Items where Author is "Peters, Gareth W."

Article

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 and Zigrandd, Jean-Pierre (2018) Designating market maker behaviour in limit order book markets. Econometrics and Statistics, 5. pp. 20-44. ISSN 2452-3062