How sensitive are average derivatives?
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Drost, Feike C & Nijman, Theo E, 1993.
"Temporal Aggregation of GARCH Processes,"
Econometrica, Econometric Society, vol. 61(4), pages 909-927, July.
- Drost, F.C. & Nijman, T.E., 1990. "Temporal Aggregation Of Garch Processes," Papers 9066, Tilburg - Center for Economic Research.
- Drost, F.C. & Nijman, T.E., 1992. "Temporal aggregation of GARCH processes," Other publications TiSEM afe8fdcf-5f83-44b5-8da3-5, Tilburg University, School of Economics and Management.
- Drost, F.C. & Nijman, T.E., 1994. "Temporal aggregation of GARCH processes," Other publications TiSEM b6718003-2fa5-43bb-a690-d, Tilburg University, School of Economics and Management.
- Drost, F.C. & Nijman, T.E., 1990. "Temporal aggregation of GARCH processes," Discussion Paper 1990-66, Tilburg University, Center for Economic Research.
- Drost, F.C. & Nijman, T.E., 1992. "Temporal Aggregation of Garch Processes," Papers 9240, Tilburg - Center for Economic Research.
- Drost, F.C. & Nijman, T.E., 1990. "Temporal aggregation of GARCH processes," Other publications TiSEM 929bb665-083a-4d60-906d-e, Tilburg University, School of Economics and Management.
- Drost, F.C. & Nijman, T.E., 1993. "Temporal aggregation of GARCH processes," Other publications TiSEM 0642fb61-c7f4-4281-b484-4, Tilburg University, School of Economics and Management.
- Drost, F.C. & Nijman, T.E., 1992. "Temporal aggregation of GARCH processes," Discussion Paper 1992-40, Tilburg University, Center for Economic Research.
- van de Klundert, Theo & van der Ploeg, Frederick, 1989.
"Fiscal Policy and Finite Lives in Interdependent Economies with Real and Nominal Wage Rigidity,"
Oxford Economic Papers, Oxford University Press, vol. 41(3), pages 459-489, July.
- van der Klundert, T.C.M.J. & van der Ploeg, F., 1988. "Fiscal policy and finite lives in interdependent economies with real and nominal wage rigidity," Other publications TiSEM 284e0c5c-09a6-4a8e-82b6-b, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & van der Ploeg, F., 1990. "Fiscal policy and finite lives in interdependent economies with real and nominal wage rigidity," Other publications TiSEM fd2b36cc-0278-4a33-8169-8, Tilburg University, School of Economics and Management.
- van der Klundert, T.C.M.J. & van der Ploeg, F., 1988. "Fiscal policy and finite lives in interdependent economies with real and nominal wage rigidity," Discussion Paper 1988-1, Tilburg University, Center for Economic Research.
- van Wijnbergen, Sweder, 1992.
"Intertemporal Speculation, Shortages and the Political Economy of Price Reform,"
Economic Journal, Royal Economic Society, vol. 102(415), pages 1395-1406, November.
- van Wijnbergen, S., 1991. "Intertemporal Speculation, Shortages and the Political Economy of Price Reform," Discussion Paper 1991-49, Tilburg University, Center for Economic Research.
- van Wijnbergen, S., 1993. "Intertemporal speculation, shortages and the political economy of price reform," Other publications TiSEM 634903e7-f3cf-40e9-9868-2, Tilburg University, School of Economics and Management.
- van Wijnbergen, S., 1991. "Intertemporal Speculation, Shortages and the Political Economy of Price Reform," Other publications TiSEM 1340a8bd-1389-4148-b21a-6, Tilburg University, School of Economics and Management.
- Van Wijnbergen, S., 1991. "Intertemporal Speculation , Shortages annd the Political Economy of Price Reform," Papers 9149, Tilburg - Center for Economic Research.
- Magnus, Jan R. & Pesaran, Bahram, 1989.
"The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept,"
Journal of Econometrics, Elsevier, vol. 42(2), pages 157-179, October.
