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Zwinkels, Remco C. J.'s
Scholarly Papers
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Total
Downloads
2,416 |
Total
Citations
25 |
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1.
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Kouwenberg, Roy
Mahidol University - College of Management Zwinkels, Remco C. J.
Mahidol University - College of Management
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20 Jan 10
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Last Revised:
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02 Mar 11
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680
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3
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Housing market, behavioral finance, heterogeneous agents, bubbles
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2.
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A Volatility Targeting GARCH Model with Time-Varying Coefficients
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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Posted:
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17 Feb 09
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Last Revised:
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15 Jan 10
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234
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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24 Aug 09
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15 Jan 10
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74
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GARCH, time varying coefficients, multinomial logit
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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160
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GARCH, time varying coefficients, multinomial logit
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3.
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Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) van der Sar, Nico
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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24 Dec 11
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Last Revised:
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03 Mar 12
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138
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volatility, uncertainty, dispersion, survey data
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4.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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08 Jul 11
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Last Revised:
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19 Aug 12
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129
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Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets
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5.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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128
(113,172)
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6
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Heterogeneous Agents, Option Markets, Fundamentalists, Chartists
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6.
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de Jong , Eelke
Radboud University Nijmegen - Department of Economics Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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124
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8
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: Heterogeneous expectations; The European Monetary System; Non-linear modelling; Agent-based finance
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7.
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Zwinkels, Remco C. J.
Jongen, Ron
Dutch Central Bank (DNB) Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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124
(116,171)
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Exchange rate expectations, heterogeneity, dispersion of beliefs, bounded rationality, tail behaviour, survey data
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8.
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Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group He, Xuezhong
University of Technology, Sydney (UTS) - School of Finance and Economics Zwinkels, Remco C. J.
University of Technology, Sydney (UTS) - School of Finance and Economics
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07 Dec 09
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Last Revised:
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17 Feb 11
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121
(118,506)
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asset pricing, heterogeneous agents, technical analysis
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9.
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Jongen, Ron
Dutch Central Bank (DNB) Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance Zwinkels, Remco C. J.
University of Luxembourg - Luxembourg School of Finance Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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113
(124,994)
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Chartists, exchange rate expectations, fundamentalists, heterogeneity, dispersion of beliefs, bounded rationality, survey data
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10.
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Schauten, Marc
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Willemstein, Robin
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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20 Feb 11
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Last Revised:
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07 Dec 11
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110
(127,596)
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hedge funds, style analysis, feedback trading, time variation
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11.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Zwinkels, Remco C. J.
Auckland University of Technology - Faculty of Business & Law
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20 Jul 12
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Last Revised:
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18 Feb 13
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103
(133,736)
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Mutual Fund Managers, Style Switching, Feedback Trading
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12.
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van der Holst, Gherben
affiliation not provided to SSRN Zwinkels, Remco C. J.
affiliation not provided to SSRN
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84
(153,177)
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Cross-sectional returns, idiosyncratic volatility, GARCH, implied volatility
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13.
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de Jong, Eelke
Radboud University Nijmegen - Department of Economics Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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78
(160,360)
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3
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heterogeneous expectations, contagion, Asian crisis, dynamic models
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14.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Zwinkels, Remco C. J.
Auckland University of Technology - Faculty of Business & Law
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63
(181,016)
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mutual funds, market timing, heterogeneous agents models
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15.
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Grimaldi, Marianna
Monetary Policy Division Sveriges Riksbank Zwinkels, Remco C. J.
Monetary Policy Division Sveriges Riksbank
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62
(182,527)
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Exchange rate, Heterogeneous agents, Transmission of news, Dynamics
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16.
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Zwinkels, Remco C. J.
Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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55
(195,495)
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heterogeneous agents, currency trading, style investing
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17.
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ter Ellen, Saskia
Erasmus School of Economics Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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35
(233,041)
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foreign exchange expectations, investor sentiment, market anomalies, survey data
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18.
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Goldbaum, David
University of Technology Sydney Zwinkels, Remco C. J.
University of Technology Sydney
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| Posted: |
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23 Nov 11
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Last Revised:
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15 Mar 13
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32
(242,938)
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heterogeneity, discrete choice, foreign exchange, survey expectations
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19.
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Jongen, Ron
Dutch Central Bank (DNB) Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance Zwinkels, Remco C. J.
University of Luxembourg - Luxembourg School of Finance
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3
(334,125)
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5
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exchange rates, expectations, heterogeneity, survey data
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20.
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Zwinkels, Remco C. J.
de Jong , Eelke
Radboud University Nijmegen - Department of Economics Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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Heterogeneous expectations, The European Monetary System, Non-linear modelling, Agent-based finance
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