The following pages link to Casper G. de Vries (Q308599):
Displaying 31 items.
- (Q180305) (redirect page) (← links)
- The impact of competition on prices with numerous firms (Q308600) (← links)
- Simulating and calibrating diversification against black swans (Q310955) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- The Herodotus paradox (Q665112) (← links)
- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
- Contests with rank-order spillovers (Q690686) (← links)
- Global stochastic properties of dynamic models and their linear approximations (Q964551) (← links)
- It takes two to tango: equilibria in a model of sales (Q1195600) (← links)
- Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist (Q1319273) (← links)
- The forex regime and EMU expansion (Q1404355) (← links)
- The all-pay auction with complete information (Q1814955) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Comparing downside risk measures for heavy tailed distributions (Q1929399) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- On the relation between GARCH and stable processes (Q2277742) (← links)
- The number of active bidders in internet auctions (Q2447277) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Portfolio diversification effects and regular variation in financial data (Q2567525) (← links)
- Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series (Q2713154) (← links)
- (Q3352804) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Optimal Localized Production Experience and Schooling (Q3988469) (← links)
- Abnormal returns, risk, and options in large data sets (Q4259387) (← links)
- Fat tail distributions and local thin tail alternatives (Q4337151) (← links)
- The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
- (Q4518938) (← links)
- Piecemeal Versus Precipitous Factor Market Integration (Q4859647) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
