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USA
Zeitreihenanalyse
272
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251
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242
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159
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146
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116
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time-varying parameters
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79
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Koopman, Siem Jan
77
Lucas, André
23
Schwaab, Bernd
12
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9
Hindrayanto, Irma
8
Vlekke, Marente
8
Creal, Drew
7
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5
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5
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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1
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28
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14
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3
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3
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2
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Systemic risk tomography : signals, measurement and transmission channels
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
65
EconStor
14
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1
Interaction between structural and cyclical shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10001594753
Saved in:
2
Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
-
1997
Persistent link: https://www.econbiz.de/10000961559
Saved in:
3
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
4
Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2002
Persistent link: https://www.econbiz.de/10001689297
Saved in:
5
Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
-
2002
Persistent link: https://www.econbiz.de/10001718549
Saved in:
6
The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
7
Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792414
Saved in:
8
Measuring asymmetric stochastic cycle components in US macroeconomic time series
Koopman, Siem Jan
;
Lee, Kai Ming
-
2005
Persistent link: https://www.econbiz.de/10003115944
Saved in:
9
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
2005
Persistent link: https://www.econbiz.de/10002982977
Saved in:
10
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
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