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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~person:"Watson, Mark W."
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Koopman, Siem Jan
Watson, Mark W.
Belke, Ansgar
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Beyer, Andreas H.
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Metz, Rainer
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Feng, Yuanhua
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Hautsch, Nikolaus
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Heiler, Siegfried
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Handbook of financial time series
1
Nonlinear time series analysis of business cycles
1
The Oxford handbook of economic forecasting
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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1
Dynamic Factor Models
Stock, James H.
;
Watson, Mark W.
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882014
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2
Forecasting in dynamic factor models subject to structural instability
Stock, James H.
;
Watson, Mark W.
- In:
The methodology and practice of econometrics : a …
,
(pp. 173-205)
.
2009
Persistent link: https://www.econbiz.de/10003857840
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3
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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4
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
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