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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~person:"Koopman, Siem Jan"
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Bollerslev, Tim
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ECONIS (ZBW)
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1
Joint decomposition of business and financial cycles : evidence from eight advanced economies
Winter, Jasper de
;
Koopman, Siem Jan
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10012818978
Saved in:
2
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
3
Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan
;
Azevedo, João Valle e
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
Saved in:
4
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
5
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
6
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
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