Koopman, Siem Jan

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Statistics

Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan & Pesaran, Hashem et al (2014). CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76, 1-3. https://doi.org/10.1016/j.csda.2014.04.006

Koopman, Siem Jan (1992). Diagnostic checking and intra-daily effects in time series models [Doctoral thesis]. London School of Economics and Political Science.