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Publication list

Faculty of Economics and Business - 2006

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211   Article: Comment (on JBES invited adress "Realized variance and market microstructure noise" by P.R. Hansen and A. Lunde).
R.C.A. Oomen in: Journal of Business & Economic Statistics, Vol. 24 (2006), p. 195-202
212   Article: Properties of realized variance under alternative sampling schemes
R.C.A. Oomen in: Journal of Business & Economic Statistics, Vol. 24 (2006), p. 219-237
213   Article: Admission Policies for a Two Class Loss System with General Interarrival Times
E.L. Ormeci, J. van der Wal in: Stochastic Models, Vol. 22 (2006), p. 37-53
214   Chapter: The economics of books
J. van Ours, F. van der Ploeg in: Handboek of the Economics of Art and Culture, volume 1 (2006), p. 721-759-21
215  download 30844 Dissertation: Nonparametric methods in economics and finance : dependence, causality and prediction
V. Panchenko (2006), p. 132
216   Article: Schooling, Capital Constraints and Entrepreneurial Performance: The Endogenous Triangle
S.C. Parker, C.M. van Praag in: Journal of Business & Economic Statistics, Vol. 24 (2006), p. 416-431
217   Report: Luchthavengelden en overheidsheffingen: benchmark van zes Europese luchthavens
M. Pelger, J.G. Veldhuis (2006), p. 20
218  download 228107 Report: Optimal dividends and ALM under unhedgeable risk
A.A.J. Pelsser, R.J.A. Laeven (2006), p. 19
219   Dissertation: Business responses to global climate change
J.M. Pinkse (2006), p. 234
220  download 20322 Dissertation: Stochastic volatility and the pricing of financial derivatives
A.P.C. van der Ploeg (2006), p. 340