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Bas J. M. Werker

SSRN Author Rank: 3,757 by Downloads and 6,388 by Citations

 

Tilburg University - Center for Economic Research (CentER)


 Econometrics and Finance Group
 5000 LE Tilburg
 Netherlands
 email address

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. Bas J. M. Werker's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,071
Total
Citations
77
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 | Open PDF in Browser |
CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Number of Pages in PDF File: 53
Koijen, Ralph S. J.
New York University (NYU) - 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
1,152
(12,055)
4

2.   Incl. Electronic Paper
Koijen, Ralph S. J.
New York University (NYU) - 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
1,052
(14,662)
26

3.  
Koijen, Ralph S. J.
New York University (NYU) - 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
629
(30,597)
2

4.  
Currency Hedging for International Stock Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
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
578
(34,037)
4

5.  
Ongena, Steven
University of Zurich - Department of Banking and Finance
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
569
(27,234)
7

6.  
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
565
(33,893)
3

7.  
Multivariate Option Pricing Using Dynamic Copula Models | Show Abstract | Download This Paper | Open PDF in Browser |
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
478
(41,893)
2

8.   Incl. Electronic Paper
Peijnenburg, Kim
Netspar
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:
27 Jul 16
263
(88,879)
3

9.  
Economic Hedging Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
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
225
(99,982)
 

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
210
(111,858)
 

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
165
(139,812)
 

12.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Sarisoy, Cisil
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
14 Jul 13
Last Revised:
21 Jan 15
162
(105,815)
 

13.  
Peijnenburg, Kim
Netspar
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:
01 Oct 15
158
(145,125)
5

14.   Incl. Electronic Paper
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
151
(150,929)
 

15.  
The Impact of Overnight Periods on Option Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
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
125
(169,504)
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
120
(165,480)
1

17.   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
105
(199,854)
 

18.  
Stochastic Volatility Models with Transaction Time Risk | Show Abstract | Download This Paper | Open PDF in Browser |
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
98
(201,211)
3

19.  
A Simple Asymptotic Analysis of Residual-Based Statistics | Show Abstract | Download This Paper | Open PDF in Browser |
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
74
(247,696)
2

20.   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
71
(255,579)
3

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
64
(270,350)
1

22.  
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
59
(270,350)
1

23.  
Andreou, Elena
University of Cyprus - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
03 Sep 04
51
(291,480)
2

24.  
Note on Integer-Valued Bilinear Time Series Models | Show Abstract | Download This Paper | Open PDF in Browser |
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
49
(301,750)
2

25.  
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
44
(309,920)
2

26.  
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
Last Revised:
02 May 15
41
(261,687)
 

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
40
(309,920)
 

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
38
(339,785)
 

29.  
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
32
(318,510)
 

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
28
(364,281)
 

31.  
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
(364,281)
 

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
25
(389,654)
1

33.  
Pazdera, Jaroslav
Tilburg University - Center for Economic Research (CentER)
Schumacher, J. M.
University of Amsterdam - Department of Quantitative Economics (KE)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
10 Feb 14
Last Revised:
08 Sep 16
15
(439,014)
 

34.  
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
14
(399,176)
 

35.  
Pazdera, Jaroslav
Tilburg University - Center for Economic Research (CentER)
Schumacher, J. M.
University of Amsterdam - Department of Quantitative Economics (KE)
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
01 Jul 14
Last Revised:
27 Sep 16
14
(403,998)
 

36.  
Sarisoy, Cisil
de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
20 Apr 16
 

37.  
Horvath, Ferenc
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
11 Apr 16
Last Revised:
30 Aug 16
0
(165,480)
 

38.  
Zhou, Bo
Tilburg University - Department of Econometrics & Operations Research
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 Mar 16
0
(327,325)
 

39.  
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
 

40.  
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
 

41.  
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
20 Mar 97
 


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