Similar Search Results

Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 212 (2019) 2, pp. 359-376

Persistent link: https://www.econbiz.de/10012304023

Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 221 (2021) 2, pp. 542-568

Persistent link: https://www.econbiz.de/10012619249

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

Li, Mengheng; Koopman, Siem Jan - In: Journal of Applied Econometrics 36 (2021) 5, pp. 614-627

Persistent link: https://www.econbiz.de/10012632812

Lee, Kai Ming (contributor); Koopman, Siem Jan (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2

Persistent link: https://www.econbiz.de/10002651712

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

Barra, István; Borowska, Agnieszka; Koopman, Siem Jan - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 384-424

Persistent link: https://www.econbiz.de/10011987788

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

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

Nucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; … - In: Journal of empirical finance 38 (2016), pp. 461-475

Persistent link: https://www.econbiz.de/10011664797