analysis, dangerous offenders, parole
Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares
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