Kalman Filtering of Generalized Vasicek Term Structure Models von Babbs, Simon H., Nowman, K. Ben

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REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING von Nowman, K. Ben

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Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data von Nowman, K. Ben

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Gaussian estimation of continuous time diffusions of UK interest rates von Nowman, K. Ben

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Derivative prices from interest rate models: results for Canada, Hong Kong, and United States von Nowman, K. Ben, Sorwar, Ghulam

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Are there return and volatility spillovers from major bank stocks to the national stock market in the UK? von Dontis-Charitos, Panagiotis, Gough, Orla, Nowman, K. Ben, Sivaprasad, Sheeja

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A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan von Nowman, K

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Implied option prices from the continuous time CKLS interest rate model: an application to the UK von Ben Nowman, K., Sorwar, Ghulam

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Modelling commodity prices using continuous time models von Ben Nowman, K., Wang, Helen

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The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates von Nowman, K.Ben

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Continuous time and nonparametric modelling of U.S. interest rate models von Nowman, K.Ben, Saltoğlu, Burak

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Gaussian Estimation and Forecasting of Multi-Factor Term Structure Models with an Application to Japan and the United Kingdom von K. Ben Nowman

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An empirical comparison of interest rates using an interest rate model and nonparametric methods von Nowman, K. Ben, Saltoglu, Burak

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Implied continuous time lag distributions: further evidence for the UK von Nowman, K. Ben

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Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications von Chambers, Marcus J., Ben Nowman, K.

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Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged market von Nath, Purnendu, Ben Nowman, K.

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An application of generalized Vasicek term structure models to the UK gilt-edged market: a Kalman filtering analysis von Babbs, Simon H, Nowman, K Ben

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Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets von Byers, S.L, Ben Nowman, K

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Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables von Nowman, K. Ben

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Continuous-time short term interest rate models von Nowman, K. Ben

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