Theo Nijman - Publications, H-index & Citations

Theo Nijman

Bocconi University

36H指数

193论文数

6.4K被引数

收录论文 10

发表时间

HEALTH COST RISK: A POTENTIAL SOLUTION TO THE ANNUITY PUZZLE

ECONOMIC JOURNAL

IF3.6

2017-02-01

OAAI

Peijnenburg, Kim; Nijman, Theo; Werker, Bas J. M.

An Anatomy of Commodity Futures Risk Premia

JOURNAL OF FINANCE

IF9.5

2014-01-07

193

PREAI

Szymanowska, Marta; De Roon, Frans; Nijman, Theo; Van den Goorbergh, Rob

Optimal Annuity Risk Management

REVIEW OF FINANCE

IF8.4

2010-04-29

OAAI

Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M.

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

REVIEW OF FINANCIAL STUDIES

IF5.4

2009-09-17

PREAI

Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M.

Testing affine term structure models in case of transaction costs

JOURNAL OF ECONOMETRICS

IF4

2005-05-01

OAAI

Driessen, J; Melenberg, B; Nijman, T

Marginalization and contemporaneous aggregation in multivariate GARCH processes 多元GARCH过程中的边缘化和同期聚集

JOURNAL OF ECONOMETRICS

IF4

1996-03-01

OAAI

Nijman, T; Sentana, E

MINIMUM MSE ESTIMATION OF A REGRESSION-MODEL WITH FIXED EFFECTS FROM A SERIES OF CROSS-SECTIONS

JOURNAL OF ECONOMETRICS

IF4

1993-09-01

OAAI

VERBEEK, M; NIJMAN, T

THE OPTIMAL CHOICE OF CONTROLS AND PREEXPERIMENTAL OBSERVATIONS

JOURNAL OF ECONOMETRICS

IF4

1992-01-01

OAAI

NIJMAN, T; VERBEEK, M

THE EFFICIENCY OF ROTATING-PANEL DESIGNS IN AN ANALYSIS-OF-VARIANCE MODEL

JOURNAL OF ECONOMETRICS

IF4

1991-09-01

OAAI

NIJMAN, T; VERBEEK, M; VANSOEST, A

ESTIMATION OF TIME-DEPENDENT PARAMETERS IN LINEAR-MODELS USING CROSS-SECTIONS, PANELS, OR BOTH

JOURNAL OF ECONOMETRICS

IF4

1990-12-01

OAAI

NIJMAN, T; VERBEEK, M

研究方向