Skip to contents

  1. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Matsui, Tomoko [Other]; Peters, Gareth [Other]; Shevchenko, Pavel V. [Other]

    Supplementary Material : Which Risk Factors Drive Oil Futures Price Curves?

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

  2. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Matsui, Tomoko [Other]; Peters, Gareth [Other]; Shevchenko, Pavel V. [Other]

    Which Risk Factors Drive Oil Futures Price Curves?

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

  3. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Gao, Suikai [Other]; Matsui, Tomoko [Other]; Peters, Gareth [Other]

    A Weighted Spatio-Temporal Model for County Yields

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2019]

  4. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Peters, Gareth [Other]; Shevchenko, Pavel V. [Other]

    Forecasting Covariance for Optimal Carry Trade Portfolio Allocations

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2016]

  5. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Peters, Gareth [Other]

    An Online Appendix to : 'Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences'

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2016]

  6. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Peters, Gareth [Other]; Shevchenko, Pavel V. [Other]

    Understanding the Interplay between Covariance Forecasting Factor Models and Risk Based Portfolio Allocations in Currency Carry Trades

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

  7. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Peters, Gareth [Other]

    Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

  8. Ames, Matthew [Author] ; Bagnarosa, Guillaume [Other]; Peters, Gareth [Other]

    Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2014]

  9. Ames, Matthew [Author] ; Peters, Gareth [Other]; Bagnarosa, Guillaume [Other]; Kosmidis, Ioannis [Other]

    Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2014]

  11. Chalkiadakis, Ioannis [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]

    Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Digital finance ; 5(2023), 2 vom: Juni, Seite 295-365

  12. Chalkiadakis, Ioannis [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]

    Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2021]

  13. van Jaarsveldt, Cole [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]; Chantler, Mike J. [Author]

    Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2023]

  14. Jaarsveldt, Cole van [Author]; Ames, Matthew [Author]; Peters, Gareth [Author]; Chantler, Mike [Author]

    Package AdvEMDpy : algorithmic variations of empirical mode decomposition in Python

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Annals of actuarial science ; 17(2023), 3 vom: Nov., Seite 606-642

  15. van Jaarsveldt, Cole [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]; Chantler, Mike J. [Author]

    Package CovRegpy : Regularised Covariance Regression and Forecasting in Python

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, 2023

  16. van Jaarsveldt, Cole [Author]; Ames, Matthew [Author]; Peters, Gareth [Author]; Chantler, Mike J. [Author]

    Supplement to : Package AdvEMDpy: Algorithmic Variations of Empirical Mode Decomposition in Python

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, 2022

  17. van Jaarsveldt, Cole [Author]; Ames, Matthew [Author]; Peters, Gareth [Author]; Chantler, Mike J. [Author]

    Package AdvEMDpy : Algorithmic Variations of Empirical Mode Decomposition in Python

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2021]

  18. van Jaarsveldt, Cole [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]; Chantler, Mike J. [Author]

    Tutorial on Empirical Mode Decomposition : Basis Decomposition and Frequency Adaptive Graduation in Non-Stationary Time Series

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2021]

  19. Manor, Matthew J. [Author]; Scoates, James [Author]; Nixon, Graham [Author]; Ames, Doreen E. [Author]

    Geology, geochronology, mineral chemistry, and geochemistry : supporting databases for the convergent margin Ni-Cu-PGE deposit study, Giant Mascot magmatic sulphide deposit, Hope, southwestern British Columbia

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Ottawa: Geological Survey of Canada, 2015

    Published in: Geological Survey of Canada: Open file ; 7727

  20. Hofer, Edith [Author]; Roshchupkin, Gennady V. [Author]; Bernard, Manon [Author]; Caspers, Svenja [Author]; Bis, Joshua C. [Author]; Gillespie, Nathan A. [Author]; Luciano, Michelle [Author]; Mishra, Aniket [Author]; Scholz, Markus [Author]; Teumer, Alexander [Author]; Xia, Rui [Author]; Jian, Xueqiu [Author]; Mosley, Thomas H. [Author]; Adams, Hieab H. H. [Author]; Saba, Yasaman [Author]; Pirpamer, Lukas [Author]; Seiler, Stephan [Author]; Becker, James T. [Author]; Carmichael, Owen [Author]; Rotter, Jerome I. [Author]; Psaty, Bruce M. [Author]; Lopez, Oscar L. [Author]; Amin, Najaf [Author]; van der Lee, Sven J. [Author]; [...]

    Genetic correlations and genome-wide associations of cortical structure in general population samples of 22,824 adults

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Nature Publishing Group UK, 2020

    Published in: Nature Communications 11(1), 4796 (2020). doi:10.1038/s41467-020-18367-y