Werker, Bas J. M. 1969-
Werker, Bas J.M. (Bas Jan Mathieu), 1969-
Werker, Bas, 1969-
Werker, Bas Jan Mathieu
Werker, Bas J. M.
Bas J. M. Werker
VIAF ID: 208242631 (Personal)
Permalink: http://viaf.org/viaf/208242631
Preferred Forms
- 100 0 _ ‡a Bas J. M. Werker
- 100 1 _ ‡a Werker, Bas J. M.
- 100 1 _ ‡a Werker, Bas J. M. ‡d 1969-
- 100 1 _ ‡a Werker, Bas J. M. ‡d 1969-
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- 100 1 _ ‡a Werker, Bas, ‡d 1969-
4xx's: Alternate Name Forms (10)
Works
Title | Sources |
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Adaptiveness in time series models | |
An alternative asymptotic analysis of residual-based statistics | |
Asset pricing with heterogeneous agents and non-normal return distributions. | |
Bewijs en intuïtie in de beleggingstheorie, of, De leer van het geld verliezen? | |
Currency hedging for international stock portfolios : a general approach | |
The dynamics of the impact of past performance on mutual fund flows | |
Economic costs and benefits of imposing short-horizon value-at-risk type regulation | |
Economic hedging portfolios | |
Efficiency gains, bounds, and risk in finance | |
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models | |
Evaluation d'actifs avec agents hétérogènes et rendements non normaux | |
Le financement des régimes de retraite. | |
Garch and irregularly spaced data | |
Health cost risk and optimal retirement provision: a simple rule for annuity demand | |
Improving upon the marginal empirical distribution functions when the copula is known | |
Incorporating estimation risk in portfolio choice | |
Multivariate option pricing using dynamic copula models | |
On quadratic expansions of log likelihoods and a general asymptotic linearity result | |
On the pricing of options in incomplete markets | |
Optimal annuitization with incomplete annuity markets and background risk during retirement | |
Rank-based tests of the cointegrating rank in semiparametric error correction models | |
Residual-based rank specification tests for AR-GARCH type models, 2013: | |
Semiparametric lower bounds for tail index estimation | |
Semiparametrically efficient inference based on signs and ranks for median restricted models | |
Serial and nonserial sign-and-rank statistics : asymptotic representation and asymptotic normality | |
Stakeholders in Pension Finance | |
Statistical methods in financial econometrics | |
Stochastic volatility models with transaction time risk | |
Three essays in applied macroeconomics and time series analysis |