Robert G. Trevor

Pricing Options under Generalized GARCH and Stochastic Volatility Processes

Peter H. Ritchken, P. Ritchken, Robert G. Trevor, 1999 .

Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes

I. Morgan, Robert G. Trevor, R. Trevor, 1999 .

VAR FORECASTING MODELS OF THE AUSTRALIAN ECONOMY: A PRELIMINARY ANALYSIS

Susan Thorp, S. Thorp, Robert G. Trevor, 1988 .