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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bach, Christian"
~person:"Christensen, Bent Jesper"
~person:"Grassi, Stefano"
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CREATES research paper
Journal of economic dynamics & control
Discussion papers / University of Kent, School of Economics
1
EERI research paper series
1
International journal of forecasting
1
Journal of applied econometrics
1
Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
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ECONIS (ZBW)
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
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2010
Persistent link: https://www.econbiz.de/10008857837
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2
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
;
Grassi, Stefano
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2011
Persistent link: https://www.econbiz.de/10008841795
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3
Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano
;
Proietti, Tommaso
-
2011
Persistent link: https://www.econbiz.de/10009006817
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4
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
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