Browsing All of EconStor by Author Jungbacker, Borus
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 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 |
