//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A dynamic yield curve model wi...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
264
Theorie
250
Time series analysis
244
Theory
228
Zustandsraummodell
155
State space model
142
Schätzung
132
Estimation
125
Prognoseverfahren
113
Schätztheorie
105
Estimation theory
104
Forecasting model
100
Volatilität
89
Volatility
87
Kalman filter
85
USA
82
Stochastischer Prozess
81
Stochastic process
73
Maximum likelihood estimation
68
Maximum-Likelihood-Schätzung
68
United States
68
Monte Carlo simulation
66
Kreditrisiko
64
EU-Staaten
61
Monte-Carlo-Simulation
61
Credit risk
58
EU countries
57
Eurozone
51
Konjunktur
51
Euro area
50
Business cycle
47
Faktorenanalyse
45
Factor analysis
43
Statistische Verteilung
40
Statistical distribution
36
time-varying parameters
34
ARCH-Modell
32
Importance sampling
32
Yield curve
32
ARCH model
30
more ...
less ...
Online availability
All
Free
689
Undetermined
104
CC license
2
Type of publication
All
Book / Working Paper
723
Article
224
Type of publication (narrower categories)
All
Working Paper
403
Arbeitspapier
251
Graue Literatur
246
Non-commercial literature
246
Article in journal
107
Aufsatz in Zeitschrift
107
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
3
Sammelwerk
3
Hochschulschrift
2
Konferenzschrift
2
Thesis
2
research-article
2
Conference Paper
1
more ...
less ...
Language
All
English
687
Undetermined
259
German
1
Author
All
Koopman, Siem Jan
798
Lucas, André
272
Schwaab, Bernd
161
Blasques, Francisco
98
Ooms, Marius
73
Creal, Drew
61
Mesters, Geert
57
Lucas, Andre
55
Zhang, Xin
51
Jungbacker, Borus
45
Gorgi, Paolo
39
Schaumburg, Julia
38
Hindrayanto, Irma
37
Lit, Rutger
29
Wel, Michel van der
28
Bos, Charles S.
27
Scharth, Marcel
20
Lee, Kai Ming
17
Hoogerheide, Lennart
16
Barnichon, Régis
15
Carnero, M. Angeles
15
Harvey, Andrew C.
13
Nucera, Federico
13
Wong, Soon Yip
13
Commandeur, Jacques Jean François
12
Hol Uspensky, Eugenie
12
Hol, Eugenie
12
Vujic, Suncica
12
Borowska, Agnieszka
11
Bräuning, Falk
11
Gorgi, P.
11
Kräussl, Roman
11
Azevedo, João Valle e
10
Luginbuhl, Rob
10
Menkveld, Albert J.
10
Vlekke, Marente
10
Winter, Jasper de
10
Zivot, Eric
10
Janus, Paweł
9
Klaassen, Pieter
9
more ...
less ...
Institution
All
Tinbergen Instituut
76
Tinbergen Institute
48
European Central Bank
6
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
4
Oxford University Press
3
Society for Computational Economics - SCE
3
Center for Financial Studies
2
Department of Economics, Oxford University
2
Econometric Society
2
School of Economics and Management, University of Aarhus
2
de Nederlandsche Bank
2
Banco de Portugal
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Department of Economics, University of Washington
1
Economics Group, Nuffield College, University of Oxford
1
Financial Markets Group
1
Institute of Economic Research, Hitotsubashi University
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Reserve Bank of Australia
1
Sveriges Riksbank
1
Verein für Socialpolitik - VfS
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
180
Tinbergen Institute Discussion Paper
141
Tinbergen Institute Discussion Papers
124
ECB Working Paper
37
Journal of econometrics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Working paper series / European Central Bank
20
Journal of applied econometrics
15
International journal of forecasting
14
Journal of Business & Economic Statistics
10
Journal of Applied Econometrics
9
Journal of empirical finance
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Barcelona GSE working paper series : working paper
6
Journal of Econometrics
6
Oxford bulletin of economics and statistics
6
BSE working paper : working papers
5
Computational Statistics & Data Analysis
5
Discussion paper / Center for Economic Research, Tilburg University
5
Sveriges Riksbank working paper series
5
Working Paper Series / European Central Bank
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric reviews
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of the American Statistical Association : JASA
4
Oxford Bulletin of Economics and Statistics
4
STICERD - Econometrics Paper Series
4
Sveriges Riksbank Working Paper Series
4
The review of economics and statistics
4
CREATES research paper
3
De Nederlandsche Bank Working Paper
3
Economics letters
3
International Journal of Forecasting
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of Empirical Finance
3
Journal of economic dynamics & control
3
Journal of forecasting
3
OUP Catalogue
3
Statistica Neerlandica
3
more ...
less ...
Source
All
ECONIS (ZBW)
532
RePEc
222
EconStor
153
OLC EcoSci
32
Other ZBW resources
6
BASE
1
ArchiDok
1
more ...
less ...
Showing
201
-
210
of
947
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
201
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
202
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 566-587
Persistent link: https://www.econbiz.de/10003808308
Saved in:
203
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
Saved in:
204
The common converging trend-cycle model : estimation, modeling and an application to European convergence
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Monographs of official statistics : papers and …
,
(pp. 264-291)
.
2004
Persistent link: https://www.econbiz.de/10003398184
Saved in:
205
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 16-27
Persistent link: https://www.econbiz.de/10003430641
Saved in:
206
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
-
2006
Persistent link: https://www.econbiz.de/10003446486
Saved in:
207
An introduction to state space time series analysis
Commandeur, Jacques Jean François
;
Koopman, Siem Jan
-
2007
Persistent link: https://www.econbiz.de/10003449623
Saved in:
208
Modeling around-the-clock price discovery for cross-listed stocks using state space methods
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 213-225
Persistent link: https://www.econbiz.de/10003463648
Saved in:
209
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003851230
Saved in:
210
A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2009
Persistent link: https://www.econbiz.de/10003854422
Saved in:
First
Prev
16
17
18
19
20
21
22
23
24
25
26
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->