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Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
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2006
Persistent link: https://www.econbiz.de/10003433826
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2
A multi-factor model for energy derivates
Clewlow, Les
;
Strickland, Chris
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1999
Persistent link: https://www.econbiz.de/10001609627
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3
Money market term structure dynamics and volatility expectations
Carverhill, Andrew
;
Strickland, Chris
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1992
Persistent link: https://www.econbiz.de/10001375509
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4
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
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2003
Persistent link: https://www.econbiz.de/10001854434
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