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The anatomy of small open economy trends
Görtz, Christoph, (2022)
Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki, (2021)
Testing for the uncovered interest parity condition in a small open economy : a state space modelling approach
Bhatta, Guna Raj, (2022)
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark, (2009)
Noise, equity prices, and hedging : a new approach
Bertus, Mark, (2008)
A Simplified Approach to Understanding the Kalman Filter Technique
Arnold, Tom, (2008)