Concepedia

Theo Nijman

TN

64

Publications

5.6K

Citations

33

H-Index

1982

Active since

Affiliations

Tilburg University(Current)

Centre for Economic Policy Research

Erasmus University Rotterdam

Network for Studies on Pensions, Aging and Retirement

University of Chicago

Theo Nijman is an author at Tilburg University specializing in finance, business, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEngineeringAsset PricingManagementEconometricsFinancial EconomicsEconomic Analysis

Publications per year

1982–2020

64

Publications

64

Temporal Aggregation of Garch Processes

Feike C. Drost, Theo Nijman · Econometrica · 1993 · 694 citations

Volatility Modeling, Engineering, Economic Fluctuation +16

Testing for Selectivity Bias in Panel Data Models

Marno Verbeek, Theo Nijman · International Economic Review · 1992 · 560 citations

Econometric Model, Economics, Response Mechanism +14

Hedging Pressure Effects in Futures Markets

F.A. de Roon, Theo Nijman, Chris Veld · The Journal of Finance · 2000 · 506 citations

Empirical Finance, Financial Risk Management, Cross‐market Hedging Pressures +16

An Anatomy of Commodity Futures Risk Premia

Marta Szymanowska, Frans de Roon, Theo Nijman et al. · The Journal of Finance · 2013 · 332 citations

Economics, Spot Premia, Financial Economics +13

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

Empirical Finance, U.s. Investors, Market Design +19

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