A. Sim

Available identifiers

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

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