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Robust Volatility Estimation and Analysis of the Leverage Effect

2002 doctoral thesis by John Randal at Victoria University of Wellington
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Key Facts

  • Author: John Randal[1]
  • Publisher: Open Access Repository Victoria University of Wellington[2]
  • Language of work or name: English[3]
  • Country of origin: New Zealand[4]
  • Publication date: January 1, 2002[5]
  • Title: Robust Volatility Estimation and Analysis of the Leverage Effect[6]
  • Copyright holder: John Randal[7]
  • Thesis submitted to: Victoria University of Wellington[8]
  • On focus list of Wikimedia project: NZThesisProject[9]
  • Copyright status: copyrighted[10]
  • Thesis committee member: Martin Lally[11], Peter Thomson[12]
  • Thesis submitted for degree: Doctor of Philosophy[13]

References

Programmatic citations — every numbered marker resolves to a verifiable graph row below.

Direct Wikidata claims

  1. [1] ↑ . wikidata.org.
  2. [2] ↑ . wikidata.org.
  3. [3] ↑ . wikidata.org.
  4. [4] ↑ . wikidata.org.
  5. [5] ↑ . wikidata.org.
  6. [6] ↑ . wikidata.org.
  7. [7] ↑ . wikidata.org.
  8. [8] ↑ . wikidata.org.
  9. [9] ↑ . wikidata.org.
  10. [10] ↑ . wikidata.org.
  11. [11] ↑ . wikidata.org.
  12. [12] ↑ . wikidata.org.
  13. [13] ↑ . wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Robust Volatility Estimation and Analysis of the Leverage Effect. Retrieved October 20, 2026, from https://4ort.xyz/entity/robust-volatility-estimation-and-analysis-of-the-leverage-effect
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BibTeX @misc{4ortxyz_robust-volatility-estimation-and-analysis-of-the-leverage-effect_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Robust Volatility Estimation and Analysis of the Leverage Effect}}, year = {2026}, url = {https://4ort.xyz/entity/robust-volatility-estimation-and-analysis-of-the-leverage-effect}, note = {Accessed: 2026-10-20}}
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Edit History

Rolling log of changes to this entity's Wikidata record. Values shown reflect the current state of each edited property — follow the history link to see the precise diff for any edit.

  1. 6w ago · DrThneed · 2026-09-06 view diff on Wikidata ↗
    Publication date → +2002-01-01T00:00:00Z
    Doi → 10.26686/WGTN.16945822
    Thesis submitted for degree → Doctor of Philosophy
    Thesis submitted to → Victoria University of Wellington
    + 12 other properties edited (see Wikidata diff for full list)
    "/* wbeditentity-update:0| */ QuickStatements 3.0 [[:toollabs:qs-dev/batch/52324|batch #52324]]: VUW"
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