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~isPartOf:"CentER dissertation series / Center for Economic Research, Tilburg University : CDS"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Einmahl, John H. J."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Unit root test"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Einmahl, John H. J.
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Werker, Bas J. M.
12
Soest, Arthur van
10
Steel, Mark F. J.
10
Kleijnen, Jack P. C.
8
Magnus, Jan R.
7
Akker, Ramon van den
6
Drost, Feike C.
6
Fernández, Carmen
6
Moors, Johannes J. A.
6
Osiewalski, Jacek
6
Groenendaal, Willem J. van
5
Nijman, Theodore E.
5
Segers, Johan
5
Strijbosch, L. W. G.
5
Härdle, Wolfgang
4
Melenberg, Bertrand
4
Čížek, Pavel
4
Banerjee, Anurag Narayan
3
Brekelmans, Ruud
3
Croux, Christophe
3
Danilov, Dmitry L.
3
Das, Marcel
3
Durbin, James
3
Hallin, Marc
3
Huizinga, Harry
3
Krajina, Andrea
3
Laeven, Roger J. A.
3
Lejour, Arjan
3
Roon, Frans de
3
Verbeek, Marno
3
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2
Bellemare, Charles
2
Bera, Anil K.
2
Bierens, Herman J.
2
Can, Sami Umut
2
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2
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2
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ECONIS (ZBW)
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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
Ultimate 100m
world
records through extreme-value
theory
Einmahl, John H. J.
;
Smeets, Sander G. W. R.
-
2009
Persistent link: https://www.econbiz.de/10003865811
Saved in:
3
Exchange rates and their effects on international trade
Klaassen, Franc
-
2000
Persistent link: https://www.econbiz.de/10001496246
Saved in:
4
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:
5
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
Saved in:
6
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
7
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
8
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:
9
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
10
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
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