Difference between revisions of "Main Page"
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Please use the links at the left or try [[:Category:Research|Research]] or [[:Category:Teaching|Teaching]]. | Please use the links at the left or try [[:Category:Research|Research]] or [[:Category:Teaching|Teaching]]. | ||
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| + | ==New== | ||
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| + | Working Papers: | ||
| + | * [http://papers.ssrn.com/abstract=2008690 Efficient and feasible inference for the components of financial variation using blocked multipower variation] (joint with P. Mykland and N. Shephard) | ||
| + | * [http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2007484 Multivariate Rotated ARCH Models] (joint with D. Noureldin and N. Shephard) | ||
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| + | Introduction to [Python for Econometrics] | ||
I've recently been working on the [http://realized.oxford-man.ox.ac.uk Oxford-Man Realized Library]. | I've recently been working on the [http://realized.oxford-man.ox.ac.uk Oxford-Man Realized Library]. | ||
Revision as of 04:34, 5 March 2012
Welcome to my homepage.
Please use the links at the left or try Research or Teaching.
New
Working Papers:
- Efficient and feasible inference for the components of financial variation using blocked multipower variation (joint with P. Mykland and N. Shephard)
- Multivariate Rotated ARCH Models (joint with D. Noureldin and N. Shephard)
Introduction to [Python for Econometrics]
I've recently been working on the Oxford-Man Realized Library.