Robert Verschuren
University
University of Amsterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Bayesian Econometrics, Econometric Methodology, Econometrics, Financial Econometrics, Panel Data, Risk and Uncertainty
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.