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
Asset pricing, Australia, conditional CAPM, APT
homicide, recidivism, survival analysis, dangerous offenders, parole
Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.203 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you