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Home | People | Robert Verschuren

Robert Verschuren


University of Amsterdam
Research field
Applied Econometrics, Bayesian-econometrics, Econometric Methodology, Financial Econometrics, Panel Data, Risk And Uncertainty

List of publications

Verschuren, R. (2020). Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model Quantitative Finance, 20(7):1123--1148.