Details about Ronald Huisman
Access statistics for papers by Ronald Huisman.
Last updated 2008-09-18. Update your information in the RePEc Author Service.
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- Search Costs: The Neglected Spread Component
Research Program in Finance Working Papers, University of California at Berkeley View citations (8)
- VaR-x: Fat Tails in Financial Risk Management
Working Papers, Southern California - School of Business Administration View citations (19)
- Hourly electricity prices in day-ahead markets
Energy Economics, 2007, 29, (2), 240-248 View citations (69)
- Regime jumps in electricity prices
Energy Economics, 2003, 25, (5), 425-434 View citations (103)
- Optimal portfolio selection in a Value-at-Risk framework
Journal of Banking & Finance, 2001, 25, (9), 1789-1804 View citations (67)
- Tail-Index Estimates in Small Samples
Journal of Business & Economic Statistics, 2001, 19, (2), 208-16 View citations (88)
- Extreme support for uncovered interest parity
Journal of International Money and Finance, 1998, 17, (1), 211-228 View citations (51)
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