| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Copula information criterion for model selection with two-stage maximum likelihood estimation
|
Ko, Vinnie
|
|
2019
|
12 |
C |
p. 167-180
|
artikel
|
| 2 |
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach
|
Czudaj, Robert L.
|
|
2019
|
12 |
C |
p. 78-145
|
artikel
|
| 3 |
Editorial Board
|
|
|
2019
|
12 |
C |
p. ii
|
artikel
|
| 4 |
Flexible dynamic vine copula models for multivariate time series data
|
Acar, Elif F.
|
|
2019
|
12 |
C |
p. 181-197
|
artikel
|
| 5 |
Introduction to the special topic on copula modeling
|
Genest, Christian
|
|
2019
|
12 |
C |
p. 146-147
|
artikel
|
| 6 |
Local Whittle estimation of long memory: Standard versus bias-reducing techniques
|
García-Enríquez, Javier
|
|
2019
|
12 |
C |
p. 66-77
|
artikel
|
| 7 |
Modelling temporal dependence of realized variances with vines
|
Czado, Claudia
|
|
2019
|
12 |
C |
p. 198-216
|
artikel
|
| 8 |
Particle filtering, learning, and smoothing for mixed-frequency state-space models
|
Leippold, Markus
|
|
2019
|
12 |
C |
p. 25-41
|
artikel
|
| 9 |
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices
|
Morana, Claudio
|
|
2019
|
12 |
C |
p. 42-65
|
artikel
|
| 10 |
The class of copulas arising from squared distributions: Properties and inference
|
Quessy, Jean-François
|
|
2019
|
12 |
C |
p. 148-166
|
artikel
|
| 11 |
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016
|
He, Changli
|
|
2019
|
12 |
C |
p. 1-24
|
artikel
|
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