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ERIM report series research in management
Discussion paper / Tinbergen Institute
65
Econometric Institute research papers
28
International journal of forecasting
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Report / Econometric Institute, Erasmus University Rotterdam
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SSE EFI working paper series in economics and finance
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
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2012
Persistent link: https://www.econbiz.de/10009664660
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2
Realized mixed-frequency factor models for vast dimensional covariance estimation
Bannouh, Karim
;
Martens, Martin
;
Oomen, Roel
;
Dijk, Dick van
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2012
Persistent link: https://www.econbiz.de/10009664664
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3
The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Chulia-Soler, Helena
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003651504
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4
The success of stock selection strategies in emerging markets : is it risk or behavioral bias?
Hart, Jaap van
(
contributor
);
Zwart, Gerben de
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002674422
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5
Time variation in asset return dependence : strength or structure?
Markwat, Thijs
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contributor
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Kole, Erik
(
contributor
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2009
Persistent link: https://www.econbiz.de/10008664770
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Corporate governance and the cost of debt of large European firms
Schauten, Maximilien Bernard Joseph
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contributor
); …
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2010
Persistent link: https://www.econbiz.de/10008665038
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7
How to identify and forecast bull and bear markets?
Kole, Erik
;
Dijk, Dick van
-
2013
Persistent link: https://www.econbiz.de/10010230032
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8
Do private equity investors take firms private for different reasons?
Fidrmuc, Jana P.
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contributor
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-
2007
Persistent link: https://www.econbiz.de/10003484813
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9
The inefficient use of macroeconomic information in analysts' earnings forecasts in emerging markets
Zwart, Gerben de
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contributor
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Dijk, Dick van
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651601
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10
A recommitment strategy for long term private equity fund investors
Zwart, Gerben de
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contributor
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Frieser, Brian
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contributor
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-
2007
Persistent link: https://www.econbiz.de/10003651655
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