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~institution:"Erasmus Research Institute of Management"
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Erasmus Research Institute of Management
Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa
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Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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2
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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3
Fat tails in power prices
Huisman, Ronald
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
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4
Being in balance : economic efficiency in the Dutch power market
Huisman, Ronald
(
contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002191316
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