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Tijs, Stef
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18
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18
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10
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4
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Discussion paper / Center for Economic Research, Tilburg University
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Time-varying market integration and expected returns in emerging markets
Jong, Frank de
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Roon, Frans de
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623216
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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Observational equivalence of dicrete string models and market models
Kerkhof, Jeroen
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661008
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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2002
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[Elektronische Ressource]
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Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
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Sbuelz, Alessandro
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2003
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[Elektronische Ressource]
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Kriging for interpolation in random simulation
Beers, Wim C. M. van
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2001
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Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro
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Trojani, Fabio
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2002
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The correct kriging variance estimated by bootstrapping
Hertog, Dirk den
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2004
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The risk premium for equity : explanations and implications
Grant, Simon
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Quiggin, John C.
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2001
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Location choice by households and polluting firms : an evolutionary approach
Dijkstra, Bouwe R.
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2004
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