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