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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Koopman, Siem Jan"
~person:"Nijman, Theodore E."
~person:"Steel, Mark F. J."
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Koopman, Siem Jan
Nijman, Theodore E.
Steel, Mark F. J.
Kleijnen, Jack P. C.
73
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69
Borm, Peter
67
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63
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24
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23
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22
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22
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22
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20
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ECONIS (ZBW)
49
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1
The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
Saved in:
2
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
Saved in:
3
The dynamics of the impact of past performance on mutual fund flows
Goriaev, Aleksej P.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639099
Saved in:
4
On the empirical evidence of mutual fund strategic risk taking
Goriaev, Aleksej P.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001553991
Saved in:
5
Strategic and tactical allocation to commodities for retirement savings schemes
Nijman, Theodore E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773682
Saved in:
6
Evaluating style analysis
Roon, Frans de
;
Nijman, Theodore E.
;
Horst, Jenke R. ter
-
2000
Persistent link: https://www.econbiz.de/10001501921
Saved in:
7
Signal extraction and the formulation of unobserved components models
Harvey, Andrew
;
Koopman, Siem Jan
-
1999
Persistent link: https://www.econbiz.de/10001377167
Saved in:
8
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
-
1999
-
2. vers
Persistent link: https://www.econbiz.de/10001416198
Saved in:
9
Currency hedging for international stock portfolios : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1999
Persistent link: https://www.econbiz.de/10001450569
Saved in:
10
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
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