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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Journal of empirical finance"
~source:"econis"
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Koopman, Siem Jan
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Discussion paper / Statistics Netherlands
Journal of empirical finance
Discussion paper / Tinbergen Institute
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Oxford bulletin of economics and statistics
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Nonlinear time series analysis of business cycles
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Persistent link: https://www.econbiz.de/10012436055
Saved in:
2
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
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