Narrow search
Showing 1 - 10 of 320
Cover Image
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
Cover Image
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Cover Image
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581671
Cover Image
Forecasting long term UK interest rates
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Cover Image
Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Cover Image
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis; Gough, Orla; Nowman, Kalid Ben - In: International journal of bonds and derivatives 1 (2013) 1, pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
Cover Image
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla; Nowman, Kalid Ben; Van Dellen, Stefan - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Cover Image
Fire support with Gaussian estimation of environmental conditions based on single or multiple target registration
Bendersky, Michael; David, Israel; Elboim, Dor - In: Journal of the Operational Research Society 72 (2021) 9, pp. 2112-2121
Persistent link: https://www.econbiz.de/10012624802
Cover Image
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Cover Image
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S. - 2010
Persistent link: https://www.econbiz.de/10009374216