Showing 1 - 3 results of 3 for search 'Clements, Adam', query time: 0.01s Refine Results
  1. 1
    Non-linear filtering for stochastic volatility models with heavy tails and leverage /
    Book
    by Clements, Adam
    Published 2005
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  2. 2
    Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /
    Book
    by Clements, Adam
    Published 2005
    Electronic version
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  3. 3
    Investor expectations and systematic risk /
    Book
    by Clements, Adam
    Published 2003
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