- Magnus, J.R. & Pesaran, B., 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 9cfd5ae9-e1f8-4184-8b32-3, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 7e639692-03d0-4464-a966-8, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W., 1993.
"Central bank independence in twelve industrial countries,"
Other publications TiSEM
0401b17a-e2c7-4179-ace9-a, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Schaling, E., 1993. "Central bank independence in twelve industrial countries," Other publications TiSEM a8720614-d5b9-4252-9afe-9, Tilburg University, School of Economics and Management.
- Bomze, I.M. & van Damme, E.E.C., 1990.
"A dynamical characterization of evolutionarily stable states,"
Discussion Paper
1990-45, Tilburg University, Center for Economic Research.
- Bomze, I.M. & Van Damme, E.E.C., 1990. "A Dynamical Characterization Of Evolutionarity Stable States," Papers 9045, Tilburg - Center for Economic Research.
- Bomze, I.M. & van Damme, E.E.C., 1993. "A dynamical characterization of evolutionarily stable states," Other publications TiSEM f2f34b4e-12da-41ac-a4a1-7, Tilburg University, School of Economics and Management.
- van Damme, E.E.C. & Bomze, I.M., 1992. "A dynamical characterization of evolutionary stable states," Other publications TiSEM a83e5654-f9b7-4899-9b89-d, Tilburg University, School of Economics and Management.
- Bomze, I.M. & van Damme, E.E.C., 1990. "A dynamical characterization of evolutionarily stable states," Other publications TiSEM 62b460c7-15b1-41b5-80ac-b, Tilburg University, School of Economics and Management.
- Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992.
"The Compromise Value for NTU-Games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM cb1df340-6f44-4cb5-ae3b-4, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1993. "The compromise value for NTU-games," Other publications TiSEM 27c574e5-d810-484c-a668-3, Tilburg University, School of Economics and Management.
- Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM 8385282a-94b7-4399-9b2e-9, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Discussion Paper 1992-18, Tilburg University, Center for Economic Research.
- Kapteyn, Arie & de Zeeuw, Aart, 1991.
"Changing incentives for economic research in the Netherlands,"
European Economic Review, Elsevier, vol. 35(2-3), pages 603-611, April.
- Kapteyn, A.J. & de Zeeuw, A.J., 1990. "Changing incentives for economic research in the Netherlands," Research Memorandum FEW 461, Tilburg University, School of Economics and Management.
- Kapteyn, A.J. & de Zeeuw, A.J., 1990. "Changing incentives for economic research in the Netherlands," Other publications TiSEM b3f2af74-731b-4c86-bcb6-f, Tilburg University, School of Economics and Management.
- Kapteyn, A.J. & de Zeeuw, A.J., 1991. "Changing incentives for economic research in the Netherlands," Other publications TiSEM 5a2589b6-303c-4ab4-9d97-c, Tilburg University, School of Economics and Management.
- Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991. "Bandwidth choice for average derivative estimation," LIDAM Discussion Papers CORE 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- van der Ploeg, F., 1989.
"Two essays on political economy,"
Other publications TiSEM
4256c7b5-8422-47b0-be5b-a, Tilburg University, School of Economics and Management.
- van der Ploeg, F., 1989. "Two essays on political economy," Discussion Paper 1989-9, Tilburg University, Center for Economic Research.
- Van Der Ploeg, F., 1989. "Tow Essays On Political Economy," Papers 8909, Tilburg - Center for Economic Research.
- Kapteyn, Arie & Kooreman, Peter, 1992.
"Household labor supply: What kind of data can tell us how many decision makers there are?,"
European Economic Review, Elsevier, vol. 36(2-3), pages 365-371, April.
- Kapteyn, A.J. & Kooreman, P., 1993. "Household labor supply : What kind of data can tell us how many decision makers there are?," Other publications TiSEM 16fc8598-a1e8-4cca-8e6e-8, Tilburg University, School of Economics and Management.
- van der Ploeg, F., 1988.
"Monetary and fiscal policy in interdependent economies with capital accumulation, death and population growth,"
Other publications TiSEM
0f2e8d07-235f-4801-8a3b-5, Tilburg University, School of Economics and Management.
