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Journal of empirical finance
Discussion paper / Tinbergen Institute
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1
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
2
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
3
The information in systemic risk rankings
Nucera, Federico
;
Schwaab, Bernd
;
Koopman, Siem Jan
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 461-475
Persistent link: https://www.econbiz.de/10011664797
Saved in:
4
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol Uspensky, Eugenie
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 445-475
Persistent link: https://www.econbiz.de/10002900511
Saved in:
5
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
Saved in:
6
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10008160906
Saved in:
7
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-55
Persistent link: https://www.econbiz.de/10008879003
Saved in:
8
Stock selection, style rotation, and risk
Lucas, André
;
van Dijk, Ronald
;
Kloek, Teun
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10007237015
Saved in:
9
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol, Eugenie
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 445-475
Persistent link: https://www.econbiz.de/10007781568
Saved in:
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