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Kevin Fergusson's highlights
FEATURED Journal article
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Read moreKevin Fergusson's selected work
Extreme weather: Why the impact will be felt more widely
NEWS ARTICLE
Forecasting inflation using univariate continuous‐time stochastic models
Journal article
LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATE..
Journal article
Asymptotics of bond yields and volatilities for extended CIR models under the real-world m..
Journal article
The profit-and-loss attribution test
Journal article
An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tail..
Journal article
Kevin Fergusson's selected work
Scholarly Works
Displaying the 10 most recent scholarly works by Kevin Fergusson.
News
Displaying the 1 most recent news article by Kevin Fergusson.
Credentials
Positions
Senior Lecturer
Economics