- van der Ploeg, Frederick, 1988. "Monetary and Fiscal Policy in Interdependent Economies with Capital Accumulation, Death and Population Growth," CEPR Discussion Papers 270, C.E.P.R. Discussion Papers.
- van der Ploeg, F., 1988. "Monetary and fiscal policy in interdependent economies with capital accumulation, death and population growth," Discussion Paper 1988-7, Tilburg University, Center for Economic Research.
- Zou, L., 1993. "Ownership structure and efficiency : An incentive mechanism approach," Other publications TiSEM a72a05c2-b3f2-47c7-a003-f, Tilburg University, School of Economics and Management.
- Alessie, Rob & Kapteyn, Arie & Melenberg, Bertrand, 1989.
"The effects of liquidity constraints on consumption Estimation from household panel data,"
European Economic Review, Elsevier, vol. 33(2-3), pages 547-555, March.
- Alessie, R.J.M. & Melenberg, B. & Kapteyn, A.J., 1989. "The effects of liquidity constraints on consumption : Estimation from household panel data," Other publications TiSEM c43d08ee-1fb3-4ee3-8903-d, Tilburg University, School of Economics and Management.
- Alessie, R.J.M. & Kapteyn, A.J. & Melenberg, B., 1990. "The effects of liquidity constraints on consumption : Estimation from household panel data," Other publications TiSEM e377be52-c736-4a42-953e-6, Tilburg University, School of Economics and Management.
- Marini, Giancarlo & van der Ploeg, Frederick, 1988.
"Monetary and Fiscal Policy in an Optimising Model with Capital Accumulation and Finite Lives,"
Economic Journal, Royal Economic Society, vol. 98(392), pages 772-786, September.
- Marini, Giancarlo & van der Ploeg, Frederick, 1987. "Monetary and Fiscal Policy in an Optimizing Model with Capital Accumulation and Finite Lives," CEPR Discussion Papers 167, C.E.P.R. Discussion Papers.
- Marini, G. & van der Ploeg, F., 1990. "Monetary and fiscal policy in an optimising model with capital accumulation and finite lives," Other publications TiSEM 64ea26d5-c6a6-4b29-b145-6, Tilburg University, School of Economics and Management.
- Borm, P.E.M., 1992. "On perfectness concepts for bimatrix games," Other publications TiSEM 9652c2b4-b09f-4c05-846a-3, Tilburg University, School of Economics and Management.
- van der Ploeg, Frederick, 1989. "The Political Economy of Overvaluation," Economic Journal, Royal Economic Society, vol. 99(397), pages 850-855, September.
- van der Ploeg, Frederick, 1989. "Election outcomes and the stockmarket," European Journal of Political Economy, Elsevier, vol. 5(1), pages 21-30.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hans G. Bloemen & Arie Kapteyn, 1993.
"The Joint Estimation of a Non-Linear Labour Supply Function and a Wage Equation Using Simulated Response Probabilities,"
Annals of Economics and Statistics, GENES, issue 29, pages 175-205.
- Bloemen, H.G. & Kapteyn, A.J., 1992. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Other publications TiSEM 82147653-e95c-457b-8bcc-5, Tilburg University, School of Economics and Management.
- Bloemen, H.G. & Kapteyn, A.J., 1992. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Discussion Paper 1992-29, Tilburg University, Center for Economic Research.
- Bloemen, H.G. & Kapteyn, A.J., 1993. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Other publications TiSEM 50e74c07-ce1e-46f8-8a26-c, Tilburg University, School of Economics and Management.
- Bloemen, H.G. & Kapteyn, A., 1992. "The Joint Estimation of Non-Linear Labour Supply Function and Wage Equation Using Simulated Respose Probabilities," Papers 9229, Tilburg - Center for Economic Research.
- Bera, A.K. & Lee, S., 1993. "Information matrix test, parameter heterogeneity and ARCH : A synthesis," Other publications TiSEM bf71e9fe-03a8-48f0-8a72-0, Tilburg University, School of Economics and Management.
