Search Results - Werker, B.J.M.

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  1. 1
    Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

    Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models by Drost, Feike C, Akker, Ramon van den, Werker, Bas J.M

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  2. 2
    Short-horizon regulation for long-term investors

    Short-horizon regulation for long-term investors by Shi, Zhen, Werker, Bas J.M.

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  3. 3
    Causality effects in return volatility measures with random times

    Causality effects in return volatility measures with random times by Renault, Eric, Werker, Bas J.M.

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  4. 4
    A class of simple distribution-free rank-based unit root tests

    A class of simple distribution-free rank-based unit root tests by Hallin, Marc, van den Akker, Ramon, Werker, Bas J.M.

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  5. 5
    Bivariate option pricing using dynamic copula models

    Bivariate option pricing using dynamic copula models by van den Goorbergh, Rob W.J., Genest, Christian, Werker, Bas J.M.

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  6. 6
    Semiparametrically efficient inference based on signs and ranks for median-restricted models

    Semiparametrically efficient inference based on signs and ranks for median-restricted models by Hallin, Marc, Vermandele, Catherine, Werker, Bas J. M.

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  7. 7
    Local asymptotic normality and efficient estimation for INAR(p) models

    Local asymptotic normality and efficient estimation for INAR(p) models by Drost, Feike C., Van Den Akker, Ramon, Werker, Bas J. M.

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  8. 8
    Currency hedging for international stock portfolios: The usefulness of mean–variance analysis

    Currency hedging for international stock portfolios: The usefulness of mean–variance analysis by de Roon, Frans A., Nijman, Theo E., Werker, Bas J.M.

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  9. 9
    Papers presented at the DeMoSTAFI conference, Québec, 20-22 May 2004

    Papers presented at the DeMoSTAFI conference, Québec, 20-22 May 2004 by Scarsini, M, Spizzichino, F, Bassan, B, Colangelo, A, Shaked, M, Molina, J.J. Quesada, Sempi, C, Fredricks, G A, Nelsen, R B, Rodríguez-Lallena, J A, Lewandowski, D, Stanhope, S, Frahm, G, Junker, M, Schmidt, R, Goorbergh, R.W.J. van den, Genest, C, Werker, B.J.M., Embrechts, P, Höing, A, Puccetti, G, Mesfioui, M, Quessy, J F

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