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Home | People | Robert Verschuren
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Robert Verschuren

PhD
University
University of Amsterdam
E-mail
r.m.verschuren@uva.nl
Research field
Econometrics
Interests
Applied Econometrics, Bayesian Econometrics, Econometric Methodology, Econometrics, Financial Econometrics, Panel Data, Risk and Uncertainty
Website
Link to personal website

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.