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Results 11-20 of 109.
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Year of Publication
Title
Author(s)
2011
The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures
Koopman, Siem Jan
;
Scharth, Marcel
2022
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Blasques, Francisco
;
van Brummelen, Janneke
;
Gorgi, Paolo
;
Koopman, Siem Jan
2014
The Dynamic Skellam Model with Applications
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
2005
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
2014
Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
Hindrayanto, Irma
;
Koopman, Siem Jan
;
de Winter, Jasper
2012
A Forty Year Assessment of Forecasting the Boat Race
Mesters, Geert
;
Koopman, Siem Jan
2004
Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol, Eugenie
2014
Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities
Commandeur, Jacques J.F.
;
Vujic, Suncica
;
Koopman, Siem Jan
;
Kasprzyk-Hordern, Barbara
2003
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices
Carnero, M. Angeles
;
Koopman, Siem Jan
;
Ooms, Marius
2010
Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
Bos, Charles S.
;
Koopman, Siem Jan
Author
23
Blasques, Francisco
20
Lucas, André
15
Lucas, Andre
9
Gorgi, Paolo
8
Ooms, Marius
7
Creal, Drew
7
Schwaab, Bernd
6
Lit, Rutger
5
Mesters, Geert
4
Hindrayanto, Irma
.
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