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subject:"United States"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Koopman, Siem Jan"
~person:"Lee, Hyunchul"
~subject:"Correlation"
~subject:"Multivariate Analyse"
~subject:"State space model"
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United States
Correlation
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Estimation
14
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8
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8
Time series analysis
8
Zeitreihenanalyse
8
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6
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4
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Aktienmarkt
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Koopman, Siem Jan
Lee, Hyunchul
Gupta, Rangan
48
Tiwari, Aviral Kumar
18
Bahmani-Oskooee, Mohsen
15
Wohar, Mark E.
12
Balcilar, Mehmet
10
Hammoudeh, Shawkat
10
Chan, Joshua
9
Salisu, Afees A.
9
Apergēs, Nikolaos
8
Gil-Alaña, Luis A.
8
Yoon, Seong-min
8
Chang, Tsangyao
6
Fabozzi, Frank J.
6
Jawadi, Fredj
6
McMillan, David G.
6
Poon, Aubrey
6
Xuan Vinh Vo
6
Bouri, Elie
5
Kang, Sang Hoon
5
Lee, Chien-chiang
5
Ma, Jun
5
Marfatia, Hardik A.
5
Mensi, Walid
5
Miller, Stephen M.
5
Panagiōtidēs, Theodōros
5
Shahbaz, Muhammad
5
Sheng, Xin
5
Aguiar-Conraria, Luís
4
Antonakakis, Nikolaos
4
Bekiros, Stelios
4
Boubaker, Heni
4
Cai, Yifei
4
Cepni, Oguzhan
4
Chen, Wen-Yi
4
Cuñado Eizaguirre, Juncal
4
Demirer, Rıza
4
Ji, Qiang
4
Karamelikli, Huseyin
4
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International review of economics & finance : IREF
2
Journal of econometrics
2
Economics letters
1
Emerging markets, finance and trade : EMFT
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
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ECONIS (ZBW)
10
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1
Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Lee, Hyunchul
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012692434
Saved in:
2
Time varying integration of European stock markets and monetary drivers
Lee, Hyunchul
;
Kim, Heeho
- In:
Journal of empirical finance
58
(
2020
),
pp. 369-385
Persistent link: https://www.econbiz.de/10012430711
Saved in:
3
Time-varying comovement of Chinese stock and government bond markets : flight to safe haven
Lee, Hyunchul
;
Lee, Kyungtag
;
Zhang, Xinrong
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
13
,
pp. 3058-3068
Persistent link: https://www.econbiz.de/10012211076
Saved in:
4
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:
5
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:
6
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
7
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:
8
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:
9
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:
10
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:
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