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Authors: DEROON FA NIJMAN TE VELD C

Citation: Fa. Deroon et al., PRICING TERM STRUCTURE RISK IN FUTURES MARKETS, Journal of financial and quantitative analysis, 33(1), 1998, pp. 139-157

Authors: NIJMAN TE PALM FC WALFF CCP

Citation: Te. Nijman et al., PREMIA IN FORWARD FOREIGN-EXCHANGE AS UNOBSERVED COMPONENTS, Journal of business & economic statistics, 11(3), 1993, pp. 361-365

Authors: DROST FC NIJMAN TE

Citation: Fc. Drost et Te. Nijman, TEMPORAL AGGREGATION OF GARCH PROCESSES, Econometrica, 61(4), 1993, pp. 909-927