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Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
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Forecasting long term UK interest rates
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
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Forecasting overseas visitors to the UK using continuous time and autoregressive fractional integrated moving average models with discrete data
Nowman, Kalid Ben; Van Dellen, S. - In: Tourism economics : the business and finance of tourism … 18 (2012) 4, pp. 835-844
Persistent link: https://www.econbiz.de/10009669974
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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R. - In: Economic modelling 9 (1992) 4, pp. 313-351
Persistent link: https://www.econbiz.de/10001137698
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Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R.; Nowman, Kalid Ben; Wymer, Clifford R. - 1991
Persistent link: https://www.econbiz.de/10000825138
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A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan
Nowman, Kalid Ben - In: Asia-Pacific financial markets 10 (2003) 2/3, pp. 275-279
Persistent link: https://www.econbiz.de/10002766432
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Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben - In: Interest rates : term structure models, monetary …, (pp. 3-17). 2012
Persistent link: https://www.econbiz.de/10009658370