Details about Leigh Roberts

Access statistics for papers by Leigh Roberts.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pro495

Working Papers

2014

1. Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance
2. On long memory behaviour and predictability of financial markets
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance

2011

3. Can implied forward mortgage rates predict future mortgage rates - recent New Zealand experience
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance
4. Modelling New Zealand electricity prices from a risk management perspective
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance

Journal Articles

1995

1. On the Existence of Moments of Ratios of Quadratic Forms
   Econometric Theory, 1995, 11, (4), 750-774 View citations (6)