Browsen in EconStor gesamt nach Autor:innen Jungbacker, Borus
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Erscheinungsjahr | Titel | Autor:innen |
2004 | Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements | Koopman, Siem Jan; Jungbacker, Borus; Hol, Eugenie |
2005 | On Importance Sampling for State Space Models | Jungbacker, Borus; Koopman, Siem Jan |
2008 | Likelihood-based Analysis for Dynamic Factor Models | Jungbacker, Borus; Koopman, Siem Jan |
2009 | Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates | Jungbacker, Borus; Koopman, Siem Jan; van der Wel, Michel |