Concepedia

Bas J. M. Werker

BJ

58

Publications

2.5K

Citations

27

H-Index

1996

Active since

Affiliations

Tilburg University(Current)

Université Libre de Bruxelles

Centre for Economic Policy Research

Network for Studies on Pensions, Aging and Retirement

University of Chicago

Bas J. M. Werker is an author at Tilburg University specializing in business, finance, and statistics.

ORCID

Top concepts

Publications per year

1996–2022

58

Publications

58

Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

F.A. de Roon, Theo Nijman, Bas J. M. Werker · The Journal of Finance · 2001 · 307 citations

, , +19

Closing the GARCH gap: Continuous time GARCH modeling

Feike C. Drost, Bas J. M. Werker · Journal of Econometrics · 1996 · 226 citations

, , +3

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

Ralph S. J. Koijen, Theo Nijman, Bas J. M. Werker · Review of Financial Studies · 2009 · 144 citations

Bivariate option pricing using dynamic copula models

R.W.J. van den Goorbergh, Christian Genest, Bas J. M. Werker · Insurance Mathematics and Economics · 2005 · 128 citations

, , +4

Semi-parametric efficiency, distribution-freeness and invariance

Marc Hallin, Bas J. M. Werker · Bernoulli · 2003 · 105 citations · Full text

, , +12

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