Model-based measurement of latent risk in time series with applications

S.J. Koopman, F. Bijleveld, L.J. Commandeur, P.G. Gould

Research output: Working paper / PreprintWorking paperProfessional

102 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages29
Publication statusPublished - 2005

Publication series

NameTI Discussion Paper
No.05/118-4

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