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Potential credit exposure on interest rate swaps
Bond, Ian
;
Murphy, Gareth
;
Robinson, Gary
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1994
Persistent link: https://www.econbiz.de/10000892772
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2
The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram
;
Robinson, Gary
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1993
Persistent link: https://www.econbiz.de/10000868578
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3
The effect of futures trading on cash market volatility : evidence from the London stock exchange
Robinson, Gary
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1993
Persistent link: https://www.econbiz.de/10000875870
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4
Modelling the Livingston price expectations data : the importance of monthly information
Patterson, Kerry D.
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1985
Persistent link: https://www.econbiz.de/10000786036
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5
The predictive performance of fundamental inflation concepts : an application to the euro area and the United States
McKnight, Stephen
;
Mihailov, Alexander
;
Patterson, Kerry D.
-
2014
Persistent link: https://www.econbiz.de/10010359843
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6
Carmichael's arctan trend : precursor of smooth transition functions
Mills, Terence C.
;
Patterson, Kerry D.
-
2013
Persistent link: https://www.econbiz.de/10010201211
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7
Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.
;
Hassani, Hossein
;
Patterson, …
-
2013
Persistent link: https://www.econbiz.de/10010201220
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8
Modelling the trend : the historical origins of some modern methods and ideas
Patterson, Kerry D.
;
Mills, Terence C.
-
2013
Persistent link: https://www.econbiz.de/10010201223
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9
Log-periodogram estimation of the long-memory parameter : a review and evaluation of competing estimators
Heravi, Saeed M.
;
Patterson, Kerry D.
-
2013
Persistent link: https://www.econbiz.de/10010201225
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10
Finite sample bias of the least squares estimator in an AR(p) model : estimation, inference, simulation and examples
Patterson, Kerry D.
-
1999
Persistent link: https://www.econbiz.de/10001423304
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