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subject:"Schock"
subject:"Volatilität"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Eurozone"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Schock
Volatilität
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Theory
Estimation
21
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21
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
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8
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8
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6
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Aufsatz in Zeitschrift
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31
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30
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30
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Koopman, Siem Jan
Gupta, Rangan
85
Gil-Alaña, Luis A.
52
Bahmani-Oskooee, Mohsen
50
Caporale, Guglielmo Maria
49
Belke, Ansgar
39
Wohar, Mark E.
38
Tiwari, Aviral Kumar
34
Pierdzioch, Christian
31
Ma, Feng
29
Serletis, Apostolos
29
Bollerslev, Tim
28
McAleer, Michael
28
Apergēs, Nikolaos
26
Todorov, Viktor
26
Bouri, Elie
25
Kumbhakar, Subal
25
Narayan, Paresh Kumar
25
Xuan Vinh Vo
25
Balcilar, Mehmet
22
Brooks, Robert
21
Herwartz, Helmut
21
Lee, Chien-chiang
21
MacDonald, Ronald
21
Sosvilla-Rivero, Simón
21
Kumar, Dilip
20
Tsionas, Efthymios G.
20
Kang, Sang Hoon
19
Marcellino, Massimiliano
19
Rashid, Abdul
19
Chang, Tsangyao
18
Hammoudeh, Shawkat
18
McMillan, David G.
18
Mensi, Walid
18
Payne, James E.
18
Afonso, António
17
Chiang, Thomas C.
17
Moosa, Imad A.
17
Döpke, Jörg
16
Mumtaz, Haroon
16
Tauchen, George Eugene
16
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International journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
13
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1
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
3
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:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
7
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
Saved in:
8
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
9
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
10
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
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