Dr Richard Finlay

F07 - Carslaw Building
The University of Sydney

Selected publications

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Journals

  • Finlay, R., Seneta, E. (2017). A scalar-valued infinitely divisible random field with Polya autocorrelation. Statistics and Probability Letters, 122, 141-146. [More Information]
  • Finlay, R., Seneta, E. (2014). Random Fields with Polya Correlation Structure. Journal of Applied Probability, 51, 1037-1050.
  • Finlay, R., Seneta, E. (2012). A generalized hyperbolic model for a risky asset with dependence. Statistics and Probability Letters, 82(12), 2164-2169. [More Information]
  • Finlay, R., Seneta, E., Wang, D. (2012). An inverse gamma activity time process with noninteger parameters and a self-similar limit. Journal of Applied Probability, 49(2), 441-450. [More Information]
  • Finlay, R., Fung, H., Seneta, E. (2011). Autocorrelation Functions. International Statistical Review, 79(2), 255-271. [More Information]
  • Finlay, R., Seneta, E. (2008). Option pricing with VG-like models. International Journal of Theoretical and Applied Finance, 11(8), 943-955. [More Information]
  • Finlay, R., Seneta, E. (2008). Stationary-Increment Variance-Gamma and t Models: Simulation and Parameter Estimation. International Statistical Review, 76(2), 167-186. [More Information]
  • Finlay, R., Seneta, E. (2007). A Gamma activity time process with noninteger parameter and self-similar limit. Journal of Applied Probability, 44(3), 950-959. [More Information]
  • Finlay, R., Seneta, E. (2006). Stationary-increment student and variance-gamma processes. Journal of Applied Probability, 43(2), 441-453. [More Information]

2017

  • Finlay, R., Seneta, E. (2017). A scalar-valued infinitely divisible random field with Polya autocorrelation. Statistics and Probability Letters, 122, 141-146. [More Information]

2014

  • Finlay, R., Seneta, E. (2014). Random Fields with Polya Correlation Structure. Journal of Applied Probability, 51, 1037-1050.

2012

  • Finlay, R., Seneta, E. (2012). A generalized hyperbolic model for a risky asset with dependence. Statistics and Probability Letters, 82(12), 2164-2169. [More Information]
  • Finlay, R., Seneta, E., Wang, D. (2012). An inverse gamma activity time process with noninteger parameters and a self-similar limit. Journal of Applied Probability, 49(2), 441-450. [More Information]

2011

  • Finlay, R., Fung, H., Seneta, E. (2011). Autocorrelation Functions. International Statistical Review, 79(2), 255-271. [More Information]

2008

  • Finlay, R., Seneta, E. (2008). Option pricing with VG-like models. International Journal of Theoretical and Applied Finance, 11(8), 943-955. [More Information]
  • Finlay, R., Seneta, E. (2008). Stationary-Increment Variance-Gamma and t Models: Simulation and Parameter Estimation. International Statistical Review, 76(2), 167-186. [More Information]

2007

  • Finlay, R., Seneta, E. (2007). A Gamma activity time process with noninteger parameter and self-similar limit. Journal of Applied Probability, 44(3), 950-959. [More Information]

2006

  • Finlay, R., Seneta, E. (2006). Stationary-increment student and variance-gamma processes. Journal of Applied Probability, 43(2), 441-453. [More Information]

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