A. Sim

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Markovian spot rate dynamics with stochastic volatility structures Applied Mathematical Finance	2021-06-18	Paper
Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading Economics Letters	2017-11-09	Paper
Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model Economics Letters	2016-01-01	Paper
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series Computational Statistics and Data Analysis	2008-11-26	Paper
Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis Asia-Pacific Financial Markets	2003-12-09	Paper
New capabilities in the HENP grand challenge storage access system and its application at RHIC Computer Physics Communications	2002-08-14	Paper
On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series Biometrika	1999-11-17	Paper
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation Economics Letters	1997-02-28	Paper
The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results Communications in Statistics: Theory and Methods	1990-01-01	Paper

Research outcomes over time

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