Charles S. Bos at IDEAS
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about: Charles S. Bos
Personal Details | Affiliation | Works
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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 23Affiliation (in no particular order)
Afdeling Econometrie (Department of Econometrics)
Faculteit der Economische Wetenschappen en Bedrijfskunde (Faculty of Economic Sciences, Business Administration and Econometrics)
Vrije Universiteit (VU University Amsterdam)
Location: Amsterdam, Netherlands
Homepage: http://www.feweb.vu.nl/ectrie/
Email:
Phone: (020 59)86010
Fax: (020 59)86020
Postal: De Boelelaan 1105, 1081 HV Amsterdam
Handle: RePEc:edi:ectvunl (registered authors at this institution )
Tinbergen Instituut (Tinbergen Institute)
Location: Amsterdam, Netherlands
Homepage: http://www.tinbergen.nl/
Email:
Phone: +31 (0)20 551 3500
Fax: +31 (0)20 551 3555
Postal: Roetersstraat 31, NL-1018 WB Amsterdam
Handle: RePEc:edi:tinbenl (registered authors at this institution )
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML ,
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Working papers
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!]
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!]
Charles S. Bos & Phillip Gould, 2007.
"Dynamic Correlations and Optimal Hedge Ratios ,"
Tinbergen Institute Discussion Papers
07-025/4, Tinbergen Institute.
[Downloadable!]
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:
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:
Charles S. Bos, 2003.
"Time Series Modelling using TSMod 3.24 ,"
Tinbergen Institute Discussion Papers
03-091/4, Tinbergen Institute.
[Downloadable!] Published as:
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:
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)
Charles S. Bos, 2002.
"A Comparison of Marginal Likelihood Computation Methods ,"
Tinbergen Institute Discussion Papers
02-084/4, Tinbergen Institute.
[Downloadable!]
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.
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!]
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!]
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:
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:
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:
Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk ,"
Tinbergen Institute Discussion Papers
99-082/4, Tinbergen Institute.
[Downloadable!] K. Van Dijk & Luc Bauwens & Charles Bos, 2000.
"Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk ,"
Computing in Economics and Finance 2000
145, Society for Computational Economics.
Bauwens, L. & Bos, C.S. & Van Dijk, H.K., 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk ,"
Papers
9957, Catholique de Louvain - Center for Operations Research and Economics.
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:
Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Papers
9936/a, Erasmus University of Rotterdam - Econometric Institute.
Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Tinbergen Institute Discussion Papers
99-078/4, Tinbergen Institute.
[Downloadable!] Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Tinbergen Institute Discussion Papers
01-017/4, Tinbergen Institute.
[Downloadable!] C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000.
"Daily exchange rate behaviour and hedging of currency risk ,"
Econometric Institute Report
201, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Econometric Society World Congress 2000 Contributed Papers
0504, Econometric Society.
[Downloadable!] Published as:
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!]
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
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:
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)
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:
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)
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:
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:
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:
Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Papers
9936/a, Erasmus University of Rotterdam - Econometric Institute.
Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Tinbergen Institute Discussion Papers
99-078/4, Tinbergen Institute.
[Downloadable!] Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Tinbergen Institute Discussion Papers
01-017/4, Tinbergen Institute.
[Downloadable!] C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000.
"Daily exchange rate behaviour and hedging of currency risk ,"
Econometric Institute Report
201, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] 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!] Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000.
"Daily Exchange Rate Behaviour and Hedging of Currency Risk ,"
Econometric Society World Congress 2000 Contributed Papers
0504, Econometric Society.
[Downloadable!]
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):
NEP-ACC : Accounting & Auditing (2) 2001-10-22 2001-10-22
NEP-CBA : Central Banking (2) 2001-10-22 2008-02-23
NEP-CFN : Corporate Finance (1) 2001-05-02
NEP-CMP : Computational Economics (2) 2002-12-02 2004-04-25
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
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
NEP-FIN : Finance (3) 1999-12-01 2004-04-25 2004-04-25
NEP-FMK : Financial Markets (4) 2001-05-02 2001-05-02 2006-01-24 2008-06-21
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
NEP-MAC : Macroeconomics (3) 2006-01-24 2008-02-23 2008-06-21
NEP-MON : Monetary Economics (2) 2006-01-24 2008-02-23
NEP-MST : Market Microstructure (1) 2008-06-21
NEP-ORE : Operations Research (1) 2008-02-23
NEP-RMG : Risk Management (1) 2002-12-17
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This page was last updated on 2008-7-1.
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