Simon Stevenson

Simon Stevenson
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Simon Stevenson
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High Energy Astrophysical Phenomena (4)
 
General Relativity and Quantum Cosmology (3)
 
Instrumentation and Methods for Astrophysics (1)
 
Physics - Data Analysis; Statistics and Probability (1)

Publications Authored By Simon Stevenson

Black hole binaries may form both through isolated binary evolution and through dynamical interactions in dense stellar environments. During the formation and evolution of isolated binaries, several processes can alter the orientation of the black hole spin vectors with respect to the binary's orbital angular momentum. A subset of binary black holes merge through the emission of gravitational radiation and are observable with advanced ground-based gravitational-wave detectors. Read More

The recent advanced LIGO detections of gravitational waves from merging binary black holes enhance the prospect of exploring binary evolution via gravitational-wave observations of a population of compact-object binaries. In the face of uncertainty about binary formation models, model-independent inference provides an appealing alternative to comparisons between observed and modelled populations. We describe a procedure for clustering in the multi-dimensional parameter space of observations that are subject to significant measurement errors. Read More

Gravitational waves from coalescences of neutron stars or stellar-mass black holes into intermediate-mass black holes (IMBHs) of $\gtrsim 100$ solar masses represent one of the exciting possible sources for advanced gravitational-wave detectors. These sources can provide definitive evidence for the existence of IMBHs, probe globular-cluster dynamics, and potentially serve as tests of general relativity. We analyse the accuracy with which we can measure the masses and spins of the IMBH and its companion in intermediate-mass ratio coalescences. Read More

The coalescence of compact binaries containing neutron stars or black holes is one of the most promising signals for advanced ground-based laser interferometer gravitational-wave detectors, with the first direct detections expected over the next few years. The rate of binary coalescences and the distribution of component masses is highly uncertain, and population synthesis models predict a wide range of plausible values. Poorly constrained parameters in population synthesis models correspond to poorly understood astrophysics at various stages in the evolution of massive binary stars, the progenitors of binary neutron star and binary black hole systems. Read More

One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a non- REIT equity index. The paper utilizes a variety of tests for long memory finding evidence that REIT volatility does display persistence, in contrast to the actual return series. Read More

This paper examines volatility in REITs using a multivariate GARCH based model. The Multivariate VAR-GARCH technique documents the return and volatility linkages between REIT sub-sectors and also examines the influence of other US equity series. The motivation is for investors to incorporate time-varyng volatility and correlations in their portfolio selection. Read More

Using a time-varying approach, this paper examines the dynamics of volatility in the REIT sector. The results highlight the attractiveness and suitability of using GARCH based approaches in the modeling of daily REIT volatility. The paper examines the influencing factors on REIT volatility, documenting the return and volatility linkages between REIT sub-sectors and also examines the influence of other US equity series. Read More