
A. Thavaneswaran
Professor
Department of Statistics, University of Manitoba
Winnipeg, Manitoba, Canada, R3T 2N2
Office: 331 Machray Hall
Email: thavane@ccu.umanitoba.ca
Telephone: (204) 4748984
Fax: (204) 4747621
Research Interests  Inference for stochastic processes,Estimating Functions,
Nonlinear Time Series,
Prediction,Filtering, Smoothing, Survival Analysis, Empirical Financial Time series modelling,
Mathematical Finance, Fuzzy Methods in Finance
Research cited by Nobel Prize Winner Professor Clive WJ Granger
at the Berkeley NSF Symposium.
OVERVIEW OF NONLINEAR TIME SERIES SPECIFICATIONS IN ECONOMICS
Clive WJ Granger Department of Economics University of California ...
emlab.berkeley.edu/symposia/nsf98/granger.pdf
( Click here for more details)
Citations of the research papers
( details of over 100 citations)
Recent citations of the research papers on fuzzy option pricing
( details)
Recent citations of the research papers on fuzzy time series modeling
( details)
Recent research paper on GARCH Model Identification
(Abstract)
Recent research paper on filtering for volatility models
( Abstract)
Recent research paper on combined estimating functions
( Abstract)
Recent research papers on fuzzy coefficient GARCH models
( Abstract)
Recent research paper on Fuzzy Coefficient Volatility Models
( Abstract)
5.305: Probability Models Jan..04
Assignment #2
5.305: Probability Models Feb..04
Assignment # 3
5.305: Probability Models Fall 2001
Assignment # 4
