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Details about James McCulloch

Workplace:Faculty of Business and Economics, Macquarie University, (more information at EDIRC)
Quantitative Finance Research Centre, Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by James McCulloch.

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

Short-id: pmc189


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Working Papers

2007

  1. Optimal VWAP Trading Strategy and Relative Volume
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (4)

2005

  1. Relative Volume as a Doubly Stochastic Binomial Point Process
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)
    See also Journal Article in Quantitative Finance (2007)

Journal Articles

2007

  1. Relative volume as a doubly stochastic binomial point process
    Quantitative Finance, 2007, 7, (1), 55-62 Downloads View citations (9)
    See also Working Paper (2005)
 
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