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Market timing : a decomposition of mutual fund returns
Swinkels, Laurens (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001806367
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Return-based style analysis with time-varying exposures
Swinkels, Laurens (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630507
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646679
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001528578
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Survival, look-ahead bias ant [and] the persistence in hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733013
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Return-based style analysis with time-varying exposures
Swinkels, Laurens; Sluis, Pieter J. van der - In: The European journal of finance 12 (2006) 6/7, pp. 529-552
Persistent link: https://www.econbiz.de/10003382844
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E.; Swinkels, Laurens; Verbeek, Marno - In: Journal of empirical finance 11 (2004) 4, pp. 461-481
Persistent link: https://www.econbiz.de/10002145197
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
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Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000961545
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EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der - 1998
Econometric estimation using simulation techniques, such as the efficient method of moments, may betime consuming. The use of ordinary matrix programming languages such as Gauss, Matlab, Ox or S-plus will very often cause extra delay. For the Efficient Method of Moments implemented to...
Persistent link: https://www.econbiz.de/10010533201