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ECONIS (ZBW)
17
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1
Tail-index estimates in small samples
Huisman, Ronald
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10001568818
Saved in:
2
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
3
The tail-fatness of FX returns reconsidered
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Palm, …
- In:
De economist : Netherlands economic review ; quarterly …
150
(
2002
)
3
,
pp. 299-312
Persistent link: https://www.econbiz.de/10001707164
Saved in:
4
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
5
Regime jumps in electricity prices
Huisman, Ronald
;
Mahieu, Ronald J.
- In:
Energy economics
25
(
2003
)
5
,
pp. 425-434
Persistent link: https://www.econbiz.de/10001790691
Saved in:
6
Fat tails in power prices
Huisman, Ronald
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
Saved in:
7
A comment on: Storage and the electricity forward premium
Treslong, Adriaan Bloys van
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10008664808
Saved in:
8
Electricity futures prices : indirect storability, expectations, and risk premiums
Huisman, Ronald
;
Kilic, Mehtap
- In:
Energy economics
34
(
2012
)
4
,
pp. 892-898
Persistent link: https://www.econbiz.de/10009686700
Saved in:
9
A new measurement method of investor overconfidence
Huisman, Ronald
;
Sar, Nico L. van der
;
Zwinkels, Remco C. J.
- In:
Economics letters
114
(
2012
)
1
,
pp. 69-71
Persistent link: https://www.econbiz.de/10009517282
Saved in:
10
Electricity portfolio management: optimal peak/off-peak allocations
Huisman, Ronald
;
Mahieu, Ronald J.
;
Schlichter, Felix
- In:
Energy economics
31
(
2009
)
1
,
pp. 169-174
Persistent link: https://www.econbiz.de/10003803817
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