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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1994
Persistent link: https://www.econbiz.de/10000560199
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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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The unique-lowest sealed-bid auction
Houba, Harold; Laan, Dinard van der; Veldhuizen, Dirk - 2008
Persistent link: https://www.econbiz.de/10003738977
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003787160
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Maximal cartel pricing and leniency programs
Houba, Harold; Motchenkova, Evgenia; Wen, Quan - 2008
Persistent link: https://www.econbiz.de/10003811434
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Environmental damage and price taking behaviour by firms and consumers
Houba, Harold; Kremers, Hans - 2009
Persistent link: https://www.econbiz.de/10003850814
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The effects of leniency on maximal cartel pricing
Houba, Harold; Motchenkova, Evgenia; Wen, Quan - 2009
Persistent link: https://www.econbiz.de/10003888058
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Investor protection and entry
Perotti, Enrico C.; Volpin, Paolo - 2007
Persistent link: https://www.econbiz.de/10003408840
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A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2010
Persistent link: https://www.econbiz.de/10003973316
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Competitive prices as profit-maximizing cartel prices
Houba, Harold; Motchenkova, Evgenia; Wen, Quan - 2010
Persistent link: https://www.econbiz.de/10003973947