This file is part of IDEAS, which uses RePEc data

Information about:
Richard Finlay

Personal Details | Affiliation | Works

This is information that was supplied by Richard Finlay in registering through RePEc. If you are Richard Finlay , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Richard
Middle Name:
Last Name: Finlay
Suffix:

RePEc Short-ID: pfi139

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

University of Sydney, School of Mathematics and Statistics
Homepage: http://www.maths.usyd.edu.au/
Location: Australia, Sydney
Reserve Bank of Australia
Location: Sydney, Australia
Homepage: http://www.rba.gov.au/
Email:
Phone: 61-2-9551-8111
Fax: 61-2-9551-8000
Postal: GPO Box 3947, Sydney NSW 2001
Handle: RePEc:edi:rbagvau (registered authors at this institution)

Works

Working papers

Richard Finlay & Mark Chambers, 2008. "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers rdp2008-09, Reserve Bank of Australia. [Downloadable!]

Articles

Richard Finlay & Mark Chambers, 2009. "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 383-400, December. [Downloadable!] (restricted)
Richard Finlay & Eugene Seneta, 2008. "Stationary-Increment Variance-Gamma and "t" Models: Simulation and Parameter Estimation," International Statistical Review, International Statistical Institute, vol. 76(2), pages 167-186, 08. [Downloadable!] (restricted)
Richard Finlay & Eugene Seneta, 2008. "Option Pricing With VgâLike Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 943-955. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-FMK: Financial Markets (1) 2009-01-03 Author is listed
NEP-MAC: Macroeconomics (1) 2009-01-03 Author is listed
NEP-MON: Monetary Economics (1) 2009-01-03 Author is listed

Did you know? Authors can create their own profile with links to their works on the RePEc Author Service.

This page was last updated on 2009-12-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.