Long memory and level shifts: re-analysing inflation rates / C.S. Bos, P.H. Franses & M. OomsLong memory and level shifts : re-analyzing inflation rates / Charles S. Bos, Philip Hans Franses, Marius OomsLong Memory and Level Shifts : Re-analyzing Inflation Rates / Charles S. Bos, Philip Hans Franses, Marius OomsLong memory and level shifts : re-analyzing inflation rates / Charles S. Bos, Philip Hans Franses and Marius OomsDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkDaily exchange rate behaviour and hedging of currency risk / Bos C.S., Mahieu R.J., & Dijk H.K. vanDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkOn the variation of hedging decisions in daily currency risk management / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkOn the variation of hedging decisions in daily currency risk management / Bos C.S., Mahieu R.J., & Van Dijk H.KDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkOn the variation of hedging decisions in daily currency risk management / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkDaily exchange rate behaviour and hedging of currency risk / Bos C.S., Mahieu R.J., Van Dijk, H.KInflation, forecast intervals and long memory regression models / Charles S. Bos, Philip Hans Franses and Marius OomsInflation, forecast intervals and long memory regression models / Charles S. Bos, Philip Hans Franses and Marius OomsDaily exchange rate behaviour and hedging of currency risk / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkOn the variation of hedging decisions in daily currency risk management / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkTime varying parameter models for inflation and exchange rates / Charles Steven BosTime varying parameter models for inflation and exchange rates / door Charles Steven BosA comparison of marginal likelihood computation methods / Charles S. BosTime series modelling using TSMod 3.24 / Charles S. BosTime series modelling using TSMod 3.24 / Charles S. BosInference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form / Charles S. Bos, Neil ShephardInference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form / Charles S. Bos, Neil ShephardDynamic correlations and optimal hedge ratios / Charles S. Bos, Phillip GouldDynamic correlations and optimal hedge ratios / Charles S. Bos, Phillip GouldLong memory modelling of inflation with stochastic variance and structural breaks / Charles S. Bos, Siem Jan Koopman, Marius OomsModel-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility / Charles S. BosLong memory modelling of inflation with stochastic variance and structural breaks / Charles S. Bos, Siem Jan Koopman, Marius OomsModel-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility / Charles S. BosSpot variance path estimation and its application to high frequency jump testing / Charles S. Bos, Pawel Janus, Siem Jan KoopmanSpot variance path estimation and its application to high frequency jump testing / Charles S. Bos, Pawel Janus, Siem Jan KoopmanModels with time-varying mean and variance: a robust analysis of U.S. industrial production / Charles S. Bos, Siem Jan KoopmanModels with time-varying mean and variance : a robust analysis of U.S. industrial production / Charles S. Bos, Siem Jan KoopmanA Bayesian analysis of unobserved component models using Ox / Charles S. BosRelating stochastic volatility estimation methods / Charles S. BosRelating stochastic volatility estimation methods / Charles S. BosA Bayesian analysis of unobserved component models using Ox / Charles S. Bos
author
Adaptive Polar Sampling : a new MC technique for the analysis of ill-behaved surfaces / Luc Bauwens, Charles S. Bos, Herman K. van DijkAdaptive Polar Sampling: a new MC technique for the analysis of ill-behaved surfaces / Luc Bauwens, Charles S. Bos, Herman K. van DijkAdaptive Polar Sampling: a new MC technique for the analysis of ill-behaved surfaces / Luc Bauwens, Charles S. Bos and Herman K. van DijkAdaptive polar sampling: a new MC technique for the analysis of ill-behaved surfaces / Bauwens L., Bos C.S., & Dijk H. K. vanAdaptive Polar Sampling with an application to a Bayes measure of value-at-risk / Luc Bauwens, Charles S. Bos, Herman K. van DijkAdaptive Polar Sampling with an application to a Bayes measure of value-at-risk / Luc Bauwens, Charles S. Bos, Herman K. van DijkAdaptive polar sampling with an application to a Bayes measure of value-at-risk / Luc Bauwens, Charles S. Bos and Herman K. van DijkAdaptive polar sampling with an [a]pplication to a Bayes measure of value-a[t]-risk / Bauwens L., Bos C.S., & Dijk H.K. vanTime series models with a common stochastic variance for analysing economic time series / Siem Jan Koopman, Charles S. BosTime series models with a common stochastic variance for analysing economic time series / Siem Jan Koopman, Charles S. BosThe impact of central bank FX interventions on currency components / Michel Beine, Charles S. Bos, Sebastien LaurentThe impact of central bank FX interventions on currency components / Michel Beine, Charles S. Bos, Sebastien LaurentDoes the Canadian economy suffer from Dutch disease? / Michel Beine, Charles S. Bos, Serge CoulombeAdaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk / L. Bauwens, Charles Bos, Herman van DijkDoes the Canadian economy suffer from Dutch Disease? / Michel Beine, Charles S. Bos, Serge Coulombe