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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Theory"
~person:"Werker, Bas J. M."
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Werker, Bas J. M.
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73
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69
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67
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63
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23
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21
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20
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Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
2
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
3
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
Saved in:
4
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
5
Exchange rate target zones : a new approach
Jong, Frank de
;
Drost, Feike C.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000953843
Saved in:
6
A note on Robinson's test of independence
Drost, Feike C.
;
Werker, Bas J. M.
-
1993
Persistent link: https://www.econbiz.de/10000855021
Saved in:
7
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1998
Persistent link: https://www.econbiz.de/10000978825
Saved in:
8
Serial and nonserial sign-and-rank statistics : asymptotic representation and asymptotic normality
Hallin, Marc
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773695
Saved in:
9
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
10
Semiparametric lower bounds for tail index estimation
Beirlant, Jan
(
contributor
);
Bouquiaux, Christel
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001612058
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