Jeff Hamrick, Ph.D.
Affiliations: | 2009 | Boston University, Boston, MA, United States |
Area:
Mathematics, FinanceGoogle:
"Jeff Hamrick"Parents
Sign in to add mentorMurad S. Taqqu | grad student | 2009 | Boston University | |
(Topics in stationarity, volatility, and contagion.) |
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Publications
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Hamrick J, Huang Y, Kardaras C, et al. (2011) Maximum penalized quasi-likelihood estimation of the diffusion function Quantitative Finance. 11: 1675-1684 |
Hamrick J, Taqqu MS. (2009) Testing diffusion processes for non-stationarity Mathematical Methods of Operations Research. 69: 509-551 |
Rüter B, Hamrick JL, Wood BW. (2000) Outcrossing rates and relatedness estimates in pecan (Carya illinoinensis) populations. The Journal of Heredity. 91: 72-5 |