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Number of items: 7.


Butz, M. and Oomen, R. (2019) Internalisation by electronic FX spot dealers. Quantitative Finance, 19 (1). pp. 35-56. ISSN 1469-7688


Dassios, Angelos and Lim, Jia Wei (2019) A variation of the Azéma martingale and drawdown options. Mathematical Finance. ISSN 0960-1627

Dassios, Angelos, Lim, Jia Wei and Qu, Yan (2019) Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability. ISSN 0021-9002


Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng and Yao, Qiwei (2019) Banded spatio-temporal autoregressions. Journal of Econometrics, 208 (1). pp. 211-230. ISSN 0304-4076


Lam, Clifford and Souza, Pedro C.L. (2019) Estimation and selection of spatial weight matrix in a spatial lag model. Journal of Business and Economic Statistics. ISSN 0735-0015


Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea and Corbellini, Aldo (2019) Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88. pp. 246-260. ISSN 0031-3203


Steele, Fiona, Clarke, Paul and Kuha, Jouni (2019) Modeling within-household associations in household panel studies. Annals of Applied Statistics, 13 (1). pp. 367-392. ISSN 1932-6157

This list was generated on Sun Aug 18 09:54:15 2019 BST.