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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~subject:"Estimation"
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Time series analysis
Estimation
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2
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Koopman, Siem Jan
McAleer, Michael
Allen, David E.
18
Singh, Abhay Kumar
5
Powell, Robert
4
Imbarine Bujang
2
Kramadibrata, Akhmad R.
2
Satō, Kiyotaka
2
Scharth, Marcel
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Kok Haur Ng
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Lin, Chien-ting
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Mapfumba, Tinashe
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Masih, Abdul Mansur M.
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Masih, Rumi
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Nartea, Gilbert V.
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Peiris, Shelton
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Shareef, Riaz
1
Taco, Paul
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School of Accounting, Finance and Economics & FEMARC working paper series
Discussion paper / Tinbergen Institute
56
Econometric Institute research papers
38
Working paper
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International journal of forecasting
7
Econometric reviews
5
Journal of econometrics
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Oxford bulletin of economics and statistics
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Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
2
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
3
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
4
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
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