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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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Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J. - In: Applied economics 29 (1997) 7, pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
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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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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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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
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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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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
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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