Details about James McCulloch

Access statistics for papers by James McCulloch.

Last updated 2011-11-19. Update your information in the RePEc Author Service.

Short-id: pmc189

Working Papers

2007

1. Optimal VWAP Trading Strategy and Relative Volume
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (5)

2005

2. Relative Volume as a Doubly Stochastic Binomial Point Process
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (3)
   See also Journal Article Relative volume as a doubly stochastic binomial point process, Quantitative Finance, Taylor & Francis Journals (2007) View citations (10) (2007)

Journal Articles

2007

1. Relative volume as a doubly stochastic binomial point process
   Quantitative Finance, 2007, 7, (1), 55-62 View citations (10)
   See also Working Paper Relative Volume as a Doubly Stochastic Binomial Point Process, Research Paper Series (2005) View citations (3) (2005)