Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Tunaru, Diana"'
Publikováno v:
In Journal of Financial Stability October 2024 74
Autor:
Tunaru, Diana E.
In this thesis, several theoretical specifications and estimation techniques are employed towards the dynamic modelling and forecasting of the term structure of interest rates, both independently and in conjunction with equity markets. The first empi
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.723187
Publikováno v:
In Energy Economics August 2021 100
Autor:
Fabozzi, Frank J. frank.fabozzi@edhec.edu, Tunaru, Diana E. d.tunaru@kent.ac.uk, Tunaru, Radu S. r.tunaru@sussex.ac.uk
Publikováno v:
Journal of Portfolio Management. 2022 Novel Risks, Vol. 48 Issue 10, p60-77. 18p.
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Autor:
Tunaru, Diana
Publikováno v:
In International Review of Financial Analysis July 2017 52:119-129
Autor:
Tunaru, Diana1 (AUTHOR) d.tunaru@kent.ac.uk, Fabozzi, Frank J.2 (AUTHOR) frank.fabozzi@edhec.edu
Publikováno v:
International Journal of Finance & Economics. Apr2021, Vol. 26 Issue 2, p2335-2350. 16p.
Publikováno v:
Review of Quantitative Finance & Accounting; Jul2023, Vol. 61 Issue 1, p323-356, 34p
Publikováno v:
Journal of Asset Management; Mar2021, Vol. 22 Issue 2, p79-95, 17p