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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / European Central Bank"
~person:"Dijk, Dick van"
~person:"Monteiro, André Antonio"
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Search: person:"Lucas, A."
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ARCH model
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Dijk, Dick van
Monteiro, André Antonio
Lucas, André
29
Schwaab, Bernd
17
Koopman, Siem Jan
14
Schaumburg, Julia
6
Zhang, Xin
5
Blasques, Francisco
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João, Igor Custodio
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Dijk, D.van
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Franses, P.H.
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Franses, Philip Hans
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Harvey, Andrew C.
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Hoogerheide, Lennart
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Lucas, A.
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Nucera, Federico
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Journal of applied econometrics
Journal of econometrics
Working paper series / European Central Bank
Discussion paper / Tinbergen Institute
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Report / Erasmus Center for Financial Research, Erasmus University
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CFS working paper series
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The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
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2
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
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