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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"ARCH model"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Todorov, Viktor
7
Li, Jia
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5
Francq, Christian
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Kim, Donggyu
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Journal of econometrics
Discussion paper / Tinbergen Institute
28
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International journal of forecasting
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1
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
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2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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