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A Bayesian approach to the empirical valuation of bond options
Schotman, Peter - In: Journal of econometrics 75 (1996) 1, pp. 183-216
Persistent link: https://www.econbiz.de/10006796306
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Price discovery in tick time
Frijns, Bart; Schotman, Peter - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10008323266
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Price discovery in tick time
Frijns, Bart; Schotman, Peter - In: Journal of empirical finance 16 (2009) 5, pp. 759-777
Persistent link: https://www.econbiz.de/10008896103
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A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
Tims, Ben; Mahieu, Ronald - In: Econometric reviews 25 (2006) 2-3, pp. 409-424
Persistent link: https://www.econbiz.de/10007283038
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Electricity portfolio management: Optimal peak-off-peak allocations
Huisman, Ronald; Mahieu, Ronald; Schlichter, Felix - In: Energy economics 31 (2009) 1, pp. 169-174
Persistent link: https://www.econbiz.de/10008162155
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Hourly electricity prices in day-ahead markets
Huisman, Ronald; Huurman, Christian; Mahieu, Ronald - In: Energy economics 29 (2007) 2, pp. 240-248
Persistent link: https://www.econbiz.de/10007616646
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Regime jumps in electricity prices
Huisman, Ronald; Mahieu, Ronald - In: Energy economics 25 (2003) 5, pp. 425-434
Persistent link: https://www.econbiz.de/10007654727
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Electricity portfolio management: Optimal peak/off-peak allocations
Huisman, Ronald; Mahieu, Ronald; Schlichter, Felix - In: Energy economics 31 (2009) 1, pp. 169-175
Persistent link: https://www.econbiz.de/10008890072