Expand icon Search icon File icon file Download

Items where Author is "Thornton, MA"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 2.


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


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.

This list was generated on Fri Mar 1 11:10:56 2024 GMT.