Zoekresultaten
Resultaat 1 - 4 (van 4)
Michiel de Pooter Examining the Nelson-Siegel class of term structure models
in-sample fit versus out-of-sample forecasting performance
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2007
Gedrukt boek
Michiel de Pooter | René Segers | Herman K. van Dijk On the practice of Bayesian inference in basic economic time series models using Gibbs sampling
Non-fictie
Engels | 46 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek
Michiel de Pooter | Martin Martens | Dick van Dijk Predicting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Martin Martens | Dick van Dijk | Michiel de Pooter Modeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity
Non-fictie
Engels | 40 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek