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High frequency analysis of lead-lag relationships between financial markets
Jong, Frank de; Nijman, Theodore E. - 1995
Persistent link: https://www.econbiz.de/10000912248
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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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
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000847144
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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
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000975669
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Testing for mean-variance spanning : a survey
Roon, Frans de; Nijman, Theodore E. - 1998
Persistent link: https://www.econbiz.de/10000997542
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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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Minimum MSE estimation of a regression model with fixed effects from a series of cross sections
Verbeek, Marno; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000828572