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~isPartOf:"Discussion papers in economics, finance and international competitiveness"
~person:"Clements, Adam"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~person:"Ma, Feng"
~source:"econis"
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Clements, Adam
Hautsch, Nikolaus
Koopman, Siem Jan
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Discussion papers in economics, finance and international competitiveness
Discussion paper / Tinbergen Institute
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NCER working paper series
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Energy economics
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SFB 649 discussion paper
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International review of financial analysis
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of forecasting
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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China finance review international
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Business analytics working paper series
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Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model
Clements, Adam
;
White, Scott
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2005
Persistent link: https://www.econbiz.de/10002803637
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Non-linear filtering for stochastic volatility models with heavy tails and leverage
Clements, Adam
;
White, Scott I.
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2005
Persistent link: https://www.econbiz.de/10002803655
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