Ross Maller

Australian National University (ANU) - School of Finance and Applied Statistics

Canberra, Australian Capital Territory 0200

Australia

  • Australian National University (ANU) - School of Finance and Applied Statistics

SCHOLARLY PAPERS

5

DOWNLOADS

822

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

The Cogarch: A Review, with News on Option Pricing and Statistical Inference

Number of pages: 30 Posted: 19 Jan 2010
C. Klüppelberg, Ross Maller and Alexander Szimayer
Technische Universität München (TUM), Australian National University (ANU) - School of Finance and Applied Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 300 (169,876)
Citation 4

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Continuous-time GARCH model, Levy process, option pricing, stochastic volatility, statistics for stochastic processes, functional limit theorems

2.

The Recidivism of Homicide Offenders in Western Australia

Number of pages: 32 Posted: 08 Jan 2016 Last Revised: 05 May 2016
Roderic Broadhurst, Ross Maller, Max Maller and Brigitte Bouhours
School of Regulation & Global Governance (RegNet), Australian National University (ANU) - School of Finance and Applied Statistics, Health Dept Western Australia, Data Linkage and Australian National University (ANU)
Downloads 293 (174,114)
Citation 2

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homicide, recidivism, survival analysis, dangerous offenders, parole

3.

Restorative Justice: An Observational Outcome Evaluation of the Australian Capital Territory (ACT) Program

Number of pages: 26 Posted: 08 Jul 2019 Last Revised: 10 Jul 2019
Roderic Broadhurst, Anthony Morgan, Jason Payne and Ross Maller
School of Regulation & Global Governance (RegNet), Australian Institute of Criminology, Australian National University (ANU) and Australian National University (ANU) - School of Finance and Applied Statistics
Downloads 193 (260,625)

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restorative justice, juvenile offenders, recidivism

4.

Modelling Australian Life Tables with Advanced Ages

Number of pages: 46 Posted: 30 Jan 2022 Last Revised: 20 Sep 2023
Beikun Fu, Fei Huang and Ross Maller
Australian National University (ANU), Research School of Finance, Actuarial Studies and Applied Statistics, Students, UNSW Australia Business School, School of Risk & Actuarial Studies and Australian National University (ANU) - School of Finance and Applied Statistics
Downloads 36 (727,120)

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Advanced Age Mortality, Extreme Value Theory, Generalized Pareto Distribution, Gompertz Model, Australian Data

5.

Bias and Consistency of the Maximum Sharpe Ratio

Journal of Risk, Vol. 7, No. 4, Summer 2005
Posted: 08 Nov 2005
Ross Maller, Robert B. B. Durand and Peter Lee
Australian National University (ANU) - School of Finance and Applied Statistics, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and affiliation not provided to SSRN

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Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares