Marcin Zamojski

Marcin Zamojski

University of Gothenburg - Göteborg / Sweden
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202489
Göteborgs universitet
person_outline Marcin Zamojski's MOST POPULAR ARTICLES
1-) Generalized Autoregressive Method of MomentsD Creal, SJ Koopman, A Lucas, M ZamojskiTinbergen Institute Discussion Papers, 2015192015
2-) Hedge Fund InnovationA Siegmann, D Stefanova, M ZamojskiAvailable at SSRN 2170435, 201392013
3-) Dynamic term structure models with score-driven time-varying parameters: estimation and forecastingSJ Koopman, A Lucas, M ZamojskiNational Bank of Poland Working Papers, 201782017
4-) Dynamic trade informativenessBZ Yueshen, M Zamojski, J ZhangAvailable at SSRN 3119538, 202262022
5-) Filtering With Confidence: In-sample Confidence Bands For GARCH FiltersM Zamojski4*