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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:"Sluis, Pieter J. van der"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Meta-analysis"
~subject:"Schätzung"
~subject:"Simulation"
~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
Sluis, Pieter J. van der
Lucas, André
39
Groot, Henri L. F. de
15
Bos, Charles S.
14
Dijk, Herman K. van
14
Nijkamp, Peter
13
Teulings, Coen N.
13
Blasques, Francisco
12
Hommes, Cars H.
11
Vries, Casper G. de
11
Poot, Jacques
7
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Creal, Drew
6
Dijk, Dick van
6
Hoogerheide, Lennart
6
Pozzi, Lorenzo
6
Gautier, Pieter
5
Ommeren, Jos van
5
Ooms, Marius
5
Scharth, Marcel
5
Allen, David E.
4
Asai, Manabu
4
Butter, Frank A. G. den
4
Chang, Chia-Lin
4
Daníelsson, Jón
4
Diks, Cees G. H.
4
Frijters, Paul
4
Hol Uspensky, Eugenie
4
Jungbacker, Borus
4
Koetse, Mark J.
4
Mahieu, Ronald J.
4
Monteiro, André Antonio
4
Moraleda Novo, Juan Manuel
4
Perotti, Enrico C.
4
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4
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4
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71
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:
72
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:
73
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:
74
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:
75
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:
76
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
Saved in:
77
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:
78
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:
79
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
Saved in:
80
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.
;
Florax, Raymond J. G. M.
;
Groot, Henri …
-
2007
Persistent link: https://www.econbiz.de/10003644178
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