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Mixtures of tails in clustered automobile collision claims
Kalb, G.R.J.; Kofman, P.; Vorst, T.C.F. - In: Insurance / Mathematics & economics 18 (1996) 2, pp. 89-108
Persistent link: https://www.econbiz.de/10006934733
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The impact of firm specific news on implied volatilities
Donders, M.W.M.; Vorst, T.C.F. - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1462
Persistent link: https://www.econbiz.de/10005908654
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A Threshold Error-correction Model for Intraday Futures and Index Returns
Martens, M.; Kofman, P.; Vorst, T.C.F. - In: Journal of applied econometrics 13 (1998) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10006993241
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Mixtures of Tails in Clustered Automobile Claims.
Kalb, G.R.J.; Kofman, P.; Vorst, T.C.F. - Department of Econometrics and Business Statistics, … - 1995
Persistent link: https://www.econbiz.de/10005581122
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A Threshold Error Correction Model for Intraday Futures and Index Returns.
Martens, M.; Kofman, P.; Vorst, T.C.F. - Department of Econometrics and Business Statistics, … - 1995
Persistent link: https://www.econbiz.de/10005581157
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Binominal Models for Some Path-Dependent Options.
Cheuk, T.H.F.; Vorst, T.C.F. - Econometrisch Instituut, Faculteit der Economische … - 1994
Persistent link: https://www.econbiz.de/10005660884