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Personal profile

Personal information

Charles Bos works at the Department of Econometrics and O.R as associate professor. He obtained a PhD from the Erasmus University with a thesis on Time Varying Parameter Models for Inflation and Exchange Rates. After defending the PhD, he worked as a research officer at Nuffield College, Oxford University, and later obtained a VENI research grant from the NWO, the Dutch Science foundation. He is a fellow at the Tinbergen Institute.


He is committed to research on the topics of time series modelling, especially series with high frequency data and involving stochastic volatility.


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Education/Academic qualification

PhD, Erasmus Universiteit Rotterdan

1 Sep 199613 Sep 2001

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 3 Similar Profiles
Time series Engineering & Materials Science
Stochastic Volatility Mathematics
Inflation Mathematics
State-space Model Mathematics
Long Memory Mathematics
Space Form Mathematics
Maximum Likelihood Method Mathematics
State Space Mathematics

Research Output 2000 2014

Long memory with stochastic variance model: A resursive analysis for U.S. inflation

Bos, C. S., Koopman, S. J. & Ooms, M., 2014, In : Computational Statistics and Data Analysis. 76, August, p. 144-157

Research output: Contribution to JournalArticleAcademicpeer-review

Long Memory
Time series
Data storage equipment

A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

Bos, C. S. & Janus, P., 2013, Amsterdam: Tinbergen Institute, 39 p. (TI Discussion Paper; no. 13-155/III).

Research output: Working paperProfessional

Developments in Measuring and Modeling Financial Volatility

Janus, P., 2012, Amsterdam: Thela Thesis/TI.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access

Does the Canadian economy suffer from Dutch disease?

Beine, M., Bos, C. S. & Coulombe, S., 2012, In : Resource and Energy Economics. 34, 4, p. 468-492

Research output: Contribution to JournalArticleAcademicpeer-review

Dutch disease
Exchange rates

Relating stochastic volatility estimation methods

Bos, C. S., 2012, Relating stochastic volatility estimation methods. Bauwens, L., Hafner, C. M. & Laurent, S. (eds.). New York: Wiley, p. 147-174

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Activities 2003 2011

  • 5 Lecture / Presentation

Advanced Programming in Quantitative Economics

C.S. Bos (Speaker)
16 Aug 2011

Activity: Lecture / PresentationAcademic

Quantile-based Realized Measures of Variation: Testing for Outlying Observations in High Frequency Data

C.S. Bos (Speaker)
10 Jun 2011

Activity: Lecture / PresentationAcademic

Does the Canadian economy suffer from Dutch disease?

C.S. Bos (Speaker), M. Beine (Speaker), S Coulombe (Speaker)
16 Oct 2009

Activity: Lecture / PresentationAcademic

Does the Canadian economy suffer from Dutch disease?

C.S. Bos (Speaker), M. Beine (Speaker), S. Coulombe (Speaker)
24 Aug 2009

Activity: Lecture / PresentationAcademic

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

C.S. Bos (Speaker), N. Shephard (Speaker)
15 Dec 2003

Activity: Lecture / PresentationAcademic