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Werker, Bas J.M.
11
Nijman, Theo E.
6
Drost, Feike C.
4
Werker, Bas J. M.
3
Hallin, Marc
2
Koijen, Ralph S. J.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of financial studies
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OLC EcoSci
ECONIS (ZBW)
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11
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis
de Roon, Frans A.
;
Nijman, Theo E.
;
Werker, Bas J.M.
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 327-350
Persistent link: https://www.econbiz.de/10005887910
Saved in:
12
SHORTER PAPERS - Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
Roon, Frans A.De
;
Nijman, Theo E.
;
Werker, Bas J.M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 721-742
Persistent link: https://www.econbiz.de/10006565413
Saved in:
13
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity
Drost, Feike C.
;
Nijman, Theo E.
;
Werker, Bas J.M.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10008219288
Saved in:
14
Closing the GARCH gap: Continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J.M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10006796324
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