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Year of Publication
Title
Author(s)
2005
Model-based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits
;
Commandeur, Jacques
;
Gould, Phillip
;
Koopman, Siem Jan
2005
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André
2016
Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model
Hansen, Peter Reinhard
;
Janus, Pawel
;
Koopman, Siem Jan
2001
Time Series Modelling of Daily Tax Revenues
Koopman, Siem Jan
;
Ooms, Marius
2018
A Time-Varying Parameter Model for Local Explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
2022
Finding the European crime drop using a panel data model with stochastic trends
van de Werve, Ilka
;
Koopman, Siem Jan
2003
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
2019
Bayesian Risk Forecasting for Long Horizons
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
2010
Systemic Risk Diagnostics
Schwaab, Bernd
;
Lucas, Andre
;
Koopman, Siem Jan
2003
Measuring Synchronisation and Convergence of Business Cycles
Koopman, Siem Jan
;
e Azevedo, Joao Valle
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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