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

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Name	TI Discussion Paper
No.	05/118-4

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@techreport{e521260d25bf4a9dbf789f89baaca3a6,

title = "Model-based measurement of latent risk in time series with applications",

author = "S.J. Koopman and F. Bijleveld and L.J. Commandeur and P.G. Gould",

year = "2005",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "05/118-4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}