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Results: 139
Number of items: 139
  • Boswijk, P., & Hommes, C. (2013). Nobelprijs voor empirische analyse van financiële markten. Economisch-Statistische Berichten, 98(4672), 682-685. http://www.economie.nl/artikel/nobelprijs-voor-empirische-analyse-van-financi%C3%ABle-markten
  • Boswijk, H. P., Cavaliere, G., Rahbek, A., & Taylor, A. M. R. (2013). Inference on co-integration parameters in heteroskedastic vector autoregressions. (Tinbergen Institute Discussion Papers; No. 2013-187/III). Tinbergen Institute. http://papers.tinbergen.nl/13187.pdf
  • van Garderen, K. J., & Boswijk, H. P. (2013). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. (UvA-Econometrics Discussion Paper; No. 2013-05). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2013/1305.pdf
  • Boswijk, H. P., Jansson, M., & Nielsen, M. Ø. (2012). Improved likelihood ratio tests for cointegration rank in the VAR model. (Tinbergen Institute Discussion Papers; No. TI 2012-097/III). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/12097.pdf
  • Boswijk, P., Griffioen, G., & Hommes, C. (2012). Success and failure of technical analysis in the cocoa futures market. In C. Kyrtsou, & C. Vorlow (Eds.), Progress in financial markets research (pp. 25-70). (Financial institutions and services). Nova Science.
  • Boswijk, H. P., & Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series. Journal of Business & Economic Statistics, 30(3), 351-357. https://doi.org/10.1080/07350015.2011.648858
  • Open Access
    Zu, Y. (2012). Essays on nonparametric econometrics of stochastic volatility. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Open Access
    Stakėnas, P. (2012). Fractional integration and cointegration in financial time series. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Open Access
    Gao, Z. (2012). Essays on empirical likelihood in economics. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Open Access
    van der Weide, R. (2012). The time-variation of volatility and the evolution of expectations. [Thesis, fully internal, Universiteit van Amsterdam]. University of Amsterdam.
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