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Details about Ronald Huisman

E-mail:
Homepage:http://people.few.eur.nl/rhuisman/
Workplace:Capaciteitsgroep Toegepaste Economie (Department of Applied Economics), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Ronald Huisman.

Last updated 2008-09-18. Update your information in the RePEc Author Service.

Short-id: phu61

Jump to Journal Articles

Working Papers

1998

  1. Search Costs: The Neglected Spread Component
    Research Program in Finance Working Papers, University of California at Berkeley Downloads View citations (8)
  2. VaR-x: Fat Tails in Financial Risk Management
    Working Papers, Southern California - School of Business Administration View citations (28)

Journal Articles

2007

  1. Hourly electricity prices in day-ahead markets
    Energy Economics, 2007, 29, (2), 240-248 Downloads View citations (114)

2003

  1. Regime jumps in electricity prices
    Energy Economics, 2003, 25, (5), 425-434 Downloads View citations (175)

2001

  1. Optimal portfolio selection in a Value-at-Risk framework
    Journal of Banking & Finance, 2001, 25, (9), 1789-1804 Downloads View citations (120)
  2. Tail-Index Estimates in Small Samples
    Journal of Business & Economic Statistics, 2001, 19, (2), 208-16 View citations (127)

1998

  1. Extreme support for uncovered interest parity
    Journal of International Money and Finance, 1998, 17, (1), 211-228 Downloads View citations (68)
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