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Siem Jan Koopman
HIndex: 25
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Working paper
Maximum likelihood
Time series
Seasonality
Moving average
State space
Estimation theory
Monte Carlo method
Kalman filter
Importance sampling
Credit risk
Likelihood function
Empirical research
Stochastic volatility
Business cycle
Band-pass filter
Markov chain Monte Carlo
Autoregressive conditional heteroskedasticity
Long-range dependency
State-space representation
Spline
Empirical evidence
Indexation
Forecasting
Systematic risk
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Working paper
Maximum likelihood
Time series
Seasonality
Moving average
State space
Estimation theory
Monte Carlo method
Kalman filter
Importance sampling
Credit risk
Likelihood function
Empirical research
Stochastic volatility
Business cycle
Band-pass filter
Markov chain Monte Carlo
Autoregressive conditional heteroskedasticity
Long-range dependency
State-space representation
Spline
Empirical evidence
Indexation
Forecasting
Systematic risk
Paper Recommendation
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Affiliation
Papers
Siem Jan Koopman
University Of Birmingham
223
Siem Jan Koopman
University Of Salerno
3
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