E-LIB Suche - Ergebnisse für: Vries, Casper G. de

1

dynamiek van naoorlogse private schuldgroei in Nederland:

Van Riel, Arthur ; De Vries, Casper G.
TSEG - The Low Countries Journal of Social and Economic History. 20 (2023) 2 - p. , 2023

Link: https://doi.org/10.52024..

2

On agricultural commodities' extreme price risk:

van Oordt, Maarten R. C. ; Stork, Philip A. ; de Vries, Casper G.
Extremes. 24 (2021) 3 - p. 531-563 , 2021

Link: https://doi.org/10.1007/..

3

Exploiting tail shape biases to discriminate between stable..:

Sun, Pengfei ; de Vries, Casper G.
Journal of Applied Econometrics. 33 (2018) 5 - p. 708-726 , 2018

Link: https://www.jstor.org/st..

4

Exploiting tail shape biases to discriminate between stable..:

Sun, Pengfei ; de Vries, Casper G.
Journal of Applied Econometrics. 33 (2018) 5 - p. 708-726 , 2018

Link: https://doi.org/10.1002/..

5

The impact of competition on prices with numerous firms:

Gabaix, Xavier ; Laibson, David ; Li, Deyuan...
Journal of Economic Theory. 165 (2016) - p. 1-24 , 2016

Link: https://doi.org/10.1016/..

6

Risk Measures for Autocorrelated Hedge Fund Returns:

Di Cesare, Antonio ; Stork, Philip A. ; de Vries, Casper G.
Journal of Financial Econometrics. 13 (2014) 4 - p. 868-895 , 2014

Link: https://doi.org/10.1093/..

7

The number of active bidders in internet auctions:

de Haan, Laurens ; de Vries, Casper G. ; Zhou, Chen
Journal of Economic Theory. 148 (2013) 4 - p. 1726-1736 , 2013

Link: https://doi.org/10.1016/..

8

Systemic risk and diversification across European banks and..:

Slijkerman, Jan Frederik ; Schoenmaker, Dirk ; de Vries, Casper G.
Journal of Banking & Finance. 37 (2013) 3 - p. 773-785 , 2013

Link: https://doi.org/10.1016/..

9

Heavy tails of OLS:

Mikosch, Thomas ; de Vries, Casper G.
Journal of Econometrics. 172 (2013) 2 - p. 205-221 , 2013

Link: https://doi.org/10.1016/..

10

Fat tails, VaR and subadditivity:

Daníelsson, Jón ; Jorgensen, Bjørn N. ; Samorodnitsky, Gennady..
Journal of Econometrics. 172 (2013) 2 - p. 283-291 , 2013

Link: https://doi.org/10.1016/..

11

The Herodotus paradox:

Baye, Michael R. ; Kovenock, Dan ; de Vries, Casper G.
Games and Economic Behavior. 74 (2012) 1 - p. 399-406 , 2012

Link: https://doi.org/10.1016/..

12

Simulating and calibrating diversification against black sw..:

Hyung, Namwon ; de Vries, Casper G.
Journal of Economic Dynamics and Control. 36 (2012) 8 - p. 1162-1175 , 2012

Link: https://doi.org/10.1016/..

13

Contests with rank-order spillovers:

Baye, Michael R. ; Kovenock, Dan ; de Vries, Casper G.
Economic Theory. 51 (2012) 2 - p. 315-350 , 2012

Link: https://www.jstor.org/st..

14

IMF Support and Inter-Regime Exchange Rate Volatility:

Arnold, Ivo J. M. ; MacDonald, Ronald ; de Vries, Casper G.
Open Economies Review. 23 (2011) 1 - p. 193-211 , 2011

Link: https://doi.org/10.1007/..

15

Global stochastic properties of dynamic models and their li..:

Babus, Ana ; de Vries, Casper G.
Journal of Economic Dynamics and Control. 34 (2010) 5 - p. 817-824 , 2010

Link: https://doi.org/10.1016/..