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subject:"Volatility"
~isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~person:"Machin, Stephen"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Estimation
Großbritannien
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1
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1
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Koopman, Siem Jan
Machin, Stephen
Pesaran, M. Hashem
8
Marcellino, Massimiliano
7
Koop, Gary
5
Clark, Todd E.
4
Kilian, Lutz
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
38
Discussion paper series / IZA
5
International journal of forecasting
5
Discussion paper
4
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
4
Discussion paper series / LSE Financial Markets Group
2
ECB Working Paper
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Oxford bulletin of economics and statistics
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The review of economics and statistics
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Handbook of financial time series
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Handbook of the economics of education : volume 3
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Handbook of the economics of education ; Vol. 3
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IFS working paper series
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IZA journal of migration : IZAJOM
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Journal of empirical finance
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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:
2
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
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