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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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High frequency analysis of lead-lag relationships between financial markets
Jong, Frank de; Nijman, Theodore E. - 1995
Persistent link: https://www.econbiz.de/10000912248
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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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An analysis of housing expenditure using semiparametric models and panel data
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000956250
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An analysis of housing expenditure using semiparametric cross-section models
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000956255
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Exchange rate bands and optimal monetary accommodation under a dirty float
Beetsma, Roel; Ploeg, Frederick van der - 1992
Persistent link: https://www.econbiz.de/10000835950
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Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000975669
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Semiparametric estimation of equivalence scales using subjective information
Melenberg, Bertrand; Soest, Arthur van - 1995
Persistent link: https://www.econbiz.de/10000915416