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Tinbergen Institute, Amsterdam and Rotterdam
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Results 1-10 of 13.
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Year of Publication
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2021
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors
Gorgi, Paolo
;
Koopman, Siem Jan
;
Schaumburg, Julia
2018
Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter
;
van Lelyveld, Iman
;
Schaumburg, Julia
2020
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe
Boehm, Hannes
;
Schaumburg, Julia
;
Tonzer, Lena
2016
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Lucas, Andre
;
Opschoor, Anne
;
Schaumburg, Julia
2014
A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
2021
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels
Koopman, Siem Jan
;
Schaumburg, Julia
;
Wiersma, Quint
2021
Clustering Dynamics and Persistence for Financial Multivariate Panel Data
João, Igor Custodio
;
Lucas, Andre
;
Schaumburg, Julia
2020
Dynamic clustering of multivariate panel data
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
2024
Bootstrapping GARCH models under dependent innovations
Beutner, Eric
;
Schaumburg, Julia
;
Spanjers, Barend
2014
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
;
Schaumburg, Julia
Author
5
Lucas, Andre
3
Koopman, Siem Jan
3
Schwaab, Bernd
2
Wang, Dieter
1
Beutner, Eric
1
Blasques, Francisco
1
Boehm, Hannes
1
Bormann, Carsten
1
Gorgi, Paolo
1
João, Igor Custodio
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