Leigh Roberts

Victoria University of Wellington - School of Economics & Finance

P.O. Box 600

Wellington 6140

New Zealand

SCHOLARLY PAPERS

9

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

On Long Memory Behaviour and Predictability of Financial Markets

SEF Working paper: 05/2014
Number of pages: 33 Posted: 16 May 2017
Long Vo and Leigh Roberts
Planning and Transport Research Centre and Victoria University of Wellington - School of Economics & Finance
Downloads 91 (376,073)
Citation 2

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High-frequency trading, Hurst index, Long memory, Market efficiency, Rescaled range analysis, Trading system

2.

On Ratios of Random Variables and Generalised Mortality Rates

Journal of Applied Probability, Vol. 29, 1992
Posted: 12 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Demography, gamma distributed sums at risk, insurance, moments of ratios of random variables, mortality rate, product of gamma and uniform variates

3.

Recent Developments in Risk Management and Insurance of Natural Hazards

Australian Actuarial Journal, Vol. 5, No. 1, pp. 173-184, 1999
Posted: 12 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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General insurance, catastrophe claims, natural disasters

4.

A Unified View of Deterinantal Expansions for Jack Polynomials

Electronic Journal of Combinatorics, Vol. 8, No. 1, 2001
Posted: 11 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Jack polynomials, symmetric functions, determinants

5.

On the Distribution of Generalised Mortality Rates

Proceedings, 28th International Astin Colloquim, pp.321-338, Forthcoming
Posted: 11 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Beta variates, gamma variates, distribution function, mortality rates

6.

Weighted Mortality Rates as Early Warning Signals for Insurance Companies

Astin Bulletin, Vol. 23, No. 2, pp. 273-286, 1993
Posted: 11 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Mortality rates, actuarial, asymptotic distribution, insurance

7.

On the Existence of Moments of Ratios of Quadratic Forms

Econometric Theory, Vol. 11, No. 4, 1995
Posted: 11 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Mixed moments, symmetric matrices, symmetric distribution, quadratic polynomials

8.

The Meta-Analysis of Partial Effect Sizes

British Journal of Mathematical and Statistical Psychology, Vol. 57, pp. 97-129, 2004
Posted: 08 Dec 2009
Stephen P. Keef and Leigh Roberts
Victoria University of Wellington - School of Accounting and Commercial Law and Victoria University of Wellington - School of Economics & Finance

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Partial effects, multivariate, independent effects

9.

Towards a Parsimonious Calculation of Jack Polynomials

International Journal of Pure and Applied Mathematics, Vol. 39, No. 2, pp. 173-189, 2009
Posted: 08 Dec 2009
Leigh Roberts
Victoria University of Wellington - School of Economics & Finance

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Jack polynomials, monomial symmetric functions, elementary symmetric functions, Ferrers diagram