scientific article; zbMATH DE number 5280150
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Publication:3498093
Authors: Eric Zivot, Jeffrey H. Wang, Siem Jan Koopman
Publication date: 28 May 2008
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Cited In (4)
- Statistical algorithms for models in state space using SsfPack 2.2
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
- Pricing participating inflation retirement funds through option modeling and copulas
- Review of SsfPack 2.2: statistical algorithms for models in state space
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