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SNumber 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. 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 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.
(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 Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754
(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 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. ORCID: https://orcid.org/0000-0003-4531-0072
(2004)
War and the soldier in the fourteenth century.
Warfare in history.
Boydell & Brewer, Woodbridge, pp256.
ISBN 9781843831037
Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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. ORCID: https://orcid.org/0000-0003-0187-487X
(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. ORCID: https://orcid.org/0000-0003-0187-487X 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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341
(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. ORCID: https://orcid.org/0000-0001-6329-1341 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. ORCID: https://orcid.org/0000-0001-6329-1341, 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. ORCID: https://orcid.org/0000-0001-6329-1341
(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. ORCID: https://orcid.org/0000-0003-0187-487X
(2004)
Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance.
British Actuarial Journal, 10 (5).
pp. 1111-1131.
ISSN 1357-3217
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