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Recent developments in modelling volatility in financial data
Nijman, Theodore E.; Palm, Franz C. - 1991
Persistent link: https://www.econbiz.de/10000827761
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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Empirical tests of a simple pricing model for sugar futures
Nijman, Theodore E.; Beetsma, Roel - 1990
Persistent link: https://www.econbiz.de/10000805947
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809535
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809738
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Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E.; Palm, Franz C. - 1990
Persistent link: https://www.econbiz.de/10000811132
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Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E.; Palm, Franz C. - 1989
Persistent link: https://www.econbiz.de/10000782857
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A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International
Jong, Frank de; Nijman, Theodore E.; Röell, Ailsa - 1993
Persistent link: https://www.econbiz.de/10000871224
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Econometrie van financie͏̈le markten : de bepaling van het risicoprofiel van beleggingen
Nijman, Theodore E.; Jong, Frank de - 1997
Persistent link: https://www.econbiz.de/10000962833
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A risk measure for retail inverstment products
Nijman, Theo; Werker, Bas - In: Advances in corporate finance and asset pricing : [this …, (pp. 473-484). 2006
Persistent link: https://www.econbiz.de/10003318775