Monique Timmermans

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

137

TOTAL CITATIONS

6

Scholarly Papers (1)

1.

Cyclical Patterns in Risk Indicators Based on Financial Market Infrastructure Transaction Data

De Nederlandsche Bank Working Paper No. 558
Number of pages: 29 Posted: 13 Jun 2017
Monique Timmermans, Ronald Heijmans and Hennie Daniels
De Nederlandsche Bank, De Nederlandsche Bank and Erasmus Research Institute of Management (ERIM)
Downloads 137 (453,915)
Citation 6

Abstract:

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ARIMA, TBATS, Time Series, TARGET2, Cyclical Patterns