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Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.; Sluis, Pieter J. van der - 1999
Persistent link: https://www.econbiz.de/10001432849
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An empirical measure for labor market density
Gautier, Pieter; Teulings, Coen N. - 2000
Persistent link: https://www.econbiz.de/10001471440
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The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan; Uspensky, Eugenie Hol - 2000
Persistent link: https://www.econbiz.de/10001472890
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Tail behavior of credit loss distributions for general latent factor models
Lucas, André (contributor) - 2001
Persistent link: https://www.econbiz.de/10001554549
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Business and default cycles for credit risk
Koopman, Siem Jan; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001792714
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Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003
Persistent link: https://www.econbiz.de/10001792789
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Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873870
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Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan; Wong, Soon Yip - 2008
Persistent link: https://www.econbiz.de/10003811428
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Dynamic factor analysis in the presence of missing data
Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - 2009
Persistent link: https://www.econbiz.de/10003813787
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003787160