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~isPartOf:"Discussion papers in statistics and econometrics"
~isPartOf:"Journal of applied econometrics"
~person:"Franses, Philip Hans"
~person:"Koopman, Siem Jan"
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Franses, Philip Hans
Koopman, Siem Jan
Lucas, André
9
Schwaab, Bernd
2
Barra, István
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Creal, Drew
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D'Innocenzo, Enzo
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Dijk, D.van
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Dijk, Dick van
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Franses, P.H.
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Hoogerheide, Lennart
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Lucas, A.
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Discussion papers in statistics and econometrics
Journal of applied econometrics
Discussion paper / Tinbergen Institute
53
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Working paper series / European Central Bank
5
Journal of empirical finance
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Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Report / Econometric Institute, Erasmus University Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
2
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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The review of economics and statistics
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Applied financial economics
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CFS working paper series
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DNB working paper
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Econometric reviews
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Global COE Hi-Stat discussion paper series
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBP working paper
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Rotterdam Institute for Business Economic Studies
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Systemic risk tomography : signals, measurement and transmission channels
1
Working paper / National Bank of Belgium
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ECONIS (ZBW)
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1
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
2
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:
3
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
4
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
5
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
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