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~person:"Koopman, Siem Jan"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Portfolio selection
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Theorie
USA
Factor analysis
11
Faktorenanalyse
11
Forecasting model
10
Prognoseverfahren
10
Theory
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation
7
Schätzung
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6
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6
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5
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Aufsatz in Zeitschrift
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Koopman, Siem Jan
Fabozzi, Frank J.
22
Nadarajah, Saralees
17
Račev, Svetlozar T.
16
Bai, Jushan
14
Landsman, Zinoviy
14
Marcellino, Massimiliano
13
Härdle, Wolfgang
12
Ciecka, James E.
11
Gómez-Déniz, Emilio
11
Natarajan, Karthik
11
Phillips, Peter C. B.
11
Sarabia Alzaga, José Maria
11
Cheung, Eric C. K.
10
Constantinescu, Corina
10
Cossette, Hélène
10
Furman, Edward
10
Karni, Edi
10
Taylor, James W.
10
Calderín-Ojeda, Enrique
9
Clements, Michael P.
9
Gallant, A. Ronald
9
Kapetanios, George
9
Ng, Serena
9
Paolella, Marc S.
9
Ruiz, Esther
9
Satchell, Stephen
9
Skoog, Gary R.
9
Kim, Young Shin
8
Lucas, André
8
Ravazzolo, Francesco
8
Su, Jianxi
8
Willmot, Gordon E.
8
Bickel, J. Eric
7
Chinhamu, Knowledge
7
Geweke, John
7
González-Val, Rafael
7
Kotz, Samuel
7
Lefevre, Claude
7
Mandjes, Michel
7
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International journal of forecasting
4
The review of economics and statistics
2
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The econometrics journal
1
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ECONIS (ZBW)
10
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
2
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:
3
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
4
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
5
Empirical bayes methods for dynamic factor models
Koopman, Siem Jan
;
Mesters, Geert
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
Saved in:
6
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:
7
Likelihood-based dynamic factor analysis for measurement and forecasting
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011378457
Saved in:
8
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:
9
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
10
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
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