Items where Author is "Thornton, MA"
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Chambers, MJ and McCrorie, JR and Thornton, MA (2017) Continuous Time Modelling Based on an Exact Discrete Time Representation. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Thornton, MA and Chambers, MJ (2016) The exact discretisation of CARMA models with applications in finance. Journal of Empirical Finance, 38. pp. 739-761. DOI https://doi.org/10.1016/j.jempfin.2016.03.006