Publication Search Results

Matches for:

• Author=Bertram W

1. Bertram W. An empirical investigation of Australian Stock Exchange Data, (2004), preprint

2. Bertram WK. Measuring time dependent volatility and cross-sectional correlation in Australian equity returns, Physica A, 387 (2008), no. 13, 3183–3191.

3. Bertram WK, Peiris MS. An example of a misclassification problem to Australian equity data, Computational Statistics and Data Analysis, 51 (2007), 3627–3630. MR2364479

4. Bertram WK, Peiris MS. Increasing the quality of volatility forecasts with fractional ARIMA models, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 66–74. ISBN 1 74128 107 5

5. Bertram WK. A threshold model for Australian tock exchange equities, Physica A, 346 (2005), 561–576.

6. Bertram WK. An empirical investigation of Australian Stock Exchange Data, Physica A, 341 (2004), 533–546.