search query: @author Koopman, S. J. / total: 2
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1.
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Journal of Econometrics
1998 : DEC, VOL. 87:2, p. 271-301
 1998 Sandmann, G.
Koopman, S. J.
2.
Detecting shocks: Ouliers and breaks in time series.
Journal of Econometrics
1997 : OCT, VOL. 80:2, p. 387-422
 1997 Koopman, S. J.
Shephard, N.
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