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Ames, Matthew, Bagnarosa, Guillaume, Peters, Gareth W. and Shevchenko, Pavel V. (2018) Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Journal of Forecasting, 37 (8). pp. 805-831. ISSN 0277-6693
Toczydlowska, Dorota and Peters, Gareth W. (2018) Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6 (3).
Panayi, Efstathios, Peters, Gareth W., Danielsson, Jon 
ORCID: 0009-0006-9844-7960 and Zigrandd, Jean-Pierre
(2018)
Designating market maker behaviour in limit order book markets.
Econometrics and Statistics, 5.
pp. 20-44.
ISSN 2452-3062
