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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Christensen, Bent Jesper"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Lunde, Asger"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"United States"
~subject:"climate system modeling"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Christensen, Bent Jesper
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Lunde, Asger
Kleijnen, Jack P. C.
20
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
66
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23
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17
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15
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12
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12
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10
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5
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4
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4
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3
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3
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2
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1
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1
Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168325
Saved in:
2
A statistical model of the global carbon budget
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2020
Persistent link: https://www.econbiz.de/10012433959
Saved in:
3
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
4
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
5
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2015
Persistent link: https://www.econbiz.de/10011343494
Saved in:
6
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
7
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
8
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
10
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
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