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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Autocorrelation"
~subject:"Volatility"
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Todorov, Viktor
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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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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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