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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Koopman, Siem Jan"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Mathematische Optimierung
Portfolio-Management
Volatility
Theorie
3
Theory
3
Stochastic process
2
Stochastischer Prozess
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generalized autoregressive score model
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Koopman, Siem Jan
Garcia, René
6
Almeida, Caio
4
Ardison, Kym
4
Vicente, Jose
4
Fengler, Matthias R.
2
Gagliardini, Patrick
2
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2
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1
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1
Asai, Manabu
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1
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1
Bali, Turan G.
1
Bao, Yong
1
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1
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1
Broda, Simon A.
1
Budek, Jan
1
Burnside, Craig
1
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1
Byoun, Soku
1
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1
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1
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1
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Chan, Joshua
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Chen, Yi-ting
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
69
International journal of forecasting
6
Journal of applied econometrics
4
Discussion paper / Center for Economic Research, Tilburg University
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
DNB working paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of econometrics
2
Oxford statistical science series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
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The econometrics journal
2
Tinbergen Institute Discussion Paper
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Advances in econometrics
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CREATES research paper
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De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Econometric reviews
1
Economics letters
1
Energy economics
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
State space and unobserved component models : theory and applications
1
The Oxford handbook of economic forecasting
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-103/III
1
Tinbergen Institute Discussion Paper 14-107/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-027/III
1
Tinbergen Institute Discussion Paper 15-083/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2018-026/III
1
Tinbergen Institute Discussion Paper 2021-020/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
3
The analysis of stochastic volatility in the presence of daily realized measures
Koopman, Siem Jan
;
Scharth, Marcel
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 76-115
Persistent link: https://www.econbiz.de/10009708926
Saved in:
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