Projects per year
Original language | English |
---|---|
Pages (from-to) | 13-15 |
Number of pages | 3 |
Journal | Applied Stochastic Models in Business and Industry |
Volume | 33 |
Issue number | 1 |
DOIs |
|
Publication status | Published - 1 Jan 2017 |
Keywords
- jumps
- risk-return tradeoff
- transaction costs
- volatility clustering
Projects
- 1 Finished
-
Approximate Bayesian computation in state space models
Martin, G. (Primary Chief Investigator (PCI)), Forbes, C. (Chief Investigator (CI)), McCabe, B. (Partner Investigator (PI)) & Robert, C. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, University of Liverpool, Université Paris Dauphine (Paris Dauphine University)
2/04/15 → 1/07/19
Project: Research