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Hurn, A.S.
8
Lindsay, K.A.
4
Hurn, A. S.
2
Christensen, T. M
1
Christensen, T.M.
1
Jeisman, J.I.
1
Lindsay, K. A.
1
McClelland, A.J.
1
McDonald, A.D.
1
Moody, T.
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Scottish journal of political economy : the journal of the Scottish Economic Society
2
Economic analysis and policy
1
International journal of forecasting
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
The Manchester School of Economic and Social Studies
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The economic journal : the journal of the Royal Economic Society
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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OLC EcoSci
ECONIS (ZBW)
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1
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, A.S.
;
Lindsay, K.A.
;
McClelland, A.J.
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 106-126
Persistent link: https://www.econbiz.de/10010052634
Saved in:
2
Forecasting spikes in electricity prices
Christensen, T.M.
;
Hurn, A.S.
;
Lindsay, K.A.
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 400-412
Persistent link: https://www.econbiz.de/10009830616
Saved in:
3
The devil is in the detail : hints for practical optimisation
Christensen, T. M
;
Hurn, A. S.
;
Lindsay, K. A.
- In:
Economic analysis and policy
38
(
2008
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10009908758
Saved in:
4
TRANSITIONAL DENSITIES OF DIFFUSION PROCESSES: A New Approach to Solving the Fokker-Planck Equation
Hurn, A.S.
;
Jeisman, J.I.
;
Lindsay, K.A.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 86
Persistent link: https://www.econbiz.de/10007748435
Saved in:
5
On the Specification of the Drift and Diffusion Functions for Continuous-time Models of the Spot Interest Rate
Hurn, A.S.
;
Lindsay, K.A.
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 547
Persistent link: https://www.econbiz.de/10006438088
Saved in:
6
Modelling the demand for M4 in the U.K
Hurn, A.S.
;
Muscatelli, V.A.
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
1
,
pp. 70-78
Persistent link: https://www.econbiz.de/10007315699
Saved in:
7
IN SEARCH OF TIME VARYING TERM PREMIA IN THE LONDON lNTERBANK MARKET
Hurn, A.S.
;
McDonald, A.D.
;
Moody, T.
- In:
Scottish journal of political economy : the journal of …
42
(
1995
)
2
,
pp. 152-164
Persistent link: https://www.econbiz.de/10007707293
Saved in:
8
Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data
Hurn, A.S.
;
Wright, R.E.
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
423
,
pp. 363-371
Persistent link: https://www.econbiz.de/10007563404
Saved in:
9
Modelling aggregate liquidity as an unobservable variable : an empirical perspective on the substitutability of money and near-money in South Africa
Hurn, A. S.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
17
(
1993
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10009952010
Saved in:
10
SEASONALITY, COINTEGRATION AND ERROR CORRECTION
Hurn, A.S.
- In:
Scottish journal of political economy : the journal of …
40
(
1993
)
3
,
pp. 311-322
Persistent link: https://www.econbiz.de/10007716928
Saved in:
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