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An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Nowman, Kalid Ben; Sorwar, Ghulam - In: Asia-Pacific financial markets 6 (1999) 3, pp. 205-219
Persistent link: https://www.econbiz.de/10001449329
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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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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
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Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.; Nowman, K. B. - In: International review of financial analysis 7 (1998) 3, pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
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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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An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H. - In: Applied financial economics 8 (1998) 6, pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
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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
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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 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 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