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18
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12
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101
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
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102
Success and failure of technical analysis in the cocoa futures market
Boswijk, Herman Peter
;
Griffioen, Gerwin
;
Hommes, Cars H.
- In:
Progress in financial markets research
,
(pp. 25-70)
.
2012
Persistent link: https://www.econbiz.de/10009678570
Saved in:
103
Method of moments estimation of GO-GARCH models
Boswijk, Herman Peter
;
Weide, Roy van der
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 118-126
Persistent link: https://www.econbiz.de/10009270436
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104
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter
;
Doornik, Jurgen A.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
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105
On the econometrics of the bass diffusion model
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003012845
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106
Behavioral heterogeneity in stock prices
Boswijk, Herman Peter
;
Hommes, Cars H.
;
Manzan, Sebastiano
-
2005
Persistent link: https://www.econbiz.de/10002902226
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107
Why frequency matters for unit root testing
Boswijk, Herman Peter
;
Klaassen, Franc
-
2004
Persistent link: https://www.econbiz.de/10002460692
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108
The econometrics of the Bass diffusion model
Boswijk, Herman Peter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701311
Saved in:
109
Semi-nonparametric cointegration testing
Boswijk, Herman Peter
;
Lucas, André
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10001657609
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110
How large is average economic growth? : Evidence from a robust method
Boswijk, Herman Peter
;
Franses, Philip Hans
-
2001
Persistent link: https://www.econbiz.de/10001639508
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