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Abnormal returns, risk, and options in large data sets
Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994496
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980742
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The incidence of overdissipation in rent-seeking contests
Baye, Michael R.; Kovenock, Daniel J.; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000960565
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761
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An experimental examination of rational rent-seeking
Potters, Jan; Vries, Casper G. de; Winden, Frans A. A. … - 1998
Persistent link: https://www.econbiz.de/10000986281
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The EURO, prudent coherence?
Arnold, Ivo J. M.; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000988075
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451