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| 2001 | The Statistical Properties of Hedge Fund Index Returns
RePEc:rdg:icmadp:icma-dp2001-09 [Citation Analysis] | 22 |
| 2003 | Multivariate GARCH Models: Software Choice and Estimation Issues
RePEc:rdg:icmadp:icma-dp2003-07 [Citation Analysis] | 13 |
| 2008 | Interest in medieval accounts: Examples from England, 1272-1340
RePEc:rdg:icmadp:icma-dp2008-07 [Citation Analysis] | 5 |
| 2005 | The Spider in the Hedge
RePEc:rdg:icmadp:icma-dp2005-05 [Citation Analysis] | 5 |
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repec:rdg:icmadp:icma-dp2000-01 [Citation Analysis] | 4 |
| 2000 | The ACD Model: Predictability of the Time Between Concecutive Trades
RePEc:rdg:icmadp:icma-dp2000-05 [Citation Analysis] | 4 |
| 2003 | Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency
RePEc:rdg:icmadp:icma-dp2003-02 [Citation Analysis] | 3 |
| 2004 | The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
RePEc:rdg:icmadp:icma-dp2004-01 [Citation Analysis] | 3 |
| 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database
RePEc:rdg:icmadp:icma-dp2004-06 [Citation Analysis] | 3 |
| 2001 | Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility
RePEc:rdg:icmadp:icma-dp2001-10 [Citation Analysis] | 3 |
| 2001 | Estimating Corporate Yield Curves
RePEc:rdg:icmadp:icma-dp2001-01 [Citation Analysis] | 3 |
| 2003 | Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
RePEc:rdg:icmadp:icma-dp2003-14 [Citation Analysis] | 3 |
| 2000 | Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices
RePEc:rdg:icmadp:icma-dp2000-06 [Citation Analysis] | 3 |
| 2003 | An Empirical Study of Credit Default Swaps
RePEc:rdg:icmadp:icma-dp2003-04 [Citation Analysis] | 3 |
| 2004 | A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds
RePEc:rdg:icmadp:icma-dp2004-03 [Citation Analysis] | 3 |
| 2005 | Detecting Switching Strategies in Equity Hedge Funds
RePEc:rdg:icmadp:icma-dp2005-07 [Citation Analysis] | 3 |
| 2007 | Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk
RePEc:rdg:icmadp:icma-dp2007-02 [Citation Analysis] | 2 |
| 2003 | Symmetric Normal Mixture GARCH
RePEc:rdg:icmadp:icma-dp2003-09 [Citation Analysis] | 2 |
| 2005 | Asymmetries and Volatility Regimes in the European Equity Markets
RePEc:rdg:icmadp:icma-dp2005-14 [Citation Analysis] | 2 |
| 2002 | What Drives Swap Spreads, Credit or Liquidity?
RePEc:rdg:icmadp:icma-dp2003-05 [Citation Analysis] | 2 |
| 2007 | Low-Cost Momentum Strategies
RePEc:rdg:icmadp:icma-dp2007-12 [Citation Analysis] | 2 |
| 2005 | The Long-Term P/E Radio
RePEc:rdg:icmadp:icma-dp2005-02 [Citation Analysis] | 2 |
| 2002 | A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index
RePEc:rdg:icmadp:icma-dp2002-14 [Citation Analysis] | 2 |
| 2001 | Credit Risk Diversification
RePEc:rdg:icmadp:icma-dp2001-07 [Citation Analysis] | 2 |
| 2002 | Persistence in Hedge Fund Performance: The True Value of a Track Record
RePEc:rdg:icmadp:icma-dp2002-13 [Citation Analysis] | 1 |
| 2004 | An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds
RePEc:rdg:icmadp:icma-dp2004-07 [Citation Analysis] | 1 |
| 2002 | Best-advice and the true mortgate term. Actuaries endowment advice principles revisited
RePEc:rdg:icmadp:icma-dp2002-01 [Citation Analysis] | 1 |
| 2006 | The Stock Performance of Americas 100 Best Corporate Citizens
RePEc:rdg:icmadp:icma-dp2006-06 [Citation Analysis] | 1 |
| 2001 | Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?
RePEc:rdg:icmadp:icma-dp2001-05 [Citation Analysis] | 1 |
| 2002 | An Excursion into the Statistical Properties of Hedge Funds
RePEc:rdg:icmadp:icma-dp2002-12 [Citation Analysis] | 1 |
| 2007 | Hedging and Cross-hedging ETFs
RePEc:rdg:icmadp:icma-dp2007-01 [Citation Analysis] | 1 |
| 2002 | A Constructive Review of Basels Proposals on Operational Risk
RePEc:rdg:icmadp:icma-dp2002-20 [Citation Analysis] | 1 |
| 2008 | Markov Switching GARCH Diffusion
RePEc:rdg:icmadp:icma-dp2008-01 [Citation Analysis] | 1 |
| 2003 | Bivariate Normal Mixture Spread Option Valuation
RePEc:rdg:icmadp:icma-dp2003-15 [Citation Analysis] | 1 |
| 2005 | Decomposing the P/E Ratio
RePEc:rdg:icmadp:icma-dp2005-03 [Citation Analysis] | 1 |
| 2002 | Stocks, Bond and Hedge Funds: Not a Free Lunch
RePEc:rdg:icmadp:icma-dp2002-11 [Citation Analysis] | 1 |
| 2006 | Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
RePEc:rdg:icmadp:icma-dp2006-13 [Citation Analysis] | 1 |
| 2004 | Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect
RePEc:rdg:icmadp:icma-dp2004-04 [Citation Analysis] | 1 |
| 2005 | Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)
RePEc:rdg:icmadp:icma-dp2005-08 [Citation Analysis] | 1 |
| 2002 | Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments
RePEc:rdg:icmadp:icma-dp2002-15 [Citation Analysis] | 1 |
| 2002 | Performance Evaluation and Conditioning Information: The case of Hedge Funds
RePEc:rdg:icmadp:icma-dp2002-10 [Citation Analysis] | 1 |
| 2006 | Optimal Hedging with Higher Moments
RePEc:rdg:icmadp:icma-dp2006-12 [Citation Analysis] | 1 |
| 2009 | Analytic Approximations for Spread Options
RePEc:rdg:icmadp:icma-dp2009-06 [Citation Analysis] | 1 |
| 2001 | International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
RePEc:rdg:icmadp:icma-dp2001-08 [Citation Analysis] | 1 |
| 2007 | Should Defined Benefit Pension Schemes be Career Average or Final Salary?
RePEc:rdg:icmadp:icma-dp2007-06 [Citation Analysis] | 1 |
| 2003 | Long-term Information, Short-lived Securities
RePEc:rdg:icmadp:icma-dp2003-10 [Citation Analysis] | 1 |
| 2004 | The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH
RePEc:rdg:icmadp:icma-dp2004-13 [Citation Analysis] | 1 |
| 2002 | The Performance and Long-Run Characteristics of the Chinese IPO Market
RePEc:rdg:icmadp:icma-dp2002-09 [Citation Analysis] | 1 |
| 2006 | Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?
RePEc:rdg:icmadp:icma-dp2006-07 [Citation Analysis] | 1 |
| 2003 | Statistical Properties of Forward Libor Rates
RePEc:rdg:icmadp:icma-dp2003-03 [Citation Analysis] | 1 |
