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Home | People | Robert Verschuren
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Robert Verschuren

PhD

University
University of Amsterdam
Research field
Econometrics
Interests
Applied Econometrics, Bayesian Econometrics, Econometric Methodology, Econometrics, 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.