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Scott I. White

Queensland University of Technology

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Publication

Featured researches published by Scott I. White.

Econometric Society 2004 Australasian Meetings | 2004

Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility

Scott I. White; Adam Clements; Stan Hurn

QUT Business School | 2006

On the informational efficiency of S&P500 implied volatility

Ralf Becker; Adam Clements; Scott I. White

Applied Stochastic Models in Business and Industry | 2006

Mixture distribution‐based forecasting using stochastic volatility models

Adam Clements; Stan Hurn; Scott I. White

QUT Business School | 2005

Non-Linear Filtering With State Dependant Transition Probabilities: A Threshold (Size Effect) SV Model

Adam Clements; Scott I. White

QUT Business School | 2006

Mixture distribution-based forecasting using stochastic volatility models

Adam Clements; Stanley Hurn; Scott I. White

Archive | 2006

Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter

Adam Clements; Stan Hurn; Scott I. White

Econometric Society 2004 Australasian Meetings | 2004

Forward looking information in S&P 500 options

Scott I. White; Ralf Becker; Adam Clements

QUT Business School | 2007

Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

Ralf Becker; Adam Clements; Scott I. White

QUT Business School | 2006

Stochastic volatility: Maximum likelihood estimation and specification testing

Scott I. White

Archive | 2006

Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3

Adam Clements; Stan Hurn; Scott I. White

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Adam Clements

Queensland University of Technology

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Stan Hurn

Queensland University of Technology

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Ralf Becker

University of Manchester

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