- Muto, S., 1994. "On licensing policies in Bertrand competition," Other publications TiSEM ef5dd5db-f744-4695-b669-3, Tilburg University, School of Economics and Management.
- Verbon, H.A.A. & Verhoeven, M.J.M., 1993. "Decision making on pension schemes under rational expectations," Other publications TiSEM c3143bc8-ccb5-473d-9a6b-3, Tilburg University, School of Economics and Management.
- Theodore E. Nijman & Roel Beetsma, 1991.
"Empirical Tests of a Simple Pricing Model for Sugar Futures,"
Annals of Economics and Statistics, GENES, issue 24, pages 121-131.
- Nijman, T.E. & Beetsma, R.M.W.J., 1990. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM 319a41dd-cefc-4842-b4e7-1, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Beetsma, R.M.W.J., 1993. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM dd35375b-390f-42fe-97e5-b, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Beetsma, R.M.W.J., 1990. "Empirical tests of a simple pricing model for sugar futures," Discussion Paper 1990-68, Tilburg University, Center for Economic Research.
- Nijman, T. & Beetsma, R., 1990. "Empirical Tests Of A Simple Pricing Model For Sugar Futures," Papers 9068, Tilburg - Center for Economic Research.
- Nijman, T.E. & Beetsma, R.M.W.J., 1991. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM bf4e6378-ad42-48bf-9a98-e, Tilburg University, School of Economics and Management.
- Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992.
"The Compromise Value for NTU-Games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM cb1df340-6f44-4cb5-ae3b-4, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1993. "The compromise value for NTU-games," Other publications TiSEM 27c574e5-d810-484c-a668-3, Tilburg University, School of Economics and Management.
- Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM 8385282a-94b7-4399-9b2e-9, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Discussion Paper 1992-18, Tilburg University, Center for Economic Research.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1992.
"The degree of financial integration in the European Community,"
Research Memorandum
FEW 540, Tilburg University, School of Economics and Management.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1992. "The degree of financial integration in the European Community," Other publications TiSEM 817a9f5a-e221-40ad-976f-7, Tilburg University, School of Economics and Management.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1993. "The degree of financial integration in the European Community," Other publications TiSEM 1d5446e8-2580-40dc-aee9-5, Tilburg University, School of Economics and Management.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1994. "The degree of financial integration in the European Community," Other publications TiSEM aad3c34a-4922-41a7-9f04-5, Tilburg University, School of Economics and Management.
- Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & van Rixtel, Adrian, 1992.
"The Japanese financial system and monetary policy: a descriptive review,"
Japan and the World Economy, Elsevier, vol. 4(4), pages 291-309, December.
- Eijffinger, S.C.W. & van Rixtel, A.A.R.J.M., 1990. "The Japanese financial system and monetary policy : A descriptive review," Research Memorandum FEW 463, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & van Rixtel, A., 1994. "The Japanese financial system and monetary policy : A descriptive review," Other publications TiSEM 43784fac-fc05-4a37-bc5a-5, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Rixtel, A.A.R.J., 1991. "The Japanese financial system and monetary policy : a descriptive review," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Eijffinger, S.C.W. & van Rixtel, A.A.R.J.M., 1990. "The Japanese financial system and monetary policy : A descriptive review," Other publications TiSEM aed8281d-72cf-49af-bfc1-c, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W., 1992. "The Japanese financial system and monetary policy : A descriptive review," Other publications TiSEM 0760249a-e78c-487b-9214-0, Tilburg University, School of Economics and Management.
- van de Klundert, Theo, 1991.
"Reducing external debt in a world with imperfect asset and imperfect commodity substitution,"
European Journal of Political Economy, Elsevier, vol. 7(1), pages 17-40, April.
- van de Klundert, T.C.M.J., 1989. "Reducing external debt in a world with imperfect asset and imperfect commodity substitution," Discussion Paper 1989-27, Tilburg University, Center for Economic Research.
- van de Klundert, T.C.M.J., 1991. "Reducing external debt in a world with imperfect asset and imperfect commodity substitution," Other publications TiSEM c2b704f4-8575-4186-9a8f-3, Tilburg University, School of Economics and Management.
