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~institution:"CentER for Economic Research, Universiteit van Tilburg"
~institution:"Department of Economics, Pennsylvania State University"
~institution:"London School of Economics (LSE)"
~person:"Nijman, T.E."
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Nijman, T.E.
Hilber, Christian A. L.
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CentER for Economic Research, Universiteit van Tilburg
Department of Economics, Pennsylvania State University
London School of Economics (LSE)
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Recent Developments in Modeling Volatility in Financial Data.
Nijman, T.E.
;
Palm, F.C.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005775451
Saved in:
2
Premia in Forward Foreign Exchange as Unobserved Components.
Nijman, T.E.
;
Palm, F.C.
;
Wolff, C.C.P.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005660442
Saved in:
3
Temporal Aggregation of Garch Processes.
Drost, F.C.
;
Nijman, T.E.
-
CentER for Economic Research, Universiteit van Tilburg
-
1992
Persistent link: https://www.econbiz.de/10005618643
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