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~isPartOf:"BIS working papers"
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~person:"Florax, Raymond J. G. M."
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~person:"Koopman, Siem Jan"
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Florax, Raymond J. G. M.
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ECONIS (ZBW)
146
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21
Weak & strong financial fragility
Geluk, J.L.
;
Haan, Laurens de
;
Vries, Casper G. de
-
2007
Persistent link: https://www.econbiz.de/10003422974
Saved in:
22
World
equity premium based risk aversion estimates
Pozzi, Lorenzo
;
Vries, Casper G. de
;
Zenhorst, J.
-
2010
Persistent link: https://www.econbiz.de/10003934133
Saved in:
23
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10003973299
Saved in:
24
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
Saved in:
25
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
Persistent link: https://www.econbiz.de/10003609242
Saved in:
26
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan
;
Lee, Kai Ming
-
2008
Persistent link: https://www.econbiz.de/10003706010
Saved in:
27
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
Vos, Aart F. de
-
2008
Persistent link: https://www.econbiz.de/10003706020
Saved in:
28
The herodotus paradox
Baye, Michael R.
;
Kovenock, Daniel J.
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10008654174
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29
The downside risk of heavy tails induces low diversification
Hyung, Namwon
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10008655194
Saved in:
30
Contests with rank-order spillovers
Baye, Michael R.
;
Kovenock, Daniel J.
;
Vries, Casper G. de
-
2009
Persistent link: https://www.econbiz.de/10003874381
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