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Werker, Bas J. M.


 SSRN Author Rank: 3,454 by Downloads
 

Tilburg University - Center for Economic Research (CentER)


 Econometrics and Finance Group
 5000 LE Tilburg
 Netherlands
 email address

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. 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
7,093
Total
Citations
82
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 This Paper |
CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Number of Pages in PDF File: 53
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
1,132
(10,035)
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
1,048
(11,363)
27

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
628
(24,169)
2

4.  
Currency Hedging for International Stock Portfolios | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2000-21-F&A
Number of Pages in PDF File: 39
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
574
(27,426)
3

5.  
Incorporating Estimation Risk in Portfolio Choice | Show Abstract | Download This Paper |
CentER Working Paper No. 65
Number of Pages in PDF File: 35
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
557
(28,594)
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
536
(30,138)
8

7.  
Multivariate Option Pricing Using Dynamic Copula Models | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2003-122
Number of Pages in PDF File: 21
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
466
(36,124)
2

8.  
Economic Hedging Portfolios | Show Abstract | Download This Paper |
Tilburg University Working Paper
Number of Pages in PDF File: 31
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
223
(84,864)
 

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
205
(92,328)
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
166
(112,682)
 

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
148
(124,613)
 

12.  
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:
21 Jan 15
140
(130,560)
 

13.  
The Impact of Overnight Periods on Option Pricing | Show Abstract | Download This Paper |
EFA 2004 Maastricht Meetings Paper No. 3168
Number of Pages in PDF File: 27
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
122
(145,856)
3

14.  
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
111
(156,542)
2

15.  
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
111
(156,542)
5

16.   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
107
(160,816)
 

17.  
Stochastic Volatility Models with Transaction Time Risk | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2004-24
Number of Pages in PDF File: 28
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
97
(172,206)
3

18.  
A Simple Asymptotic Analysis of Residual-Based Statistics | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2003-118
Number of Pages in PDF File: 29
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
16 Jul 04
73
(205,580)
2

19.   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
68
(213,853)
3

20.   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
65
(219,114)
 

21.  
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
58
(232,428)
1

22.   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
57
(234,387)
2

23.  
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
55
(238,477)
 

24.  
An Alternative Asymptotic Analysis of Residual-Based Statistics | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2004-56
Number of Pages in PDF File: 39
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
03 Sep 04
51
(246,942)
2

25.  
Note on Integer-Valued Bilinear Time Series Models | Show Abstract | Download This Paper |
CentER Discussion Paper Series No. 2007-47
Number of Pages in PDF File: 7
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
48
(255,997)
2

26.  
An Asymptotic Analysis of Nearly Unstable Inar (1) Models | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2006-44
Number of Pages in PDF File: 34
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
(270,472)
2

27.  
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:
13 Feb 15
34
(289,803)
 

28.   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
33
(292,739)
1

29.  
A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests | Show Abstract | Download This Paper |
CentER Discussion Paper Series No. 2009-02
Number of Pages in PDF File: 23
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
(309,261)
 

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
26
(316,654)
 

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
24
(324,670)
 

32.  
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
(324,670)
1

33.  
Drost, Feike C.
Tilburg University - Center for Economic Research (CentER)
van der Heijden, Thijs
University of Melbourne - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
08 Mar 15
15
(363,529)
 

34.  
Cooperative Investment in Incomplete Markets Under Financial Fairness | Show Abstract | Download This Paper |
Netspar Discussion Paper No. 05/2014-016
Number of Pages in PDF File: 33
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
14
(368,230)
 

35.  
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:
09 Jan 15
Last Revised:
14 Jan 15
8
(394,941)
1

36.  
GARCH and Irregularly Spaced Data | Show Abstract |
CentER Working Paper No. 2003-27
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
 

37.  
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
 

38.  
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 - 38 of 38 matches
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