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Maxwell Sutton

Personal Details

First Name:Maxwell
Middle Name:
Last Name:Sutton
RePEc Short-ID:psu560
[This author has chosen not to make the email address public]


Reserve Bank of Australia

Sydney, Australia
RePEc:edi:rbagvau (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Gerlach, R & Sutton, M & Vasnev, A, 2015. "Generalized Variance: A Robust Estimator of Stock Price Volatility," Working Papers 2015-02, University of Sydney Business School, Discipline of Business Analytics.


  1. Sutton, Maxwell & Vasnev, Andrey L. & Gerlach, Richard, 2019. "Mixed interval realized variance: A robust estimator of stock price volatility," Econometrics and Statistics, Elsevier, vol. 11(C), pages 43-62.

More information

Research fields, statistics, top rankings, if available.


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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2015-11-21. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2015-11-21. Author is listed
  3. NEP-RMG: Risk Management (1) 2015-11-21. Author is listed


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