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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
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Fifty years of mincer earnings regressions
Heckman, James J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760429
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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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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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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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Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.; Sluis, Pieter J. van der - 2000
Persistent link: https://www.econbiz.de/10001473253
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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The relationship between stock prices and dividends : evidence from the Australian stock market
Allen, David E.; McDonald, Garry A. - 1996
Persistent link: https://www.econbiz.de/10000996574
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000968763