Publication Search Results
Exact matches for:
- Author = Bertram WK [web profile page]
1.
Bertram WK
William K Bertram:
Measuring time dependent volatility and cross-sectional correlation in Australian equity returns,
Physica A,
387
(2008),
no. 13,
3183–3191.
2.
Bertram WK, Peiris MS
William K Bertram, M Shelton Peiris:
An example of a misclassification problem to Australian equity data,
Computational Statistics and Data Analysis,
51
(2007),
3627–3630.
MR2364479
3.
Bertram WK
William K Bertram:
A threshold model for Australian Stock Exchange equities,
Physica A,
346
(2005),
561–576.
4.
Bertram WK, Peiris MS
William K Bertram, M Shelton Peiris:
Increasing the quality of volatility forecasts with fractional ARIMA models,
Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance,
The 2004 Workshop on Research Methods: Statistics and Finance,
Eric J Beh, Robert G Clark, J C W Rayner (eds.),
University of Wollongong,
Wollongong,
(2005),
66–74.
ISBN 1 74128 107 5.
5.
Bertram WK
William K. Bertram:
An empirical investigation of Australian Stock Exchange Data,
Physica A,
341
(2004),
533–546.
| Number of matches: 5 |