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~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"est"
~person:"Koopman, Siem Jan"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Schätzung
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Koopman, Siem Jan
Gupta, Rangan
28
Bouri, Elie
22
Roubaud, David
16
Tiwari, Aviral Kumar
14
Lucey, Brian M.
12
Corbet, Shaen
11
Wohar, Mark E.
11
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10
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8
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8
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Salisu, Afees A.
8
Shen, Dehua
8
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Ji, Qiang
7
Molnár, Peter
7
Sensoy, Ahmet
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6
Goodell, John W.
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Lau, Chi Keung
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Liang, Chao
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Hassan, M. Kabir
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Lu, Xinjie
5
Thornton, John
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Finance research letters
International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of applied econometrics
3
Econometric reviews
2
Oxford bulletin of economics and statistics
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Journal of empirical finance
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Journal of financial econometrics
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The review of economics and statistics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
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