Browsing All of EconStor by Author Bos, Charles S.

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Year of PublicationTitleAuthor(s)
1998 Long Memory and Level Shifts: Re-Analyzing Inflation RatesBos, Charles S.; Franses, Philip Hans; Ooms, Marius
1998 Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved SurfacesBauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-RiskBauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999 Daily Exchange Rate Behaviour and Hedging of Currency RiskBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2001 On the Variation of Hedging Decisions in Daily Currency Risk ManagementBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2001 Daily Exchange Rate Behaviour and Hedging of Currency RiskBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2001 Inflation, Forecast Intervals and Long Memory Regression ModelsBos, Charles S.; Franses, Philip Hans; Ooms, Marius
2002 A Comparison of Marginal Likelihood Computation MethodsBos, Charles S.
2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time SeriesKoopman, Siem Jan; Bos, Charles S.
2003 Time Series Modelling using TSMod 3.24Bos, Charles S.
2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space formBos, Charles S.; Shephard, Neil
2005 The Impact of Central Bank FX Interventions on Currency ComponentsBeine, Michel; Bos, Charles S.; Laurent, Sebastian
2007 Dynamic Correlations and Optimal Hedge RatiosBos, Charles S.; Gould, Phillip
2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic VolatilityBos, Charles S.
2009 Spot Variance Path Estimation and its Application to High Frequency Jump TestingBos, Charles S.; Janus, Pawel; Koopman, Siem Jan
2009 Does the Canadian Economy suffer from Dutch Disease?Beine, Michel; Bos, Charles S.; Coulombe, Serge
2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S.; Koopman, Siem Jan
2011 Relating Stochastic Volatility Estimation MethodsBos, Charles S.
2011 A Bayesian Analysis of Unobserved Component Models using OxBos, Charles S.
2013 A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial DataBos, Charles S.; Janus, Pawel