If you made any changes in Pure these will be visible here soon.
Filter
Article

Search results

  • 2000

    Daily exchange rate behaviour and hedging of currency risk

    Bos, C. S., Mahieu, R. J. & Van Dijk, H. K., 2000, In: Journal of Applied Econometrics. 15, 6, p. 671-696 26 p.

    Research output: Contribution to JournalArticleAcademicpeer-review

  • 2003

    Inflation, Forecast Intervals and Long Memory Regression Models

    Ooms, M., Bos, C. S. & Franses, P. H., 2003, In: International Journal of Forecasting. 18, 2, p. 243-264 21 p.

    Research output: Contribution to JournalArticleAcademic

  • 2004

    Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods

    Bos, C. S., Bauwens, L. J., van Dijk, H. K. & van Oest, R. D., 2004, In: Journal of Econometrics. 123, 2, p. 201-225 25 p.

    Research output: Contribution to JournalArticleAcademic

  • State space models with a common stochastic variance

    Koopman, S. J. & Bos, C. S., 2004, In: Journal of Business and Economic Statistics. 22, 3, p. 346-357 11 p.

    Research output: Contribution to JournalArticleAcademic

  • Time Series Modelling using TSMod 3.24

    Bos, C. S., 2004, In: International Journal of Forecasting. 20, 3, p. 515-522 8 p.

    Research output: Contribution to JournalArticleAcademic

  • 2005

    On model selection criteria as a starting point for sequential detection of non-linearity

    Bos, C. S. & Justel, A., 2005, In: International Journal of Forecasting. 21, 4, p. 749-754

    Research output: Contribution to JournalArticleAcademic

  • Ox programming and Bayes

    Bos, C. S., 2005, In: ISBA Bulletin. 11, 4 p.

    Research output: Contribution to JournalArticleProfessional

  • 2006

    Inference for adaptive Time series Models: Stochastic Volatility and Conditionally

    Bos, C. S. & Shephard, N., 2006, In: Econometric Reviews. 25, 2-3, p. 219-244

    Research output: Contribution to JournalArticleAcademic

  • 2007

    The Impact of Central Bank FX Interventions on Currency Components

    Beine, M., Bos, C. S. & Laurent, S., 2007, In: Journal of Financial Econometrics. 5, 1, p. 154-183

    Research output: Contribution to JournalArticleAcademic

  • 2011

    A Bayesian Analysis of Unobserved Component Models using Ox

    Bos, C. S., 2011, In: Journal of Statistical Software. 41, 13, p. 1-24

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
    File
    197 Downloads (Pure)
  • 2012

    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

  • Spot Variance Path Estimation and its Application to High Frequency Jump Testing

    Bos, C. S., Janus, P. & Koopman, S. J., 2012, In: Journal of Financial Econometrics. 10, 2, p. 354-389

    Research output: Contribution to JournalArticleAcademicpeer-review

  • 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

  • 2021

    Non-Standard Errors

    Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johanneson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M. M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., Bach, A. & 321 others, Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J. R., Black, B. S., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W. M. Y., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., De Blasis, R., De Nard, G., Declerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Van Dijk, M. A., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., El Kalak, I., ter Ellen, S., Eugster, N., Evans, M. D. D., Farrell, M., Félez-Viñas, E., Ferrara, G., FERROUHI, E. M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F. A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L. R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J-B., Hautsch, N., He, X-Z. T., Heath, D., Hediger, S., Hendershott, T. J., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., van Kervel, V., Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J. P., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, M. H., Liew, C. Y., Lindner, T., Linton, O. B., Liu, J., Liu, A., Llorente-Alvarez, J-G., Lof, M., Lohr, A., Longstaff, F. A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D. C., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Nordén, L. L., O'Neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual Gascó, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O-A., Prodromou, T., Putnins, T. J., Raizada, G., Rakowski, D. A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Wang, R., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., RITTMANNSBERGER, T., Rodríguez Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M., Valente, G., Van Ness, R. A., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., van der Wel, M., Werner, I. M., Westerholm, P. J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z-X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S., Zhang, S., Zhang, X., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X., Zoican, M., Zwinkels, R. C. J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D., Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H. C., Yu, Y., Zhao, L., Mi, M. & Bao, L., 24 Nov 2021, In: SSRN Electronic Journal.

    Research output: Contribution to JournalArticleAcademic