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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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Halal certification for financial products : a transaction cost perspective
Hayat, Raphie; Butter, Frank A. G. den; Kock, Udo - 2011
Persistent link: https://www.econbiz.de/10009720706
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The institutional economics of stakeholder consultation : reducing implementation costs through 'matching zones'
Butter, Frank A. G. den; Wolde, Sjoerd ten - 2011
Persistent link: https://www.econbiz.de/10009720715
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Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10009720755
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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
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Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2012
Persistent link: https://www.econbiz.de/10009722625
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Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - 2012
Persistent link: https://www.econbiz.de/10009722696
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Fast efficient importance sampling by state space methods
Koopman, Siem Jan; Nguyen, Thuy Minh - 2012
Persistent link: https://www.econbiz.de/10009722707
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A forty year assessment of forecasting the boat race
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722947
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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - 2013
Persistent link: https://www.econbiz.de/10009756306