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~person:"Gough, Orla"
~subject:"continuous time"
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continuous time
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Gough, Orla
Flaschel, Peter
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International journal of bonds and derivatives
1
International journal of financial engineering and risk management
1
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ECONIS (ZBW)
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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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2
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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