Browsing All of EconStor by Author Bos, Charles S.
Showing results 1 to 20 of 20
Year of Publication | Title | Author(s) |
1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces | Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. |
1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates | Bos, Charles S.; Franses, Philip Hans; Ooms, Marius |
1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk | Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. |
1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk | Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. |
2001 | Inflation, Forecast Intervals and Long Memory Regression Models | Bos, Charles S.; Franses, Philip Hans; Ooms, Marius |
2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management | Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. |
2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk | Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. |
2002 | Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series | Koopman, Siem Jan; Bos, Charles S. |
2002 | A Comparison of Marginal Likelihood Computation Methods | Bos, Charles S. |
2003 | Time Series Modelling using TSMod 3.24 | Bos, Charles S. |
2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form | Bos, Charles S.; Shephard, Neil |
2005 | The Impact of Central Bank FX Interventions on Currency Components | Beine, Michel; Bos, Charles S.; Laurent, Sebastian |
2007 | Dynamic Correlations and Optimal Hedge Ratios | Bos, Charles S.; Gould, Phillip |
2008 | Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility | Bos, Charles S. |
2009 | Does the Canadian Economy suffer from Dutch Disease? | Beine, Michel; Bos, Charles S.; Coulombe, Serge |
2009 | Spot Variance Path Estimation and its Application to High Frequency Jump Testing | Bos, Charles S.; Janus, Pawel; Koopman, Siem Jan |
2010 | Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production | Bos, Charles S.; Koopman, Siem Jan |
2011 | Relating Stochastic Volatility Estimation Methods | Bos, Charles S. |
2011 | A Bayesian Analysis of Unobserved Component Models using Ox | Bos, Charles S. |
2013 | A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data | Bos, Charles S.; Janus, Pawel |