Concepedia

Andrew McClelland

AM

4

Publications

228

Citations

4

H-Index

2008

Active since

Affiliations

Queensland University of Technology(Current)

University of Manchester

Andrew McClelland is an author at Queensland University of Technology specializing in statistical inference, volatility modeling, and business.

Top concepts

BusinessStatisticsAsset PricingVolatility ModelingStatistical InferenceFinanceEngineeringData ScienceOption PricingEmpirical Finance

Publications per year

2008–2014

4

Publications

4

The jump component of S&P 500 volatility and the VIX index

Ralf Becker, Adam Clements, Andrew McClelland · Journal of Banking & Finance · 2008 · 140 citations · Full text

Empirical Finance, Volatility Modeling, Financial Economics +7

Estimating the Parameters of Stochastic Volatility Models Using Option Price Data

Stan Hurn, K. A. Lindsay, Andrew McClelland · Journal of Business and Economic Statistics · 2014 · 56 citations

Volatility Modeling, Parameter Estimation, Engineering +17

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

Stan Hurn, K. A. Lindsay, Andrew McClelland · Journal of Econometrics · 2012 · 21 citations

Density Estimation, Semi-nonparametric Estimation, Diffusion Process +7

The Jump component of S&P 500 volatility and the VIX index

Ralf Becker, Adam Clements, Andrew McClelland · RePEc: Research Papers in Economics · 2008 · 11 citations · Full text

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