David Thomas Harvey

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We report on a computation of congruent numbers, which subject to the Birch and Swinnerton-Dyer conjecture is an accurate list up to 10 12. The computation involves multiplying large theta series as per Tunnell (1983). The first method, which we describe in some detail, uses a mul-timodular disk based technique for multiplying polynomials out-of-core which(More)
  • Neil M Kellard, Ying Jiang, Mark Wohar, Tim Bollerslev, Marcus Chambers, Jerry Coakley +5 others
  • 2015
JEL classification: C14 C22 F31 G14 Keywords: Impliederealized relation Unbiasedness Uncommon structural change Foreign exchange Monte Carlo simulation a b s t r a c t One of the puzzles in international finance is the frequent finding that implied volatility is a biased predictor of realized volatility. However, given asset price volatility is often(More)
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