Gorgi, P, Koopman, S J & Lit, R 2019, ' The analysis and forecasting of tennis matches by using a high dimensional dynamic model ', Journal of the Royal Statistical Society. Series A: Statistics in Society, vol. 182, no. 4, pp. 1393-1409 . https://doi.org/10.1111/rssa.12464 Journal of the Royal Statistical Society. Series A: Statistics in Society, 182(4), 1393-1409. Wiley-Blackwell
Koopman, S J & Lit, R 2019, ' Forecasting football match results in national league competitions using score-driven time series models ', International Journal of Forecasting, vol. 35, no. 2, pp. 797-809 . https://doi.org/10.1016/j.ijforecast.2018.10.011 International Journal of Forecasting, 35(2), 797-809. Elsevier
Journal of Econometrics, 214(1), 46-66. Elsevier BV Li, M, Koopman, S J, Lit, R & Petrova, D 2020, ' Long-term forecasting of El Niño events via dynamic factor simulations ', Journal of Econometrics, vol. 214, no. 1, pp. 46-66 . https://doi.org/10.1016/j.jeconom.2019.05.004
Koopman, S J, Lit, R, Lucas, A & Opschoor, A 2018, ' Dynamic discrete copula models for high-frequency stock price changes ', Journal of Applied Econometrics, vol. 33, no. 7, pp. 966-985 . https://doi.org/10.1002/jae.2645 Koopman, S J, Lit, R, Lucas, A & Opschoor, A 2018, ' Dynamic discrete copula models for high-frequency stock price changes ', Journal of Applied Econometrics, vol. 33, no. 7, 33, pp. 966-985 . https://doi.org/10.1002/jae.2645 Journal of Applied Econometrics, 33(7):33, 966-985. John Wiley and Sons Ltd
Koopman, S J M, Lit, R & Lukas, A 2017, ' Intraday Stochastic Volatility in Discrete Price Changes : the Dynamic Skellam Model ', Journal of the American Statistical Association, vol. 112, no. 520, pp. 1490-1503 . https://doi.org/10.1080/01621459.2017.1302878 Journal of the American Statistical Association, 112(520), 1490-1503. Taylor and Francis Ltd. Vrije Universiteit Amsterdam Koopman, S J, Lit, R & Lucas, A 2017, ' Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model ', Journal of the American Statistical Association, vol. 112, no. 520, pp. 1490-1503 . https://doi.org/10.1080/01621459.2017.1302878 Koopman, S J, Lit, R & Lucas, A 2015 ' Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model ' TI Discussion Paper, no. 15-076/IV/DSF94, Tinbergen Institute, Amsterdam . < http://papers.tinbergen.nl/15076.pdf >
Koopman, S J M, Lit, R & Lucas, A 2016, Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States . in M Billio, L Pelizzon & R Savona (eds), Systemic Risk Tomography : Signals, Measurement and Transmission Channels . Elsevier, pp. 151-168 .