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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Country report"
~type_genre:"Übersichtsarbeit"
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Koopman, Siem Jan
Todorov, Viktor
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Kim, Donggyu
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Journal of econometrics
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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
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2
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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