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Koopman, Siem Jan
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Ooms, Marius
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Asai, Manabu
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Lee, Kai Ming
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Lit, Rutger
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Mesters, Geert
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Wijnbergen, Sweder van
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2
Babus, Ana
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European journal of operational research : EJOR
661
International journal of theoretical and applied finance
324
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282
SpringerLink / Bücher
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Journal of econometrics
226
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196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
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80
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Transportation research / E : an international journal
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
125
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1
Strong stochastic bounds for the stationary distribution of a class of multicomponent performability models
Taylor, P. G.
;
Dijk, Nicolaas M. van
-
1994
Persistent link: https://www.econbiz.de/10000151658
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2
Optimal resource management in the presence of a deleterious alien species : a stochastic model for an orchard
Batabyal, Amitrajeet A.
;
Nijkamp, Peter
-
2007
Persistent link: https://www.econbiz.de/10003644080
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3
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
Saved in:
4
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
-
2008
Persistent link: https://www.econbiz.de/10003645204
Saved in:
5
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
6
A weak bifurcation theory for discrete time stochastic dynamical systems
Diks, Cees G. H.
;
Wagener, Florian Oskar Ottokar
-
2006
Persistent link: https://www.econbiz.de/10003332102
Saved in:
7
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
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8
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey M.
-
2009
Persistent link: https://www.econbiz.de/10003913176
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9
On the extent of economic integration : a comparison of EU countries and US states
Bowen, Harry P.
;
Munandar, Haris
;
Viaene, Jean-Marie
-
2010
Persistent link: https://www.econbiz.de/10003934195
Saved in:
10
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10003973299
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