//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Nowman, Kalid Ben"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
United States
Yield curve
14
Zinsstruktur
14
Großbritannien
13
Theorie
13
Theory
13
United Kingdom
13
Estimation
9
Interest rate
9
Schätzung
9
Zins
9
Japan
8
Forecasting model
7
Prognoseverfahren
7
Time series analysis
7
USA
7
Zeitreihenanalyse
7
Estimation theory
6
Schätztheorie
6
Macroeconometrics
5
Makroökonometrie
5
Option pricing theory
5
Optionspreistheorie
5
Volatility
4
Volatilität
4
ARFIMA
3
ARIMA
3
ARMA model
3
ARMA-Modell
3
Gaussian estimation
3
ARCH-Modell
2
Anleihe
2
Bond
2
Bond market
2
Börsenkurs
2
Consumption theory
2
Continuous time
2
Deutschland
2
Finanzpolitik
2
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Language
All
English
9
Author
All
Nowman, Kalid Ben
9
Gough, Orla
3
Dontis-Charitos, Panagiotis
2
Sivaprasad, Sheeja
2
Sorwar, Ghulam
2
Babbs, Simon H.
1
Saltoğlu, Burak
1
Van Dellen, Stefan
1
more ...
less ...
Published in...
All
International review of financial analysis
3
Financial risk and financial risk management
1
Global banking, financial markets and crises
1
International journal of bonds and derivatives
1
International journal of financial engineering and risk management
1
Journal of financial and quantitative analysis : JFQA
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla
;
Nowman, Kalid Ben
;
Van Dellen, Stefan
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Saved in:
2
Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
Global banking, financial markets and crises
,
(pp. 243-268)
.
2013
Persistent link: https://www.econbiz.de/10010231076
Saved in:
3
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
Saved in:
4
Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 428-438
Persistent link: https://www.econbiz.de/10003117478
Saved in:
5
Continuous time and nonparametric modeling of U.S. interest rate models
Nowman, Kalid Ben
;
Saltoğlu, Burak
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10001769949
Saved in:
6
Interest rate models in risk management: results for US Treasury yields
Nowman, Kalid Ben
- In:
Financial risk and financial risk management
,
(pp. 325-345)
.
2002
Persistent link: https://www.econbiz.de/10001755650
Saved in:
7
Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
Saved in:
8
Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.
;
Nowman, Kalid Ben
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
Saved in:
9
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->