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subject:"Volatilität"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Thorp, Susan"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
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Thorp, Susan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009626036
Saved in:
2
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
Saved in:
3
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
4
Decentralised portfolio management : analysis of Australian accumulation funds
Bateman, Hazel
;
Thorp, Susan
-
2005
Persistent link: https://www.econbiz.de/10003114126
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