Dr Jill Wright - Researcher Profile

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Address

Department of Econometrics and Business Statistics
Building 11E, Clayton

Biography

Jill works in the Faculty of Business & Economics at Monash University as a Senior Lecturer.

Qualifications

M SC
Institution: University of Adelaide
Year awarded: 1982
PH D
Institution: University of London
Year awarded: 1981
B SC (HONS)
Institution: University of Adelaide
Year awarded: 1975

Publications

Journal Articles

Martin, G.M., Reidy, A., Wright, J.D., 2009, Does the option market produce superior forecasts of noise-corrected volatility measures?, Journal Of Applied Econometrics [P], vol 24, issue 1, John Wiley & Sons Ltd, UK, pp. 77-104.

Tennant, J.K., Wright, J.D., Jackson, D.J., 2009, Financial hardship and financial literacy: A case study from the Gippsland region, J A S S A [P], vol 2009, issue 2, Financial Services Institute of Australasia (Finsia), Sydney NSW Australia, pp. 10-15.

Forbes, C.S., Martin, G.M., Wright, J.D., 2007, Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman Filter, Econometric Reviews, vol 26, issue 2-4, Taylor & Francis Inc, United States, pp. 387-418.