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Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000815002
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Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
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Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
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Estimating security betas using prior information based on firm fundamentals
Cosemans, Mathijs; Frehen, Rik; Schotman, Peter C.; … - In: The review of financial studies 29 (2016) 4, pp. 1072-1112
Persistent link: https://www.econbiz.de/10011530007
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Strategic asset allocation for long-term investors : parameter uncertainty and prior information
Hoevenaars, Roy P. P. M.; Molenaar, Roderick D. J.; … - In: Journal of applied econometrics 29 (2014) 3, pp. 353-376
Persistent link: https://www.econbiz.de/10010414892
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Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - 2004
Persistent link: https://www.econbiz.de/10002160978
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Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis; Schotman, Peter C. - In: Journal of econometrics 117 (2003) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
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The term structure in the United States, Japan, and West Germany
Bomhoff, Eduard Jan - In: Carnegie Rochester conference series on public policy : … (1988), pp. 269-314
Persistent link: https://www.econbiz.de/10001061626
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When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C. - In: Journal of empirical finance 8 (2001) 5, pp. 669-694
Persistent link: https://www.econbiz.de/10001655359