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~institution:"Erasmus Research Institute of Management"
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Franses, Philip Hans
8
Post, Thierry
7
Dekimpe, Marnik G.
5
Bi̇rbi̇l, Ş. İlker
3
Brito, Marisa P. de
3
Frenk, Johannes G.
3
Hallerbach, Winfried G.
3
Hanssens, Dominique M.
3
Kroon, Leo G.
3
Laan, Erwin A. van der
3
Spronk, Jaap
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3
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2
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2
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2
Fang, Shu-Cherng
2
Fok, Dennis
2
Goeij, Peter de
2
Han, Jiye
2
Heuvel, Wilco van den
2
Jans, Raf
2
Kassay, Gábor
2
Koedijk, Kees
2
Koster, René de
2
Lyrio, Marco
2
Mahieu, Ronald J.
2
Marquering, Wessel A.
2
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2
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2
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2
Alfieri, Arianna
1
Antonides, Gerrit
1
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1
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1
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1
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Erasmus Research Institute of Management
National Bureau of Economic Research
8,134
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412
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338
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293
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287
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283
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280
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258
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103
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94
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86
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85
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79
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76
Instituto Valenciano de Investigaciones Económicas
76
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74
Chambre de commerce et d'industrie de Paris
72
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ERIM report series research in management
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ECONIS (ZBW)
74
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1
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
2
Do macroeconomic announcements cause asymetric
volatility
?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
Saved in:
3
The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772012
Saved in:
4
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
5
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
6
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
Saved in:
7
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772106
Saved in:
8
A range-based multivariate model for exchange rate
volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
9
Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry
(
contributor
);
Levy, Haim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693585
Saved in:
10
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
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