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Erasmus Research Institute of Management
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ERIM report series research in management
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ECONIS (ZBW)
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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
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2
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
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3
Do macroeconomic announcements cause asymetric
volatility
?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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4
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
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5
A GMM test for SSD efficiency
Post, Thierry
(
contributor
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Versijp, Philippe
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
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6
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
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7
Introduction to convex and quasiconvex analysis
Frenk, Johannes G.
(
contributor
);
Kassay, Gábor
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002208344
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8
The impact of innovation and organizational factors on APS adoption : evidence from the Dutch discrete parts industry
Hezewijk, Bart van
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828601
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9
Measuring short- and long-run promotional effectiveness on scanner data using persistence modeling
Dekimpe, Marnik G.
;
Hanssens, Dominique M.
;
Nijs, Vincent R.
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828619
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10
Persistence modeling for assessing marketing strategy performance
Dekimpe, Marnik G.
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828624
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