22 Discussion Papers

• 24-008/III - Bootstrapping GARCH Models Under Dependent Innovations

  Authors: Eric Beutner, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam; Barend Spanjers, Vrije Universiteit Amsterdam

  Date: January 25, 2024

• 24-003/III - A robust Beveridge-Nelson decomposition using a score-driven approach with an application

  Authors: Francisco Blasques, Vrije Universiteit Amsterdam ; Janneke van Brummelen, Vrije Universiteit Amsterdam ; Paolo Gorgi, Vrije Universiteit Amsterdam ; Siem Jan Koopman, Vrije Universiteit Amsterdam

  Date: January 11, 2024