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Items where Division is "ICMA Centre" and Year is 2004

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Number of items: 22.

A

Alexander, C. (2004) Correlation in crude oil and natural gas markets. In: Kaminsky, V. (ed.) Managing Energy Price Risk: The New Challenges and Solutions. Third Edition. Risk Books, pp. 573-606. ISBN 9781904339199

Alexander, C. (2004) Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2003.10.017

Alexander, C. and Dimitriu, A. (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7696 doi: https://doi.org/10.1088/1469-7688/4/3/F01

Alexander, C. and Dimitriu, A. (2004) The art of investing in hedge funds: fund selection and optimal allocations. In: Schachter, B. (ed.) Intelligent hedge fund investing. Risk Books. ISBN 9781904339229

Alexander, C. and Lazar, E. (2004) Time aggregation of normal mixture GARCH models. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Nogueira, L. (2004) Stochastic local volatility. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696 doi: https://doi.org/10.1080/14697680400016174

B

Bell, A. R. (2004) War and the soldier in the fourteenth century. Warfare in history. Boydell & Brewer, Woodbridge, pp256. ISBN 9781843831037

Bell, A. R., Brooks, C. and Dryburgh, P. (2004) Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings. Cîteaux: Commentarii cistercienses, 55 (3-4). pp. 339-343. ISSN 0009-7497

Bennell, J. and Sutcliffe, C. (2004) Black-Scholes versus artificial neural networks in pricing FTSE 100 options. International Journal of Finance & Economics, 12 (4). pp. 243-260. ISSN 1099-1158 doi: https://doi.org/10.1002/isaf.254

Board, J., Sutcliffe, C. and Wells, S., (2004) Distortion or distraction: US restrictions on EU exchange trading screens. City Research Series. 3. Report. Corporation of London

C

Canivet, G., Andenas, M. and Fairgrieve, D., eds. (2004) Comparative law before the courts. British Institute of International and Comparative Law, pp356. ISBN 9780903067621

Clements, M. and Krolzig, H.-M. (2004) Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output? International Journal of Finance & Economics, 9 (1). pp. 1-14. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.231

Clements, M. P. (2004) Evaluating the Bank of England density forecasts of inflation. The Economic Journal, 114 (498). pp. 844-866. ISSN 1468-0297 doi: https://doi.org/10.1111/j.1468-0297.2004.00246.x

Clements, M. P. and Galvao, A. B. (2004) A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure. International Journal of Forecasting, 20 (2). pp. 219-236. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.09.001

Clements, M. P., Franses, P. H. and Swanson, N. R. (2004) Forecasting economic and financial time series with non-linear models. International Journal of Forecasting, 20 (2). pp. 169-183. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.10.004

H

Hendry, D. F. and Clements, M. P. (2004) Pooling of forecasts. Econometrics Journal, 7 (1). pp. 1-31. ISSN 1368-423X doi: https://doi.org/10.1111/j.1368-423X.2004.00119.x

M

McCann, P. and Ward, C. (2004) Real estate rental payments: application of stock-inventory modeling. Journal of Real Estate Finance and Economics, 28 (2/3). pp. 273-292. ISSN 1573-045X doi: https://doi.org/10.1023/B:REAL.0000011157.78122.6c

Mills, R. (2004) Behavioural finance. Henley Manager Update, 15 (4). pp. 35-46. ISSN 1745-7866

Mills, R. (2004) Euro zone and the development of the corporate debt market. Henley Manager Update, 16 (2). pp. 5-13. ISSN 1745-7866

Mills, R. (2004) Shares or bonds for long-term returns? Henley Manager Update, 16 (1). pp. 2-11. ISSN 1745-7866

S

Sutcliffe, C. (2004) Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance. British Actuarial Journal, 10 (5). pp. 1111-1131. ISSN 1357-3217

This list was generated on Wed Oct 20 00:12:57 2021 UTC.

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