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~person:"Roon, Frans de"
~subject:"Econometrics"
~subject:"Welt"
~type:"book"
~type_genre:"Multi-volume publication"
~type_genre:"Working Paper"
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Roon, Frans de
Gouriéroux, Christian
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Report / Erasmus Center for Financial Research, Erasmus University
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Discussion paper / Center for Economic Research, Tilburg University
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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
Saved in:
2
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.
-
1997
Persistent link: https://www.econbiz.de/10000969024
Saved in:
3
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
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