Authors:
Sherris, Michael
Tedesco, Leanna
Zehnwirth, Ben
Citation: Sherris, Michael et al., Stochastic Investment Models: Unit Roots, Cointegration, State Space and GARCH Models for Australian Data, Actuarial research clearing house A.R.C.H.;ARCH , 1(1), 1997, pp. 95-144
Citation: Sherris, Michael, Contingent Claims Valuation of "Greater of" Benefits, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 291-309