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Spencer, Peter's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
305 |
Total
Citations
2 |
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1.
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Kostakis, Alexandros University of Manchester - Manchester Business School Spencer, Peter University of York
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01 Feb 09
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Last Revised:
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19 Aug 09
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160
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2.
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Kizys, Renatas University of York Spencer, Peter University of York
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136
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2
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Asset pricing, Risk premium, Macroeconomic volatility, Stochastic discount factor model, Multivariate EGARCH-M model
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3.
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Golinski, Adam University of York Spencer, Peter University of York
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9
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term structure, Meiselman regression, forward rate revision, Wold representation, long memory
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4.
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Spencer, Peter University of York
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0
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Records 1 -
4
of 4 matches
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