Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Advisor
Help
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Adelaide Research & Scholarship
Adelaide Research & Scholarship
Search
Search:
All collections
Schools and Disciplines
School of Mathematical Sciences
Applied Mathematics
Pure Mathematics
Statistics
Mathematical Sciences publications
for
Current filters:
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-4 of 4 (Search time: 0.001 seconds).
previous
1
next
Item hits:
Preview
Issue Date
Title
Author(s)
2006
Stochastic volatility model with filtering
Elliott, R.
;
Miao, H.
2009
Risk-hedging in real estate markets
Cadenillas, A.
;
Elliott, R.
;
Miao, H.
;
Wu, Z.
2009
VaR and expected shortfall: A non-normal regime switching framework
Elliott, R.
;
Miao, H.
2009
Investment timing under regime switching
Elliott, R.
;
Miao, H.
;
Yu, J.
Discover
Author
1
Cadenillas, A.
1
Wu, Z.
1
Yu, J.
Subject
1
American put option
1
Asset pricing
1
Capital structure
1
Copulas
1
Corporate finance
1
EM algorithm
1
Filtering
1
investment timing.
1
Markov switching
1
Real estate markets
.
next >
Date issued
3
2009
1
2006