Zoekresultaten
Resultaat 1 - 11 (van 11)
Siem-Jan Koopman | André Lucas | Marcel Scharth Numerically accellerated importance sampling for nonlinear non-Gaussian state space models
Non-fictie
Engels | 26 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
Drew Creal | Siem-Jan Koopman | André Lucas A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Macro, industry and frailty effects in defaults
the 2008 credit crisis in perspective
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Bernd Schwaab | André Lucas | Siem-Jan Koopman Systemic risk diagnostics
coincident indicators and early warning signals
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Drew Creal | Siem-Jan Koopman | André Lucas A general framework for observation driven time-varying parameter models
Non-fictie
Engels | 52 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Forecasting cross-sections of frailty-correlated default
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
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
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
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
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