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Information about:
Charles S. Bos

Personal Details | Affiliation | Works
This is information that was supplied by Charles Bos in registering through RePEc. If you are Charles S. Bos , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Charles
Middle Name: S.
Last Name: Bos
Suffix:

RePEc Short-ID: pbo94

Email:
Homepage: http://www.tinbergen.nl/~cbos/
Postal Address: Dept. of Econometrics & O.R. Vrije Universiteit Amsterdam De Boelelaan 1105 1081 HV Amsterdam The Netherlands
Phone: +31 20 598 60 23

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Charles S. Bos, 2008. "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers 08-011/4, Tinbergen Institute. [Downloadable!]

  2. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute. [Downloadable!]

  3. Charles S. Bos & Phillip Gould, 2007. "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers 07-025/4, Tinbergen Institute. [Downloadable!]

  4. Michel Beine & Charles S. Bos & Sebastian Laurent, 2005. "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers 05-103/4, Tinbergen Institute. [Downloadable!]
    Published as:

  5. Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  6. Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute. [Downloadable!]
    Published as:

  7. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2003. "Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods," Econometric Institute Report 327, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  8. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute. [Downloadable!]

  9. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.

  10. Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute. [Downloadable!]

  11. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Report 278, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  12. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute. [Downloadable!]
    Published as:

  13. C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000. "On the variation of hedging decisions in daily currency risk management," Econometric Institute Report 206, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  14. L. Bauwens & C.S. Bos & H.K. van Dijk, 1999. "Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk," Econometric Institute Report 167, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  15. C.S. Bos & R.J. Mahieu & H.K. van Dijk, 1999. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report 164, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  16. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998. "Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces," Tinbergen Institute Discussion Papers 98-071/4, Tinbergen Institute. [Downloadable!]

  17. Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007. "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, vol. 5(1), pages 154-183. [Downloadable!] (restricted)
    Other versions:

  2. Bos, Charles S. & Justel, Ana, 2005. "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, vol. 21(4), pages 749-754. [Downloadable!] (restricted)

  3. Bos, Charles S, 2004. "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, vol. 20(3), pages 515-522. [Downloadable!] (restricted)
    Other versions:

  4. Koopman S.J. & Bos C.S., 2004. "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 346-357, July. [Downloadable!] (restricted)

  5. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December. [Downloadable!] (restricted)
    Other versions:

  6. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264. [Downloadable!] (restricted)
    Other versions:

  7. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696. [Downloadable!]
    Other versions:

  8. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449. [Downloadable!] (restricted)
    Other versions:

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2001-10-22 2001-10-22
  2. NEP-CBA: Central Banking (2) 2001-10-22 2008-02-23
  3. NEP-CFN: Corporate Finance (1) 2001-05-02
  4. NEP-CMP: Computational Economics (2) 2002-12-02 2004-04-25
  5. NEP-ECM: Econometrics (11) 1999-12-01 1999-12-01 2001-10-22 2002-09-28 2002-12-10 2002-12-18 2004-03-03 2004-04-25 2004-04-25 2008-02-23 2008-06-21 Author is listed
  6. NEP-ETS: Econometric Time Series (6) 2002-09-28 2002-12-17 2004-02-29 2004-04-25 2004-04-25 2008-06-21 Author is listed
  7. NEP-FIN: Finance (3) 1999-12-01 2004-04-25 2004-04-25
  8. NEP-FMK: Financial Markets (4) 2001-05-02 2001-05-02 2006-01-24 2008-06-21
  9. NEP-IFN: International Finance (7) 1999-12-01 2000-01-31 2001-05-02 2001-05-02 2001-10-22 2001-10-22 2006-01-24 Author is listed
  10. NEP-MAC: Macroeconomics (3) 2006-01-24 2008-02-23 2008-06-21
  11. NEP-MON: Monetary Economics (2) 2006-01-24 2008-02-23
  12. NEP-MST: Market Microstructure (1) 2008-06-21
  13. NEP-ORE: Operations Research (1) 2008-02-23
  14. NEP-RMG: Risk Management (1) 2002-12-17
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This page was last updated on 2008-7-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.