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Boswijk, H. Peter's
Scholarly Papers
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1,227 |
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Citations
36 |
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1.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
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477
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7
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Bass diffusion model, representation, estimation
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2.
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Behavioral Heterogeneity in Stock Prices
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Hommes, C. H.
University of Amsterdam Manzan, S.
University of Amsterdam - Department of Quantitative Economics (KE)
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Posted:
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03 Mar 05
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Last Revised:
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04 Feb 09
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362
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27
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Hommes, C. H.
University of Amsterdam Manzan, Sebastiano
City University of New York, CUNY Baruch College, Zicklin School of Business
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186
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27
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heterogeneous expectations, stock prices, bubbles, bounded rationality
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Hommes, C. H.
University of Amsterdam Manzan, S.
University of Amsterdam - Department of Quantitative Economics (KE)
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176
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27
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Asset pricing, behavioral finance, bounded rationality
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3.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Fok, D.
Erasmus Research Institute of Management (ERIM) Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
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142
(102,786)
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1
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Diffusion, international marketing, econometric models
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4.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
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111
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Growth, Unit root, Robust testing
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5.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Klaassen, Franc J. G. M.
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
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109
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1
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Fat tails, GARCH, mean reversion, observation frequency, purchasing-power parity, unit roots
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6.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
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16
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7.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Jansson, Michael
University of California, Berkeley - Department of Economics Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
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10
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Cointegration rank, efficiency, likelihood ratio test, vector autoregression
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8.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics van der Weide, Roy
World Bank
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Multivariate GARCH; Non-Linear Least-Squares; Maximum Likelihood
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9.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Griffioen, Gerwin A. W.
University of Amsterdam - Faculty of Economics and Business (FEB) Hommes, Cars H.
University of Amsterdam - Amsterdam School of Economics (ASE)
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technical analysis, parametric bootstrap techniques, commodity futures, exchange rate
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10.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics Haldrup, Niels
CREATES
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