37 citations · 37 across the 2 of their papers we have counts for
3 papers
math.NA2020
The Lanczos Approximation for the -Function with Complex Coefficients
William Rea
We examined the properties of the coefficients of the \cite{lanczos1964} approximation of the -function with complex values of the free parameter together with the convergence p…
q-fin.PM2016
Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX
Hannah Cheng, Juan Zhan, William Rea +1
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio s…
stat.ME2009★ 37 cited
Estimators for Long Range Dependence: An Empirical Study
William Rea, Les Oxley, Marco Reale +1
We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, , or the fractional integration parameter, , in long memor…