Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"BAFFI CAREFIN Centre Research Paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~language:"eng"
~person:"Daniels, Robert"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Forecasting spot prices in bul...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Credit risk
1
Kreditrisiko
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
State space model
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
Zustandsraummodell
1
credit risk
1
importance sampling
1
multivariate unobserved component models
1
non-Gaussian state space models
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Daniels, Robert
Koopman, Siem Jan
14
McAleer, Michael
12
Lucas, André
9
Asai, Manabu
4
Bos, Charles S.
4
Chang, Chia-Lin
3
Ooms, Marius
3
Diks, Cees G. H.
2
Hafner, Christian M.
2
Lit, Rutger
2
Martinet, Guillaume Gaetan
2
Barra, Istvan
1
Blasques, Francisco
1
Caporin, Massimiliano
1
Collet, J.
1
Creal, Drew
1
D'Innocenzo, Enzo
1
Dessertaine, A.
1
Dijk, Dick van
1
Dordonnat, V.
1
Fok, Dennis
1
Geest, Victor René van der
1
Goos, Peter
1
Gould, Phillip
1
Hoogerheide, Lennart
1
Janus, Paweł
1
Jungbacker, Borus
1
Li, Mengheng
1
Magnus, Jan R.
1
Mesters, Geert
1
Montfort, Kees van
1
Opschoor, Anne
1
Pijls, Henk G. J.
1
Ruseckaite, Aiste
1
Schwaab, Bernd
1
Sentana, Enrique
1
Shephard, Neil G.
1
Silde, Erkki
1
Tornese, Tommaso
1
more ...
less ...
Published in...
All
BAFFI CAREFIN Centre Research Paper
Discussion paper / Tinbergen Institute
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
2005
decomposed into a systematic and firm-specific risk component, where the systematic component reflects the
general
economic …
Persistent link: https://www.econbiz.de/10011343953
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
