Narrow search
Showing 1 - 10 of 61
Cover Image
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.; Schotman, Peter C. - 1994
Persistent link: https://www.econbiz.de/10000904013
Cover Image
An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Cover Image
Neglected common factors in exchange rate volatility
Mahieu, Ronald J.; Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846611
Cover Image
Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - 1994
Persistent link: https://www.econbiz.de/10013444314
Cover Image
When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000818771
Cover Image
On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000815014
Cover Image
Measuring risk attitudes in a natural experiment : data from the television game show lingo
Beetsma, Roel; Schotman, Peter C. - 1998
Persistent link: https://www.econbiz.de/10000680697
Cover Image
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - 1994
Persistent link: https://www.econbiz.de/10000899154
Cover Image
Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761
Cover Image
Measuring risk attitudes in a natural experiment : data from the television game show LINGO
Beetsma, Roel; Schotman, Peter C. - 1998
Persistent link: https://www.econbiz.de/10000979908