Maximum likelihood estimation for dynamic factor models with missing data von Jungbacker, B., Koopman, S.J., van der Wel, M.

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Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements von Koopman, Siem Jan, Jungbacker, Borus, Hol, Eugenie

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Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models von Jungbacker, Borus, Koopman, Siem Jan

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Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models von Jungbacker, Borus, Koopman, Siem Jan

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Model-Based Measurement of Actual Volatility in High-Frequency Data von Jungbacker, Borus, Jan Koopman, Siem

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Multivariate stochastic volatility von Maasoumi, E, McAleer, M, Asai, M, Yu, J., Gourieroux, C, Bos, C S, Shephard, N, Chan, D, Kohn, R, Kirby, C, Doz, C, Renault, E, Philipov, A, Glickman, M E, Liesenfeld, R, Richard, J F, Meyer, R, Jungbacker, B, Koopman, S J, Tims, B, Mahieu, R, Smith, M, Pitts, A

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