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John W. Dalle Molle

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Journal Articles

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1994
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John W. Dalle Molle, Douglas J. Morrice:
Initial transient detection in simulations using the second-order cumulant spectrum. Ann. Oper. Res. 53(1): 443-470 (1994)

Conference and Workshop Papers

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1997
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John W. Dalle Molle:
Volatility estimators for FOREX futures using standardized time series. CIFEr 1997: 293-299
1996
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John W. Dalle Molle, Fernando Zapatero:
Problems with Monte Carlo simulation in the pricing of contingent claims. CIFEr 1996: 114-119
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John W. Dalle Molle:
Evaluation of common models used in the estimation of the historical volatility applied to trade-by-trade stock returns data from the U.S. and Mexico. CIFEr 1996: 234-240
1993
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John W. Dalle Molle, Douglas J. Morrice:
An information theoretic approach to computer simulation sensitivity analysis. WSC 1993: 402-407
1992
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John W. Dalle Molle, Melvin J. Hinich, Douglas J. Morrice:
Higher-Order Cumulant Spectral-Based Statistical Tests of Pseudo-Random Variate Generators. WSC 1992: 618-625

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