Feedback to SSRN

 
  • Selected
  • Entire List
 

Werker, Bas J. M.


 SSRN Author Rank: 3,377 by Downloads
 

Tilburg University - Center for Economic Research (CentER)


 Econometrics and Finance Group
 5000 LE Tilburg
 Netherlands
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Werker, Bas J. M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,748
Total
Citations
80
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Optimal Annuity Risk Management | Show Abstract | Download |
CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Koijen, Ralph S. J.
London Business School - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Mar 07
Last Revised:
03 Sep 09
1,115
(9,353)
4

2.   Incl. Electronic Paper
Koijen, Ralph S. J.
London Business School - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Mar 07
Last Revised:
29 Jul 10
1,046
(10,381)
26

3.  
Koijen, Ralph S. J.
London Business School - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
21 Nov 06
625
(22,303)
2

4.  
Currency Hedging for International Stock Portfolios | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2000-21-F&A
Working Paper Series
de Roon, Frans
Tilburg University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
20 Jan 03
566
(25,569)
3

5.  
Incorporating Estimation Risk in Portfolio Choice | Show Abstract | Download |
CentER Working Paper No. 65
Working Paper Series
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
de Roon, Frans
Tilburg University - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
28 Dec 00
555
(26,251)
3

6.  
Ongena, Steven
University of Zurich and SFI
Roscovan, Viorel
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
15 Feb 07
Last Revised:
19 Mar 09
493
(30,778)
8

7.  
Multivariate Option Pricing Using Dynamic Copula Models | Show Abstract | Download |
CentER Discussion Paper No. 2003-122
Working Paper Series
van den Goorbergh, Rob W. J.
Tilburg University - Department of Finance
Genest, Christian
Laval University - Department of Mathematics & Statistics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
21 Jun 04
449
(34,794)
2

8.  
Economic Hedging Portfolios | Show Abstract | Download |
Tilburg University Working Paper
Working Paper Series
van den Goorbergh, Rob W. J.
Tilburg University - Department of Finance
de Roon, Frans
Tilburg University - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
22 May 03
219
(79,722)
 

9.   Incl. Electronic Paper
Peijnenburg, Kim
Bocconi University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
19 Feb 09
Last Revised:
08 Apr 14
187
(93,307)
3

10.  
de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
Hu, Jiehui
Independent
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
17 Feb 09
Last Revised:
29 Nov 13
160
(107,744)
 

11.   Incl. Electronic Paper
Shi, Zhen
University of Melbourne
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
25 Mar 10
Last Revised:
14 Jan 12
144
(118,122)
 

12.  
The Impact of Overnight Periods on Option Pricing | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 3168
Working Paper Series
Boes, Mark-Jan
VU University Amsterdam
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
22 Jul 04
117
(139,639)
4

13.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Sarisoy, Cisil
Tilburg University - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
14 Jul 13
Last Revised:
29 Jul 14
107
(149,180)
 

14.  
Peijnenburg, Kim
Bocconi University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
19 Feb 10
Last Revised:
11 Jul 13
98
(158,608)
5

15.  
Stochastic Volatility Models with Transaction Time Risk | Show Abstract | Download |
CentER Discussion Paper No. 2004-24
Working Paper Series
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
24 Jun 04
94
(163,155)
3

16.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
van der Heijden, Thijs
University of Melbourne - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
13 Sep 12
Last Revised:
05 Mar 14
88
(170,457)
2

17.  
A Simple Asymptotic Analysis of Residual-Based Statistics | Show Abstract | Download |
CentER Discussion Paper No. 2003-118
Working Paper Series
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
16 Jul 04
71
(194,036)
2

18.   Incl. Electronic Paper
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Jun 06
Last Revised:
18 Jan 14
66
(201,962)
3

19.   Incl. Electronic Paper
Boon, Ling-Ni
Amundi Asset Management
Briere, Marie
Amundi Asset Management
Gresse, Carole
Université Paris-Dauphine
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
26 Feb 14
Last Revised:
26 Mar 14
62
(208,685)
 

20.  
Segers, Johan
Catholic University of Louvain (UCL)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
21 Apr 08
57
(217,593)
1

21.   Incl. Electronic Paper
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
22 May 07
Last Revised:
22 Mar 13
56
(219,499)
2

22.  
An Alternative Asymptotic Analysis of Residual-Based Statistics | Show Abstract | Download |
CentER Discussion Paper No. 2004-56
Working Paper Series
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
03 Sep 04
49
(233,511)
2

23.   Incl. Electronic Paper
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
20 Jul 13
Last Revised:
15 Aug 13
43
(246,631)
 

24.  
Note on Integer-Valued Bilinear Time Series Models | Show Abstract | Download |
CentER Discussion Paper Series No. 2007-47
Working Paper Series
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Aug 07
43
(246,631)
2

25.  
An Asymptotic Analysis of Nearly Unstable Inar (1) Models | Show Abstract | Download |
CentER Discussion Paper No. 2006-44
Working Paper Series
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Jun 06
41
(251,143)
2

26.  
Pazdera, Jaroslav
Tilburg University - Center for Economic Research (CentER)
Schumacher, J. M.
Tilburg University - Center for Economic Research (CentER)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
19 Apr 13
Last Revised:
28 Mar 14
38
(258,367)
 

27.   Incl. Electronic Paper
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
30 Jul 10
Last Revised:
23 Jan 11
31
(277,417)
 

28.  
A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests | Show Abstract | Download |
CentER Discussion Paper Series No. 2009-02
Working Paper Series
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
13 Jan 09
28
(286,920)
 

29.  
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Vermandele, Catherine
Université Libre de Bruxelles (ULB)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
21 Jun 04
24
(301,224)
1

30.  
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
07 Sep 13
Last Revised:
14 Feb 14
20
(317,206)
 

31.  
Segers, Johan
Catholic University of Louvain (UCL)
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
12 Aug 13
19
(321,450)
 

32.  
Becheri, I. Gaia
Delft University of Technology
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
11 Jul 13
Last Revised:
26 Mar 14
17
(329,616)
 

33.  
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
07 Sep 13
13
(346,263)
 

34.  
Cooperative Investment in Incomplete Markets Under Financial Fairness | Show Abstract | Download |
Netspar Discussion Paper No. 05/2014-016
Working Paper Series
Pazdera, Jaroslav
Tilburg University - Center for Economic Research (CentER)
Schumacher, J. M.
Tilburg University - Center for Economic Research (CentER)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Jul 14
7
(370,934)
 

35.  
GARCH and Irregularly Spaced Data | Show Abstract |
CentER Working Paper No. 2003-27
Working Paper Series
Meddahi, Nour
University of Montreal - Department of Economics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
26 May 04
 

36.  
Hallin, Marc
ECARES, Universite Libre de Bruxelles
Vermandele, Catherine
Université Libre de Bruxelles (ULB)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
26 May 04
 

37.  
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
20 Mar 97
 


Records 1 - 37 of 37 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 0.766 seconds