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  • 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

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  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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