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~isPartOf:"CESifo working papers"
~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~language:"eng"
~person:"Asai, Manabu"
~person:"Boswijk, Herman Peter"
~person:"Dijk, Dick van"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~subject:"Business cycle"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
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Asai, Manabu
Boswijk, Herman Peter
Dijk, Dick van
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ravazzolo, Francesco
Franses, Philip Hans
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71
Modeling and estimation of synchronization in multistate Markov-switching models
Çakmaklı, Cem
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008809882
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72
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
73
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
74
Block local to unity and continous record asymptotics
Boswijk, Herman Peter
-
2001
Persistent link: https://www.econbiz.de/10001616911
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75
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
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76
Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10009720755
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77
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
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78
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
79
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009722696
Saved in:
80
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
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