This paper presents research into the information content of firm-level and industry-level cross-sectional volatility (CSV) of daily equity returns for future market-level volatility in Australia. Using a conditional volatility framework that allows for commonly observed excess kurtosis in asset...

Computer-based models and Decision Support Systems have become standard tools for water quality management, and many are used by policy planners. Most models are developed in a research environment, have stringent input data requirements, and are becoming increasingly complex. In the early...

This thesis consists of two related parts. In the first part we conduct an empiricalexamination of the dynamics of Australian interest rates of six different maturities,covering the whole yield curve. This direct study of the long rates is quite novel. Weuse maximum likelihood estimation on a...