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James McCulloch

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First Name:James
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Last Name:McCulloch
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RePEc Short-ID:pmc189
Email:[This author has chosen not to make the email address public]
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Location: Sydney, Australia
Homepage: http://www.businessandeconomics.mq.edu.au/
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Postal: Sydney NSW 2109
Handle: RePEc:edi:defmqau (more details at EDIRC)
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/qfrc/
Email:
Phone: +61 2 9514-7777
Fax: +61 2 9514-7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:qfutsau (more details at EDIRC)
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  1. James McCulloch & Vladimir Kazakov, 2007. "Optimal VWAP Trading Strategy and Relative Volume," Research Paper Series 201, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. James McCulloch, 2005. "Relative Volume as a Doubly Stochastic Binomial Point Process," Research Paper Series 146, Quantitative Finance Research Centre, University of Technology, Sydney.
  1. James McCulloch, 2007. "Relative volume as a doubly stochastic binomial point process," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 55-62.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-03-06. Author is listed
  2. NEP-FMK: Financial Markets (1) 2005-03-06. Author is listed
  3. NEP-MST: Market Microstructure (1) 2007-10-06. Author is listed

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