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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Österholm, Pär"
~subject:"United States"
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Time series analysis
United States
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Koopman, Siem Jan
Österholm, Pär
Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
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Koop, Gary
5
Li, Jia
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Tauchen, George Eugene
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Baltagi, Badi H.
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Fan, Jianqing
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Journal of econometrics
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Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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