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Recent developments in continuous time econometric modelling
Nowman, Kalid Ben - In: Economic notes : economic review of Banca Monte dei … 20 (1991) 3, pp. 451-473
Persistent link: https://www.econbiz.de/10001124402
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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
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Continuous time econometric modelling of energy demand : a new approach
Nowman, Kalid Ben - In: Energy demand : evidence and expectations, (pp. 237-249). 1992
Persistent link: https://www.econbiz.de/10001281020
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Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
Nowman, Kalid Ben - In: Asia-Pacific financial markets 8 (2001) 1, pp. 23-34
Persistent link: https://www.econbiz.de/10001601028
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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
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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
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US financial market linkages : continuous and discrete time analysis
Nowman, Kalid Ben - In: The empirical economics letters : a monthly … 10 (2011) 11, pp. 1055-1068
Persistent link: https://www.econbiz.de/10009572639
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Rex Bergstrom's contributions to continuous time macroeconometric modeling
Nowman, Kalid Ben - In: Econometric theory 25 (2009) 4, pp. 1087-1098
Persistent link: https://www.econbiz.de/10003875938
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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
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Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R. - In: Journal of economic dynamics & control 18 (1994) 3, pp. 731-761
Persistent link: https://www.econbiz.de/10001160922