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~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"School of Economics and Finance working paper series"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Allen, David E."
~person:"Asai, Manabu"
~person:"Dées, Stéphane"
~person:"Florax, Raymond J. G. M."
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Scharth, Marcel"
~person:"Wijnbergen, Sweder van"
~source:"econis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Kreditrisiko
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Allen, David E.
Asai, Manabu
Dées, Stéphane
Florax, Raymond J. G. M.
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Poot, Jacques
Scharth, Marcel
Wijnbergen, Sweder van
Lucas, André
45
Caporale, Guglielmo Maria
26
McAleer, Michael
18
Groot, Henri L. F. de
15
Bos, Charles S.
14
Schwaab, Bernd
13
Teulings, Coen N.
13
Nijkamp, Peter
12
Vries, Casper G. de
11
Blasques, Francisco
10
Dijk, Herman K. van
10
Hommes, Cars H.
9
Creal, Drew
7
Müller, Gernot J.
7
Petrella, Ivan
7
Zhang, Xin
7
Bekaert, Geert
6
Dijk, Dick van
6
Giesecke, Kay
6
Pozzi, Lorenzo
6
Amisano, Gianni
5
Busse, Matthias
5
Hoerova, Marie
5
Marcellino, Massimiliano
5
Nikolov, Kalin
5
Ommeren, Jos van
5
Ooms, Marius
5
Sluis, Pieter J. van der
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91
Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2000
Persistent link: https://www.econbiz.de/10001534834
Saved in:
92
Meta-analysis: A Tool for Upgrading Inputs of Macroeconomic Policy Models
Florax, Raymond J. G. M.
;
Groot, Henri L. F. de
;
Mooij, …
-
2002
Persistent link: https://www.econbiz.de/10001663843
Saved in:
93
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
94
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
Saved in:
95
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
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96
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
Saved in:
97
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
98
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
Saved in:
99
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
100
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
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