| title | media type | ISBN-13 | year of publica- tion | other author(s) |
|---|---|---|---|---|
| Continuous Time Approach to Financial Volatility | Hardcover | 978-0-521-83440-7 | 2020 | Ole E. Barndorff-Nielsen |
| State Space and Unobserved Component Models: Theory and Applications | Printed Access Code | 978-0-511-61701-0 | 2010 | Andrew Harvey · Siem Jan Koopman |
| State Space and Unobserved Component Models: Theory and Applications | Hardcover | 978-0-521-83595-4 | 2004 | Andrew Harvey · Siem Jan Koopman |
| Stochastic Volatility: Selected Readings | Paperback | 978-0-19-925720-1 | 2005 | |
| Structural Time Series Analyser, Modeller and Predictor: Stamp 5.0 | " | 978-0-412-72230-1 | 1995 | Siem Jan Koopman · Andrew C. Harvey · Jurgen A. Doornik |
| The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry | Hardcover | 978-0-19-923719-7 | 2009 | Jennifer Castle |
| Unobserved Components and Time Series Econometrics | " | 978-0-19-968366-6 | 2015 | Siem Jan Koopman |
Cambridge University Press · Chapman and Hall · Oxford University Press