- Van De Klundert, T., 1989. "Reducing External Debt In A World With Imperfect Assets And Imperfect Commodity Substitution," Papers 8929a, Tilburg - Center for Economic Research.
- Zou, L., 1993. "Ownership structure and efficiency : An incentive mechanism approach," Other publications TiSEM a72a05c2-b3f2-47c7-a003-f, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J., 1990. "Crowding out and the wealth of nations," Other publications TiSEM d6eea456-db46-4fba-a9b8-7, Tilburg University, School of Economics and Management.
- Bovenberg, A.L., 1994. "Investment-promoting policies in open economies : The importance of intergenerational and international distributional effects," Other publications TiSEM be140a39-7a76-4f99-8a61-2, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & Smulders, J.A., 1991.
"Reconstructing growth theory : A survey,"
Other publications TiSEM
19355c51-17eb-4d5d-aa66-b, Tilburg University, School of Economics and Management.
- van de Klundert, T.C.M.J. & Smulders, J.A., 1993. "Reconstructing growth theory : A survey," Other publications TiSEM ed4275fb-b14f-4175-a63f-6, Tilburg University, School of Economics and Management.
- Smulders, J.A. & van de Klundert, T.C.M.J., 1992. "Reconstructing growth theory : A survey," Other publications TiSEM 0f3091a3-a914-470c-8a90-2, Tilburg University, School of Economics and Management.
- Van de Klundert, T. & Smulders, S., 1991. "Recontructing Growth Theory : A Survey," Papers 9146, Tilburg - Center for Economic Research.
- van de Klundert, T.C.M.J. & Smulders, J.A., 1991. "Reconstructing growth theory : A survey," Discussion Paper 1991-46, Tilburg University, Center for Economic Research.
- Eijffinger, S.C.W. & Gruijters, A.P.D., 1989.
"On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market,"
Other publications TiSEM
cd65eff1-5f9e-4262-8f38-b, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Gruijters, A., 1993. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM 10b9ba51-3d4a-43a2-8d01-b, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Research Memorandum FEW 394, Tilburg University, School of Economics and Management.
- van Wijnbergen, Sweder, 1992.
"Trade Reform, Policy Uncertainty, and the Current Account: A Non-Expected-Utility Approach,"
American Economic Review, American Economic Association, vol. 82(3), pages 626-633, June.
- van Wijnbergen, Sweder, 1990. "Trade Reform, Policy Uncertainty and the Current Account : A Non-Expected Utility Approach," CEPR Discussion Papers 441, C.E.P.R. Discussion Papers.
- Van Wijnbergen, S., 1991. "Trade Reform, Policy Uncertainty and the Current Account : A Non-Expected Utility Approach," Papers 9148, Tilburg - Center for Economic Research.
- van Wijnbergen, S., 1991. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Discussion Paper 1991-48, Tilburg University, Center for Economic Research.
- van Wijnbergen, S., 1991. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM 03ba3f36-1d65-493d-b7b7-0, Tilburg University, School of Economics and Management.
- van Wijnbergen, S., 1993. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM dd672b28-6648-4b14-8ad3-8, Tilburg University, School of Economics and Management.
- Strijbosch, L.W.G. & Heuts, R.M.J., 1994. "Investigating several alternatives for estimating the lead time demand distribution in a continuous review inventory model," Other publications TiSEM dc1f886c-0122-4da9-9598-8, Tilburg University, School of Economics and Management.
- Mathieu-Bolh, Nathalie, 2017. "Can tax reforms help achieve sustainable development?," Resource and Energy Economics, Elsevier, vol. 50(C), pages 135-163.
- Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
- de Jong, F.C.J.M. & Kemna, A. & Kloek, T., 1992. "A contribution to event study methodology with an application to the Dutch stock market," Other publications TiSEM 7805a40a-1e85-4621-ac05-0, Tilburg University, School of Economics and Management.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:07ea66d2-29d5-4ec9-a59d-8d22d91b4303. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.