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~person:"Koopman, Siem Jan"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
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2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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