Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 13 of 13.

Add to Quick Collection   All 13 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272433
Description: We consider the valuation of both European-style and American-style barrier options in a Markovian, regime-switching, Black-Scholes-Merton economy, where the price process of an underlying risky asset ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272604
Description: In this paper, we investigate the valuation of two types of foreign equity options under a Markovian regime-switching mean-reversion lognormal model, where some key model parameters in the dynamics of ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272521
Description: We propose a relatively simple, accurate and flexible approach to forecasting the distribution of defaulted debt recovery outcomes. Our approach is based on mixtures of Gaussian distributions, explici ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272441
Description: This paper explores the relationship between currency futures and realised spot rates for the Indian rupee US dollar exchange rate. Using futures contracts with maturities of one, two and three months ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/199129
Description: The Akoya pearl oyster is an economically important species farmed throughout Japan and China, and on a small scale in Australia. Recent proliferation of Akoya viral disease (AVD) has dramatically red ... More
Reviewed: Reviewed
Date: 2012
Subject Keyword: 170100 Psychology
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/204993
Description: Adolescence is a time of great change in the brain in terms of structure and function. It is possible to track the development of neural function across adolescence using auditory event-related potent ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/205626
Description: Determining the underlying mechanisms responsible for species-specific responses to climate change is important from a species management perspective. The grey-headed flying-fox, Pteropus poliocephalu ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/295037
Description: Neurones undergo diverse forms of cell death depending on the nature and severity of the stress. These death outcomes are now classified into various types of programmed cell death, including apoptosi ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/295405
Description: Amyotrophic lateral sclerosis (ALS) is an adult-onset fatal neurodegenerative disorder characterized by progressive deterioration of motor neurons in the spinal cord, brainstem, and cerebral cortex. M ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/208896
Description: This study examines the impact of liberalization of the Sri Lankan stock market on return volatility. We specify GARCH and TGARCH models of volatility, and estimate them using 16 years of weekly retur ... More
Reviewed: Reviewed
Date: 2008
Subject Keyword: 140300 Econometrics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/210482
Description: For the additive risk model with time-varying covariates which are subject to measurement errors, we study the estimation of both regression parameters and cumulative baseline hazard function. We firs ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/318561
Description: We examine the supply of liquidity by proprietary trading desks and hedge funds (PTDH) versus mutual funds, index funds, and insurance companies (MII) across ten bid (ask) steps of the limit order boo ... More
Reviewed: Reviewed
Date: 1997
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/221610
Description: The EXG1 gene encoding the main Saccharomyces cerevisiae exo-β-1,3-glucanase was cloned and over-expressed in yeast. The Bacillus subtilis endo-1,3-1,4-β-glucanase gene (beg1) and the Butyrivibrio fib ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last