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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Sibbertsen, Philipp"
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Time series analysis
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Koopman, Siem Jan
McAleer, Michael
Sibbertsen, Philipp
Todorov, Viktor
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Li, Jia
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Tauchen, George Eugene
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Bollerslev, Tim
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Journal of econometrics
Discussion paper / Tinbergen Institute
28
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Nonlinear time series analysis of business cycles
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 2018-027/III
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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
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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