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~person:"Koopman, Siem Jan"
~person:"Mapa, Dennis"
~subject:"Estimation theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian
;
Mapa, Dennis
- In:
The Philippine review of economics : a joint …
52
(
2015
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011416114
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