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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
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Stick to the plan? : a revealed-preference study of behavioural impacts of traffic information
Tseng, Yin-Yen; Knockaert, Jasper; Verhoef, Erik T. - 2010
Persistent link: https://www.econbiz.de/10003989868
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A rank dependent scheduling model
Koster, Paul; Verhoef, Erik T. - 2010
Persistent link: https://www.econbiz.de/10008736925
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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
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Congestion pricing, slot sales and slot trading in aviation
Verhoef, Erik T. - 2008
Persistent link: https://www.econbiz.de/10003705992
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Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan; Lee, Kai Ming - 2008
Persistent link: https://www.econbiz.de/10003706010
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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
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496720
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003497650
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Travel time variability and airport accessibility
Koster, Paul; Kroes, Eric; Verhoef, Erik T. - 2010
Persistent link: https://www.econbiz.de/10003985270