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subject:"Volatilität"
~person:"Koop, Gary"
~person:"Koopman, Siem Jan"
~subject:"Time series analysis"
~type:"article"
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Volatilität
Time series analysis
Estimation
49
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25
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17
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17
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Koop, Gary
Koopman, Siem Jan
Gil-Alaña, Luis A.
85
Gupta, Rangan
80
Bahmani-Oskooee, Mohsen
47
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
34
Wohar, Mark E.
26
Ma, Feng
25
Pierdzioch, Christian
25
Bollerslev, Tim
24
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24
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24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bouri, Elie
22
Moosa, Imad A.
21
Xuan Vinh Vo
21
Kumar, Dilip
20
McMillan, David G.
20
Narayan, Paresh Kumar
20
Asai, Manabu
16
Brooks, Robert
16
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Mensi, Walid
16
Rashid, Abdul
16
Herwartz, Helmut
15
Tauchen, George Eugene
15
Wang, Yudong
15
Li, Jia
14
Miller, Stephen M.
14
Nonejad, Nima
14
Wei, Yu
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Hammoudeh, Shawkat
13
Hegerty, Scott W.
13
Ramírez, Miguel D.
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Journal of econometrics
5
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
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1
Economics letters
1
Handbook of financial time series
1
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1
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear time series analysis of business cycles
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
2
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
3
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:
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
Macroeconomic nowcasting using Google probabilities
Koop, Gary
;
Onorante, Luca
-
2019
Persistent link: https://www.econbiz.de/10012244142
Saved in:
6
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:
7
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:
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
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
10
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
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