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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Correlation"
~subject:"Faktorenanalyse"
~subject:"Multivariate Analyse"
~subject:"Volatilität"
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United States
Correlation
Faktorenanalyse
Multivariate Analyse
Volatilität
Estimation
21
Schätzung
21
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
Theory
12
USA
8
Factor analysis
6
Forecasting model
6
Prognoseverfahren
6
State space model
5
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5
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4
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4
Volatility
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3
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Kalman filter
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Estimation theory
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Article in journal
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33
Graue Literatur
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33
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33
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17
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2
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English
17
Author
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Koopman, Siem Jan
Gupta, Rangan
94
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
39
Wohar, Mark E.
38
Bollerslev, Tim
28
Ma, Feng
27
Pierdzioch, Christian
27
Balcilar, Mehmet
26
Bouri, Elie
26
Tiwari, Aviral Kumar
26
McAleer, Michael
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
23
Kumar, Dilip
20
McMillan, David G.
20
Hsing, Yu
18
Kang, Sang Hoon
18
Brooks, Robert
17
Mensi, Walid
17
Yoon, Seong-min
17
Hammoudeh, Shawkat
16
Heckman, James J.
16
Hegerty, Scott W.
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Asai, Manabu
15
Belke, Ansgar
15
Jawadi, Fredj
15
Rashid, Abdul
15
Sarno, Lucio
15
Andersen, Torben
14
Chiang, Thomas C.
14
Fabozzi, Frank J.
14
Lee, Chien-chiang
14
Li, Jia
14
Narayan, Paresh Kumar
14
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International journal of forecasting
4
Journal of econometrics
2
Oxford bulletin of economics and statistics
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 empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
17
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1
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10
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17
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
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
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
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