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person:"Chang, Chia-Lin"
subject:"Volatility"
~isPartOf:"Working paper series / European Central Bank"
~person:"Koopman, Siem Jan"
~subject:"Schätzung"
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Volatility
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Chang, Chia-Lin
Koopman, Siem Jan
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Working paper series / European Central Bank
Discussion paper / Tinbergen Institute
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International journal of forecasting
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Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2013
Persistent link: https://www.econbiz.de/10010233231
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2
Dynamic factor models with macro, frailty and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
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2012
Persistent link: https://www.econbiz.de/10009765151
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