E-LIB Suche - Ergebnisse für: Hoogerheide, Lennart F.

1

Methods for Computing Numerical Standard Errors: Review and..:

Ardia, David ; Bluteau, Keven ; Hoogerheide, Lennart F.
Journal of Time Series Econometrics. 10 (2018) 2 - p. , 2018

Link: https://doi.org/10.1515/..

2

A Note on Jointly Backtesting Models for Multiple Assets an..:

Ardia, David ; Guerrouaz, Anas ; Hoogerheide, Lennart F.
Wilmott. 2016 (2016) 83 - p. 46-49 , 2016

Link: https://doi.org/10.1002/..

3

GARCH models for daily stock returns: Impact of estimation ..:

Ardia, David ; Hoogerheide, Lennart F.
Economics Letters. 123 (2014) 2 - p. 187-190 , 2014

Link: https://doi.org/10.1016/..

4

Worldwide equity risk prediction:

, In: Applied economics letters

Ardia, David ; Hoogerheide, Lennart F.. (2013) 13/15 - p. 1333-1339

Exemplare: Zentrale;

5

Cross-Sectional Distribution of GARCH Coefficients Across S..:

Ardia, David ; Hoogerheide, Lennart F.
Wilmott. 2013 (2013) 66 - p. 40-45 , 2013

Link: https://doi.org/10.1002/..

6

Worldwide equity risk prediction:

Ardia, David ; Hoogerheide, Lennart F.
Applied Economics Letters. 20 (2013) 14 - p. 1333-1339 , 2013

Link: https://doi.org/10.1080/..

7

Genome-wide analysis of macrosatellite repeat copy number v..:

Schaap, Mireille ; Lemmers, Richard JLF ; Maassen, Roel...
BMC Genomics. 14 (2013) 1 - p. , 2013

Link: https://doi.org/10.1186/..

8

Density prediction of stock index returns using GARCH model..:

Hoogerheide, Lennart F. ; Ardia, David ; Corré, Nienke
Economics Letters. 116 (2012) 3 - p. 322-325 , 2012

Link: https://doi.org/10.1016/..

9

On the shape of posterior densities and credible sets in in..:

Hoogerheide, Lennart F. ; Kaashoek, Johan F. ; van Dijk, Herman K.
Journal of Econometrics. 139 (2007) 1 - p. 154-180 , 2007

Link: https://doi.org/10.1016/..

10

Methods for computing numerical standard errors:Review and ..:

Ardia, David ; Bluteau, Keven ; Hoogerheide, Lennart F
Ardia , D , Bluteau , K & Hoogerheide , L F 2018 , ' Methods for computing numerical standard errors : Review and application to value-at-risk estimation ' , Journal of Time Series Econometrics , vol. 10 , no. 2 , 20170011 , pp. 1-9 . https://doi.org/10.1515/jtse-2017-0011. , 2018

Link: https://research.vu.nl/e..

11

Joint Bayesian Analysis of Parameters and States in Nonline..:

Barra, Istvan ; Hoogerheide, Lennart F ; Koopman, Siem Jan.
URL: https://journaldata.zbw.eu/dataset/3aaa8a57-a0be-4f49-bf26-c68e4ff40159/resource/df30023d-12d0-4d3d-a516-eecab0d1b921/download/readme.blkh.txt. , 2017

Link: https://doi.org/10.15456..

12

A New Bootstrap Test for the Validity of a Set of Marginal ..:

Ardia, David ; Gatarek, Lukasz ; Hoogerheide, Lennart F
Series: Tinbergen Institute Discussion Paper. , 2014

Link: http://hdl.handle.net/10..

13

Genome-wide analysis of macrosatellite repeat copy number v..:

Schaap, Mireille ; Lemmers, Richard J. L. F ; Maassen, Roel...
Schaap , M , Lemmers , R J L F , Maassen , R , van der Vliet , P J , Hoogerheide , L F , van Dijk , H K , Basturk , N , de Knijff , P & van der Maarel , S M 2013 , ' Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions ' , BMC Genomics , vol. 14 , 143 . https://doi.org/10.1186/1471-2164-14-143. , 2013

Link: https://cris.maastrichtu..

14

Genome-wide analysis of macrosatellite repeat copy number v..:

Schaap, Mireille ; Lemmers, Richard JLF ; Maassen, Roel...
http://www.biomedcentral.com/1471-2164/14/143. , 2013

Link: http://www.biomedcentral..

15

Backtesting Value-at-Risk using Forecasts for Multiple Hori..:

Hoogerheide, Lennart F ; Ravazzolo, Francesco ; van Dijk, Herman K
Series: Tinbergen Institute Discussion Paper. , 2011

Link: http://hdl.handle.net/10..