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Economic Trends and Cycles in Crime: A Study for England and Wales
Vujic, Sunčica
;
Jan Koopman, Siem
;
Commandeur, Jacques J F
- In:
Jahrbücher für Nationalökonomie und Statistik
232
(
2012
)
6
,
pp. 652-677
Persistent link: https://www.econbiz.de/10010050836
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812
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Creal, Drew
;
Jan Koopman, Siem
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-564
Persistent link: https://www.econbiz.de/10009796513
Saved in:
813
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
Jan Koopman, Siem
;
Mallee, Max I P
;
Van der Wel, Michel
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10008434826
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