scientific article; zbMATH DE number 5280150

MaRDI QIDQ3498093zbMATH OpenFDO

Authors Eric Zivot, Jeffrey H. Wang, Siem Jan Koopman

Publication date 28 May 2008

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
• Statistical algorithms for models in state space using SsfPack 2.2
• Review of SsfPack 2.2: statistical algorithms for models in state space
• Pricing participating inflation retirement funds through option modeling and copulas

Describes a project that uses

Uses Software

• SsfPack
• S+FinMetrics
• S-PLUS

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