Ah-Boon Sim

Available identifiers

zbMath Open sim.ah-boonMaRDI QIDQ672766

List of research outcomes

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
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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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