Zoekresultaten
Resultaat 21 - 40 (van 52)
Siem-Jan Koopman | M. Ooms | Irma Hindrayanto Periodic unobserved cycles in seasonal time series with an application to US unemployment
Non-fictie
Engels | 39 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek
Borus Jungbacker | Siem-Jan Koopman Model-based measurement of actual volatility in high-frequency data
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | Kai Ming Lee Measuring asymmetric stochastic cycle components in U.S. macroeconomic time series
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Borus Jungbacker | Siem-Jan Koopman On importance sampling for state space models
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | André Lucas | André A. Monteiro The multi-state latent factor intensity model for credit rating transitions
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | André Lucas | Robert Daniels A non-gaussian panel time series model for estimating and decomposing default risk
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | M. Ooms | M. Angeles Carnero Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | Borus Jungbacker | Eugenie Hol Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Siem-Jan Koopman | M. Ooms Forecasting daily time series using periodic unobserved components time series models
Non-fictie
Engels | 34 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Siem-Jan Koopman | João Valle e Azevedo Measuring synchronisation and convergence of business cycles
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Rob Luginbuhl | Siem-Jan Koopman Convergence in European GDP series
a multivariate common converging trend-cycle decomposition
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Albert J. Menkveld | Siem-Jan Koopman | André Lucas Round-the-clock price discovery for cross-listed stocks
U.S.-Dutch evidence
Non-fictie
Engels | 17 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Sanjeev Sridharan | Sunčica Vujić | Siem-Jan Koopman Intervention time series analysis of crime rates
the impact of sentence reforms in Virginia
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Siem-Jan Koopman | André Lucas Business and default cycles for credit risk
Non-fictie
Engels | 19 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
M. Angeles Carnero | Siem-Jan Koopman | M. Ooms Periodic heteroskedastic RegARFIMA models for daily electricity spot prices
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
João Valle e Azevedo | Siem-Jan Koopman | António Rua Tracking growth and the business cycle
a stochastic common cycle model for the euro area
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Eugenie Hol | Siem-Jan Koopman Stock index volatility forecasting with high frequency data
Non-fictie
Engels | 23 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Siem-Jan Koopman | André Lucas | Pieter Klaassen Pro-cyclicality, empirical credit cycles, and capital buffer formation
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Siem-Jan Koopman | C.S. Bos Time series models with a common stochastic variance for analysing economic time series
Non-fictie
Engels | 32 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Siem-Jan Koopman | Philip Hans Franses Constructing seasonally adjusted data with time-varying confidence intervals
Non-fictie
Engels | 21 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2001
Gedrukt boek