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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Theorie"
~subject:"Volatilität"
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United States
Theorie
Volatilität
Estimation
31
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17
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16
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15
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15
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28
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Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
103
Bahmani-Oskooee, Mohsen
67
Gil-Alaña, Luis A.
63
Caporale, Guglielmo Maria
53
Wohar, Mark E.
43
Serletis, Apostolos
34
Apergēs, Nikolaos
31
Bollerslev, Tim
29
McAleer, Michael
29
Pierdzioch, Christian
29
Tiwari, Aviral Kumar
29
Kumbhakar, Subal
28
Ma, Feng
28
Balcilar, Mehmet
27
Bouri, Elie
25
Hsing, Yu
25
Todorov, Viktor
25
Xuan Vinh Vo
24
Brooks, Robert
23
Belke, Ansgar
22
Chang, Tsangyao
21
Lee, Chien-chiang
21
McMillan, David G.
21
Narayan, Paresh Kumar
21
Kumar, Dilip
20
Moosa, Imad A.
20
Jawadi, Fredj
18
Kang, Sang Hoon
18
MacDonald, Ronald
18
Payne, James E.
18
Rashid, Abdul
18
Sarno, Lucio
18
Tauchen, George Eugene
18
Hammoudeh, Shawkat
17
Yoon, Seong-min
17
Blundell, Richard W.
16
Chiang, Thomas C.
16
Fabozzi, Frank J.
16
Ghysels, Eric
16
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International journal of forecasting
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of econometrics
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
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2
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1
Economics letters
1
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1
Journal of monetary economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
28
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28
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1
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
2
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:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
5
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
6
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
7
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
8
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:
9
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
10
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
Saved in:
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