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 paperProfessional

    116 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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