The Department of Mathematics & Statistics, Kennedy College of Sciences invites you to attend a colloquium talk. This is an in-person event, but Zoom participation is also possible. All are welcome.

The Journal of Business, Vol. 79, No. 2 (March 2006), pp. 941-961 (21 pages) In this paper, we construct a new variance bound on any stochastic discount factor (SDF) of the form \documentclass{aastex} ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

This is a preview. Log in through your library . Abstract In this paper we consider a stochastic frontier model in which the distribution of technical inefficiency is truncated normal. In standard ...