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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~person:"Monteiro, André Antonio"
~subject:"Financial crisis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Meta-analysis"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatility"
~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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Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
McAleer, Michael
Monteiro, André Antonio
Lucas, André
40
Groot, Henri L. F. de
15
Teulings, Coen N.
15
Bos, Charles S.
14
Vries, Casper G. de
13
Nijkamp, Peter
12
Blasques, Francisco
10
Dijk, Herman K. van
10
Hommes, Cars H.
10
Wijnbergen, Sweder van
10
Schwaab, Bernd
8
Creal, Drew
6
Dijk, Dick van
6
Gautier, Pieter
6
Perotti, Enrico C.
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Allen, David E.
5
Butter, Frank A. G. den
5
Ommeren, Jos van
5
Ooms, Marius
5
Scharth, Marcel
5
Sluis, Pieter J. van der
5
Asai, Manabu
4
Chang, Chia-Lin
4
Daníelsson, Jón
4
Diks, Cees G. H.
4
Franses, Philip Hans
4
Frijters, Paul
4
Hol Uspensky, Eugenie
4
Jungbacker, Borus
4
Koetse, Mark J.
4
Kole, Erik
4
Mahieu, Ronald J.
4
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4
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71
Numerically accelerated importance sampling for nonlinear non-Gaussian state space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2011
Persistent link: https://www.econbiz.de/10008938571
Saved in:
72
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:
73
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:
74
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
75
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:
76
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:
77
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
Saved in:
78
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:
79
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009724796
Saved in:
80
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
Saved in:
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