Difference between revisions of "Main Page"
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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.