Person: Wolff, Rodney

Number of items: 27.

Cecchinato, Nedda and Wolff, Rodney C. (2008) Edgeworth expansion for the sample autocorrelation function.

Tong, Shilu and Dale, Pat and Nicholls, Neville and Mackenzie, John S. and Wolff, Rodney C. and McMichael, Tony (2008) Climate variability, social and environmental factors and Ross River virus transmission – overview of research development and future research needs. Environmental Health Perspectives.

Robertson, Calum S. and Geva, Shlomo and Wolff, Rodney C. (2007) Can the Content of Public News be used to Forecast Abnormal Stock Market Behaviour?. In Ramakrishnan, Naren and Zaïane, Osmar R. and Shi, Yong and Clifton, Christopher W. and Wu, Xindong, Eds. Proceedings Seventh IEEE International Conference on Data Mining, pages pp. 637-642, Omaha, Nebraska, United States of America.

Robertson, Calum S. and Geva, Shlomo and Wolff, Rodney C. (2007) News Aware Volatility Forecasting: Is the Content of News Important?. In Christen, Peter and Kennedy, Paul and Li, Jiuyong and Kolyshkina, Inna and Williams, Graham, Eds. Proceedings Sixth Australasian Data Mining Conference (AusDM 2007) 70, pages pp. 157-166, Gold Coast, Queensland, Australia.

Robertson, Calum and Geva, Shlomo and Wolff, Rodney C. (2007) Predicting the Short-Term Market Reaction to Asset Specific News: Is Time Against Us?. In Huang, Joshua Zhexue and Ye, Yunming, Eds. Proceedings Industry Track Workshop, 11th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD 2007), pages pp. 1-13, Nanjing, China.

Robertson, Calum S. and Geva, Shlomo and Wolff, Rodney C. (2006) What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?. In Christen, Peter and Kennedy, Paul and Li, Jiuyong and Simoff, Simeon and Williams, Graham, Eds. Proceedings 5th Australasian Data Mining Conference 61, pages pp. 145-153, Sydney, Australia.

Robertson, Calum S. and Geva, Shlomo and Wolff, Rodney C. (2006) Does Company Specific News Effect the US, UK, and Australian Markets within 60 minutes?. In Moshirian, Fariborz, Eds. Proceedings 19th Australasian Finance and Banking Conference, Shangri-La Hotel, Sydney, Australia.

Martinez, Luis A. and Wolff, Rodney C. (2006) Modelling the initial pit design: the first step for project valuation . In Proceedings 6th Mining Geology Conference, pages pp. 1-14, Darwin.

Wang, X-Y and Tong, Shilu and Verrall, Ken and Gerber, Rod and Wolff, Rodney C. (2006) Air pollution trends in Brisbane, Australia, between 1980 and 2003. Clean Air and Environmental Quality 40(1):pp. 34-39.

Colin, Andrew and Falta, Michael and Su, Steve and Turner, Lyle and Willett, Roger and Wolff, Rodney (2006) A statistical activity cost analysis of the relationship between physical and financial aspects of fixed assets. In Matthew, Joseph and Ma, Lin and Tan, Andy and Anderson, Deryk, Eds. Proceedings First World Congress on Engineering Asset Management (WCEAM), pages pp. 392-399, Gold Coast, Queensland, Australia.

Nur, Darfiana and Mengersen, Kerrie L. and Wolff, Rodney C. (2005) Phase randomisation: a convergence diagnostic test for MCMC. Australian and New Zealand Journal of Statistics 47(3):pp. 309-323.

Barnett, Adrian G. and Wolff, Rodney C. (2005) A time-domain test for some types of non-linearity. IEEE Transactions on Signal Processing 53(1):pp. 26-33.

Wolff, Rodney C. (2004) Dependence structures in financial time series: a　chaos-theoretic approach. In Pan, H. and Sornette, D. and Kortanek, K., Eds. Proceedings Intelligent Finance - a Convergence of Financial Mathematics with Technical and Fundamental Analysis, pages pp. 362-368, Melbourne.

Falta, Michael and Wolff, Rodney C. (2004) Recent developments of statistical approaches in cost accounting: a review. International Statistical Review 72(3):pp. 377-396.

Wolff, Rodney C. and Yao, Qiwei and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems . Studies in Nonlinear Dynamics and Econometrics 8(2).

Barnett, Adrian G. and Wolff, Rodney C. (2003) A Time-Domain Test for Some Types of Non-Linearity, Discussion Paper No 168. Technical Report, School of Economics and Finance, Queensland University of Technology.

Wolff, Rodney C. and Yao, Qiwei and Tong, Howell (2003) Statistical Tests for Lyapunov Exponents of Deterministic Systems. Discussion paper No 167. Technical Report, School of Economics and Finance, Queensland University of Technology.

Lawrance, Anthony J. and Wolff, Rodney C. (2003) Binary time series generated by chaotic logistic maps. Stochastics and Dynamics 3(4):pp. 529-544.

Gao, Jiti and Tong, Howell and Wolff, Rodney C. (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica 12(2):pp. 409-428.

Gao, Jiti and Tong, Howell and Wolff, Rodney C. (2002) Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis 83(2):pp. 324-359.

Gao, Jiti and Wolff, Rodney C. and Anh, Vo V. (2001) Semiparametric Approximation Methods in Multivariate Model Selection . Journal of Complexity 17(4):pp. 754-772.

Nur, Darfiana and Wolff, Rodney C. and Mengersen, Kerrie L. (2001) Phase randomisation: numerical study of higher cumulants behaviour . Computational Statistics & Data Analysis 37(4):pp. 487-513.

Hitchins, Jane and Morawska, Lidia and Wolff, Rodney C. and Gilbert, Dale (2000) Concentration of submicrometre particles from vehicle emissions near a major road.. Atmospheric Environment 34(1):pp. 51-59.

Hall, Peter and Wolff, Rodney C. and Yao, Qiwei (1999) Methods for estimating a conditional distribution function. Journal of the American Statistical Association 94(445):pp. 154-163.

Hall, Peter A. and Wolff, Rodney C. (1998) Properties of distributions and correlation integrals for generalised versions of the logistic map. Stochastic Processes and Their Applications 77(1):pp. 123-137.

Hall, Peter A. and Wolff, Rodney C. (1995) Properties of invariant distributions and Lyapunov exponents for chaotic logistic maps . Journal of the Royal Statistical Society, Series B (Statistical Methodology) 57(2):pp. 439-452.

Hall, Peter A. and Wolff, Rodney C. (1995) Estimators of integrals of powers of density derivatives. Statistics and Probability Letters 24(2):pp. 105-110.

This list was generated on Thu Oct 16 12:53:46 EST 2008.