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Tinbergen Institute, Amsterdam and Rotterdam
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Results 41-50 of 57.
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Year of Publication
Title
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2015
Generalized Autoregressive Method of Moments
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
2015
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
2014
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
Mesters, Geert
;
Schwaab, Bernd
;
Koopman, Siem Jan
2014
Information Theoretic Optimality of Observation Driven Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2014
Testing for Parameter Instability in Competing Modeling Frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, Andre
2014
Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max
2012
Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
Barra, Istvan
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
;
Lucas, Andre
2011
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
Zhang, Xin
;
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, Andre
2011
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
Mesters, Geert
;
Koopman, Siem Jan
;
Ooms, Marius
2014
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
;
Schaumburg, Julia
Author
14
Blasques, Francisco
14
Lucas, Andre
12
Lucas, André
6
Schwaab, Bernd
5
Creal, Drew
5
Lit, Rutger
5
Mesters, Geert
4
Gorgi, Paolo
4
Hoogerheide, Lennart
3
Hindrayanto, Irma
.
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