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Heij, Christiaan
5
Groenen, Patrick J.F.
2
Hanzon, Bernard
2
Kerkhof, Jeroen
2
Melenberg, Bertrand
2
Schumacher, Hans
2
van Dijk, Dick
2
Brigo, Damiano
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Dijk, Dick Van
1
Exterkate, Peter
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Franses, Philip Hans
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International journal of forecasting
2
Journal of banking & finance
2
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
2
Insurance / Mathematics & economics
1
Journal of forecasting
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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OLC EcoSci
ECONIS (ZBW)
111
RePEc
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USB Cologne (EcoSocSci)
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EconStor
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On some filtering problems arising in mathematical finance
Brigo, Damiano
;
Hanzon, Bernard
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 53-64
Persistent link: https://www.econbiz.de/10006919613
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2
Global Minimization of a Multivariate Polynomial using Matrix Methods
Hanzon, Bernard
;
Jibetean, Dorina
- In:
Journal of global optimization : an international …
27
(
2003
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10007155889
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3
Operational risk and reputation in the financial industry
Kerkhof, Jeroen
;
Melenberg, Bertrand
;
Schumacher, Hans
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10008349477
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4
Model risk and capital reserves
Kerkhof, Jeroen
;
Melenberg, Bertrand
;
Schumacher, Hans
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 267-280
Persistent link: https://www.econbiz.de/10008894545
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5
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Exterkate, Peter
;
Dijk, Dick Van
;
Heij, Christiaan
; …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 193-214
Persistent link: https://www.econbiz.de/10010095335
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6
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
van Dijk, Dick
;
Groenen, Patrick J.F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10007911039
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7
Modeling and prediction of surgical procedure times
Stepaniak, PieterS.
;
Heij, Christiaan
;
deVries, Guus
- In:
Statistica Neerlandica : journal of the Netherlands …
64
(
2010
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008370586
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8
Correcting for survey effects in pre‐election polls
Heij, Christiaan
;
Franses, Philip Hans
- In:
Statistica Neerlandica : journal of the Netherlands …
65
(
2011
)
3
,
pp. 352-371
Persistent link: https://www.econbiz.de/10009177457
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9
Real-time macroeconomic forecasting with leading indicators: An empirical comparison
Heij, Christiaan
;
van Dijk, Dick
;
Groenen, Patrick J.F.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 466-482
Persistent link: https://www.econbiz.de/10008782041
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