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"Penzer, Jeremy"

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Number of items: 7.

Tripodis, Yorghos and Penzer, Jeremy (2009) Modelling time series with season-dependent autocorrelation structure. Journal of Forecasting, 28 (7). pp. 559-574. ISSN 0277-6693

Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei (2009) Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51 (2). pp. 201-225. ISSN 1369-1473

Penzer, Jeremy (2006) Diagnosing seasonal shifts in time series using state space models. Statistical Methodology, 3 (3). pp. 193-210. ISSN 1572-3127

Penzer, Jeremy and Jewson, Stephen (2006) Estimating trends in weather series: consequences for pricing derivatives. Studies in Nonlinear Dynamics and Econometrics, 10 (3). article 9. ISSN 1558-3708

Komaki, Toru and Penzer, Jeremy (2005) Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Agricultural Economics, 32 (1). pp. 1-14. ISSN 0169-5150

Christodoulaki, Olga and Penzer, Jeremy (2004) News from London: Greek government bonds on the London Stock Exchange, 1914-1929. Economic History Working Papers, 86/04. Department of Economic History, London School of Economics and Political Science, London, UK.

Penzer, Jeremy and de Jong, Piet (2004) The ARMA model in state space form. Statistics and Probability Letters, 70 (1). pp. 119-125. ISSN 0167-7152

This list was generated on Mon May 29 18:12:48 2017 BST.