Dr Bill Rea
Position
Lecturer
Qualifications
B.Sc. (Pure Mathematics) (University of Canterbury)
Diploma of Teaching (Christchurch Teacher's College)
Diploma in Dairy Technology with Distinction (Massey University)
BSc(Hons) With Distinction (Applied Mathematics) (University of South Africa)
Ph.D. (Mathematics) (University of Canterbury)
Room
Contact Details
Phone: +64 3 364
3474
Internal Phone: 3474
Email:
bill.rea@canterbury.ac.nz
Postal address:
Department of Economics and Finance
University of Canterbury
Private Bag 4800
Christchurch 8140
New Zealand
Undergraduate Courses
FINC203-S2 Financial Institutions and Markets
Research Interests
Financial Time Series Analysis
Stochastic Processes
Chaotic Systems
Current Projects
- Long memory in financial time series
- Graphical modelling of stock market volatility spillover
- Extreme value distributions and theory of financial asset returns
Recent Publications
Rea, W.S., Reale, M., Cappelli, C. and Brown, J.A. (2009) Identification of Changes in Mean with Regression Trees: An Application to Market Research. Econometric Reviews, Accepted 22 October 2008.
Cappelli, C., Penny, R.N., Rea, W.S. and Reale, M. (2008) Detecting multiple mean breaks at unknown points in official time series. Mathematics and Computers in Simulation, 78, 2-3, 351-356.
Rea, W., Oxley, L. and Reale, M. (2009) A New Procedure for Discriminating Between Long Memory and Shifting Means Alternatives. Cairns, Australia: 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation, 13-17 July 2009. In 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation, 1188-1194.