Obserwuj
Marcin Zamojski
Tytuł
Cytowane przez
Cytowane przez
Rok
Generalized Autoregressive Method of Moments
D Creal, SJ Koopman, A Lucas, M Zamojski
Tinbergen Institute Discussion Papers, 2015
222015
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting
SJ Koopman, A Lucas, M Zamojski
National Bank of Poland Working Papers, 2017
92017
Hedge Fund Innovation
A Siegmann, D Stefanova, M Zamojski
Available at SSRN 2170435, 2013
92013
Dynamic trade informativeness
BZ Yueshen, M Zamojski, J Zhang
Available at SSRN 3119538, 2022
72022
Observation-driven filtering of time-varying parameters using moment conditions
D Creal, SJ Koopman, A Lucas, M Zamojski
Journal of Econometrics 238 (2), 105635, 2024
42024
Filtering With Confidence: In-sample Confidence Bands For GARCH Filters
M Zamojski
4*
Panta rhei, measurement and discovery of change in financial markets
MJ Zamojski
Amsterdam: Vrije Universiteit, 2017
2017
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