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(50%) Tinbergen InstituutAmsterdam, Netherlands
: +31 (0)20 598 4580
Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)
(50%) School of Business and Economics Amsterdam, Netherlands
Vrije Universiteit Amsterdam
RePEc:edi:fewvunl (more details at EDIRC)
Research outputJump to: Working papers
- Siem Koopman & André Lucas & Marcin Zamojski, 2017. "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers 258, Narodowy Bank Polski, Economic Research Department.
- Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014. "Hedge Fund Innovation," LSF Research Working Paper Series 14-13, Luxembourg School of Finance, University of Luxembourg.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014.
"Hedge Fund Innovation,"
LSF Research Working Paper Series
14-13, Luxembourg School of Finance, University of Luxembourg.
- Agarwal, Vikas & Mullally, Kevin A. & Naik, Narayan Y., 2015. "The Economics and Finance of Hedge Funds: A Review of the Academic Literature," Foundations and Trends(R) in Finance, now publishers, vol. 10(1), pages 1-111, December.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
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