Concepedia

K. Ben Nowman

KB

Statistics

Publications

20

Citations

881

H-Index

14

Active since

1991

Affiliations

Durham University(Current)

University of Westminster

University of Essex

London South Bank University

Government of the United Kingdom

K. Ben Nowman is an author at Durham University specializing in business, economics, and econometrics.

Top concepts

BusinessFinanceEconomicsStatisticsEconometricsEngineeringAsset PricingMacroeconomicsEconomic AnalysisForecasting

Publications per year

1991–2012

20

Publications

20

Kalman Filtering of Generalized Vasicek Term Structure Models

Simon H. Babbs, K. Ben Nowman · Journal of Financial and Quantitative Analysis · 1999 · 266 citations

State Estimation, Econometric Model, Economics +13

Gaussian Estimation of Single‐Factor Continuous Time Models of The Term Structure of Interest Rates

K. Ben Nowman · The Journal of Finance · 1997 · 232 citations

Volatility Modeling, Term Structure Model, Engineering +21

Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates

K. Ben Nowman · The Journal of Finance · 1997 · 44 citations

Dynamic Economic Model, Economics, Term Structure Model +13

Gaussian estimation of a second order continuous time macroeconometric model of the UK

A. R. Bergstrom, K. Ben Nowman, Clifford R. Wymer · Economic Modelling · 1992 · 43 citations

Econometric Model, Economics, Engineering +8

Continuous-time short term interest rate models

K. Ben Nowman · Applied Financial Economics · 1998 · 36 citations

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