Siem Jan Koopman is affiliated with Vrije Universiteit Amsterdam in the Netherlands. Their research primarily focuses on Economics, Econometrics, and Finance, with a significant portion of work dedicated to subfields such as Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Global and Planetary Change, and Atmospheric Science.
The main topics explored in Koopman's research include Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Atmospheric and Environmental Gas Dynamics, Stochastic Processes and Financial Applications, and Climate Change Policy and Economics.
Koopman has been published frequently in several venues, notably:
Among recent papers authored or co-authored by Koopman are:
Koopman's frequent co-authors include:
James Durbin;Siem Jan Koopman
Drew Creal;Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas
S.J. Koopman;A.C. Harvey;J.A. Doornik;N. Shephard
J. Durbin;S. J. Koopman
Siem Jan Koopman;Siem Jan Koopman;Borus Jungbacker;Eugenie Hol
Siem Jan Koopman;Neil Shephard;Jurgen A. Doornik
J. Durbin;S.J.M. Koopman
J. Durbin;S.J.M. Koopman
Jacques J.F. Commandeur;Siem Jan Koopman
Gleb Sandmann;Siem Jan Koopman
Drew Creal;Siem Jan Koopman;André Lucas
Siem Jan Koopman;Marius Ooms;M. Angeles Carnero
Andrew C. Harvey;Siem Jan Koopman
Andrew Harvey;Siem Jan Koopman
Siem Jan Koopman
Siem Jan Koopman
Siem Jan Koopman;Andrew C. Harvey;Jurgen A. Doornik;Neil Shephard
Siem Jan Koopman;Eugenie Hol Uspensky
Siem Jan Koopman;Siem Jan Koopman;Roman Kräussl;André Lucas;André Lucas;André B. Monteiro
S.J. Koopman;M.I.P. Mallee;M. van der Wel
Siem Jan Koopman;James Durbin
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