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isPartOf:"Finance and stochastics"
~isPartOf:"Journal of forecasting"
~person:"Bunn, Derek W."
~person:"Filipović, Damir"
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Bunn, Derek W.
Filipović, Damir
So, Mike Ka-pui
4
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Finance and stochastics
Journal of forecasting
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
Technical working paper / National Bureau of Economic Research
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The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng
;
Bunn, Derek W.
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
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2
A simple model for credit migration and spread curves
Chen, Li
;
Filipović, Damir
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10002747172
Saved in:
3
A general characterization of one factor affine term structure models
Filipović, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
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