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The optimal design of rotating...
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Theorie
67
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65
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54
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42
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35
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31
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Soest, Arthur van
180
Nijman, Theodore E.
55
van Soest, Arthur
42
Kapteyn, Arie
32
Smith, James P.
22
Gong, Xiaodong
19
Dustmann, Christian
17
Melenberg, Bertrand
17
Das, Marcel
15
Roon, Frans de
14
Werker, Bas J. M.
12
Stancanelli, Elena G. F.
10
Hochgürtel, Stefan
9
Michaud, Pierre-Carl
9
Wengström, Erik
9
Bellemare, Charles
8
Rajah, Najma
8
Verbeek, Marno
8
Alessie, Rob
7
Horst, Jenke R. ter
7
Bhalotra, Sonia R.
6
Bonsang, Eric
6
Callan, Tim
6
Delaney, Liam
6
Kröger, Sabine
6
Toepoel, Vera
6
Vazquez-Alvarez, Rosalia
6
Banks, James
5
Bissonnette, Luc
5
Driessen, Joost
5
Gaudecker, Hans-Martin von
5
Harmon, Colm
5
Hurd, Michael D.
4
Mastrogiacomo, Mauro
4
Nagore, Amparo
4
Saha, Unnati Rani
4
Valente, Christine
4
Vermeer, Niels
4
Zhang, Ping
4
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3
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Center for Economic Research <Tilburg>
19
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1
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1
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124
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36
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7
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7
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4
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4
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
234
EconStor
42
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
Saved in:
2
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
3
High frequency analysis of lead-lag relationships between financial markets
Jong, Frank de
;
Nijman, Theodore E.
-
1995
Persistent link: https://www.econbiz.de/10000912248
Saved in:
4
Pricing term structure risk in futures markets
Nijman, Theodore E.
;
Roon, Frans de
;
Veld, Chris H.
-
1996
Persistent link: https://www.econbiz.de/10000944055
Saved in:
5
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
Saved in:
6
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
7
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
8
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:
9
Style analysis and performance evaluation of dutch mutual funds
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Roon, Frans de
-
1998
Persistent link: https://www.econbiz.de/10000985379
Saved in:
10
Performance analysis of international mutual funds incorporating market frictions
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Roon, Frans de
-
1998
Persistent link: https://www.econbiz.de/10000986442
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