Charles Bos
Names
| first: |
Charles |
| middle: |
S. |
| last: |
Bos |
Identifer
Contact
| homepage: |
https://www.cubeddata.nl/c.s.bos/ |
|
| phone: |
+31 20 598 60 23 |
| postal address: |
Dept. of Finance
Vrije Universiteit Amsterdam
De Boelelaan 1105
1081 HV Amsterdam
The Netherlands |
Affiliations
-
Vrije Universiteit Amsterdam
/ School of Business and Economics
/ Finance Department
Research profile
author of:
- Long memory modelling of inflation with stochastic variance and structural breaks (RePEc:aah:create:2007-44)
by Charles S. Bos & Siem Jan Koopman & Marius Ooms - State Space Models With a Common Stochastic Variance (RePEc:bes:jnlbes:v:22:y:2004:p:346-357)
by Koopman S.J. & Bos C.S. - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Adaptive polar sampling with an application to a Bayes measure of value-at-risk (RePEc:cor:louvco:1999057)
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. - Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (RePEc:cor:louvrp:1731)
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D. - The impact of Central Bank FX interventions on currency components (RePEc:cor:louvrp:1980)
by BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:ecm:wc2000:0504)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Long memory with stochastic variance model: A recursive analysis for US inflation (RePEc:eee:csdana:v:76:y:2014:i:c:p:144-157)
by Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius - Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (RePEc:eee:econom:v:123:y:2004:i:2:p:201-225)
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D. - Inflation, forecast intervals and long memory regression models (RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264)
by Bos, Charles S. & Franses, Philip Hans & Ooms, Marius - Time Series Modelling using TSMod 3.24 (RePEc:eee:intfor:v:20:y:2004:i:3:p:515-522)
by Bos, Charles S - On model selection criteria as a starting point for sequential detection of non-linearity (RePEc:eee:intfor:v:21:y:2005:i:4:p:749-754)
by Bos, Charles S. & Justel, Ana - Does the Canadian economy suffer from Dutch disease? (RePEc:eee:resene:v:34:y:2012:i:4:p:468-492)
by Beine, Michel & Bos, Charles S. & Coulombe, Serge - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Explaining Adaptive Radial-Based Direction Sampling (RePEc:ems:eureir:1045)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces (RePEc:ems:eureir:1550)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. - Long memory and level shifts: re-analysing inflation rates (RePEc:ems:eureir:1556)
by Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S. - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1605)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - On the variation of hedging decisions in daily currency risk management (RePEc:ems:eureir:1653)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1657)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods (RePEc:ems:eureir:1722)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods (RePEc:ems:eureir:555)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (RePEc:ems:eureir:7712)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Daily exchange rate behaviour and hedging of currency risk (RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696)
by Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk - A Bayesian Analysis of Unobserved Component Models Using Ox (RePEc:jss:jstsof:v:041:i13)
by Bos, Charles S. - Does the Canadian economy suffer from Dutch Disease? (RePEc:luc:wpaper:09-06)
by Michel Beine & Charles Bos & Serge Coulombe - Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (RePEc:nuf:econwp:042)
by Charles S. Bos & Neil Shephard - Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing (RePEc:oup:jfinec:v:10:y:2012:i:2:p:354-389)
by Charles S. Bos & Paweł Janus & Siem Jan Koopman - The Impact of Central Bank FX Interventions on Currency Components (RePEc:oup:jfinec:v:5:y:2007:i:1:p:154-183)
by Michel Beine & Charles S. Bos & Sébastien Laurent - Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk (RePEc:sce:scecf0:145)
by K. Van Dijk & Luc Bauwens & Charles Bos - Adaptive Polar Sampling (RePEc:sce:scecf2:307)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest - Long memory and level shifts: Re-analyzing inflation rates (RePEc:spr:empeco:v:24:y:1999:i:3:p:427-449)
by Philip Hans Franses & Marius Ooms & Charles S. Bos - Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:219-244)
by Charles Bos & Neil Shephard - Long Memory and Level Shifts: Re-Analyzing Inflation Rates (RePEc:tin:wpaper:19980039)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces (RePEc:tin:wpaper:19980071)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:19990078)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (RePEc:tin:wpaper:19990082)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:20010017)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - On the Variation of Hedging Decisions in Daily Currency Risk Management (RePEc:tin:wpaper:20010018)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Inflation, Forecast Intervals and Long Memory Regression Models (RePEc:tin:wpaper:20010029)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - A Comparison of Marginal Likelihood Computation Methods (RePEc:tin:wpaper:20020084)
by Charles S. Bos - Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series (RePEc:tin:wpaper:20020113)
by Siem Jan Koopman & Charles S. Bos - Time Series Modelling using TSMod 3.24 (RePEc:tin:wpaper:20030091)
by Charles S. Bos - Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form (RePEc:tin:wpaper:20040015)
by Charles S. Bos & Neil Shephard - The Impact of Central Bank FX Interventions on Currency Components (RePEc:tin:wpaper:20050103)
by Michel Beine & Charles S. Bos & Sebastian Laurent - Dynamic Correlations and Optimal Hedge Ratios (RePEc:tin:wpaper:20070025)
by Charles S. Bos & Phillip Gould - Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks (RePEc:tin:wpaper:20070099)
by C.S. Bos & S.J. Koopman & M. Ooms - Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility (RePEc:tin:wpaper:20080011)
by Charles S. Bos - Does the Canadian Economy suffer from Dutch Disease? (RePEc:tin:wpaper:20090096)
by Michel Beine & Charles S. Bos & Serge Coulombe - Spot Variance Path Estimation and its Application to High Frequency Jump Testing (RePEc:tin:wpaper:20090110)
by Charles S. Bos & Pawel Janus & Siem Jan Koopman - Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production (RePEc:tin:wpaper:20100017)
by Charles S. Bos & Siem Jan Koopman - A Bayesian Analysis of Unobserved Component Models using Ox (RePEc:tin:wpaper:20110048)
by Charles S. Bos - Relating Stochastic Volatility Estimation Methods (RePEc:tin:wpaper:20110049)
by Charles S. Bos - A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data (RePEc:tin:wpaper:20130155)
by Charles S. Bos & Pawel Janus - Market power in California's water market (RePEc:tin:wpaper:20210011)
by Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos - The impact of Central Bank FX interventions on currency components (RePEc:ulb:ulbeco:2013/10419)
by Michel Beine & Charles Bos & Sébastien Laurent - Market power in California’s water market (RePEc:urv:wpaper:2072/534854)
by Tomori, Françeska & Ansink, Erik & Houba, Harold & Hagerty, Nick & Bos, Charles - Market power in California's water market (RePEc:wly:ajagec:v:106:y:2024:i:3:p:1274-1299)
by Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos