1.Reducing uncertainty in small-catchment flood peak estimation

作　　者：Gianni Vesuviano ;Gianni Vesuviano ;Lisa Stewart 等

出　　处：E3S Web of Conferences. 2016 ;7:1-8.doi:10.1051/e3sconf/20160701008

出版社：EDP Sciences

文章 ID：1005094381

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2.The Meiselman forward interest rate revision regression as an Affine Term Structure Model

作　　者：Adam Golinski ;Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814950

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3.Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：88814978

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4.The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：88814982

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5.The behavior of the hazard rate in the Gaussian structural default model under asymmetric information

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：88814983

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6.Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities in the UK

作　　者：Renatas Kizys ;Peter Spencer

出　　处：Quantitative and Qualitative Analysis in Social Sciences. 2008 ;2(1):50-77.

出版社：Quantitative and Qualitative Analysis in Social Sciences

文章 ID：88507240

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7.The behavior of the hazard rate in the Gaussian structural default model under asymmetric information

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：216630017

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8.The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：216630018

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9.Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model

作　　者：Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2013 ;2013.

出版社：University of York

文章 ID：216630022

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10.The Meiselman forward interest rate revision regression as an Affine Term Structure Model

作　　者：Adam Golinski ;Peter Spencer

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：216630049

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