Items where Author is "Penzer, Jeremy"

Number of items: 7.
  • The ARMA model in state space form. Penzer, Jeremy and de Jong, Piet
  • Approximating volatilities by asymmetric power GARCH functions. Penzer, Jeremy and Wang, Mingjin and Yao, Qiwei
  • Diagnosing seasonal shifts in time series using state space models. Penzer, Jeremy
  • Estimating trends in weather series: consequences for pricing derivatives. Penzer, Jeremy and Jewson, Stephen
  • Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Komaki, Toru and Penzer, Jeremy
  • Modelling time series with season-dependent autocorrelation structure. Tripodis, Yorghos and Penzer, Jeremy
  • News from London: Greek government bonds on the London Stock Exchange, 1914-1929. Christodoulaki, Olga and Penzer, Jeremy