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~institution:"Conference State Space and Unobserved Component Models <2002, Amsterdam>"
~institution:"Verlag Dr. Kovač"
~source:"econis"
~subject:"Estimation"
~subject:"Risikoprämie"
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2009-2016
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
Verlag Dr. Kovač
National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Die Prognose von Credit-Default-Swap-Spreads mit linearen Zustandsraummodellen
Merkl, Johannes
-
2019
Persistent link: https://www.econbiz.de/10012098509
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State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
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