Research output per year
Research output per year
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Dive into the research topics where Michel van der Wel is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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An asset pricing approach to testing general term structure models
Christensen, B. J. & van der Wel, M., 2019, In: Journal of Financial Economics. 134, 1, p. 165-191 27 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile6 Citations (Scopus)316 Downloads (Pure) -
What do professional forecasters actually predict?
Nibbering, D., Paap, R. & van der Wel, M., Apr 2018, In: International Journal of Forecasting. 34, 2, p. 288-311 24 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
4 Citations (Scopus) -
Combining density forecasts using focused scoring rules
Opschoor, A., van Dijk, D. & van der Wel, M., 2017, In: Journal of Applied Econometrics. 32, 7, p. 1298-1313 16 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile28 Citations (Scopus)205 Downloads (Pure) -
Intraday price discovery in fragmented markets
Ozturk, S. R., van der Wel, M. & van Dijk, D., 1 Jan 2017, In: Journal of Financial Markets. 32, p. 28-48 21 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
20 Citations (Scopus) -
Dynamic Factor Models for the Volatility Surface
Wel, M. V. D., Ozturk, S. R. & Dijk, D. V., 2016, Advances in Econometrics. Hillebrand, E. & Koopman, S. J. (eds.). Bingley: Emerald Group Publishing, Vol. 35. p. 127-174 48 p. (Advances in Econometrics, Vol. 35).Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review