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Train Commuters' Scheduling Preferences: Evidence from a Large-Scale Peak Avoidance Experiment

Peer, Stefanie; Knockaert, Jasper; Verhoef, Erik - 2015

collected during large-scale peak avoidance experiment conducted in the Netherlands, in which participants could earn monetary … rewards for traveling outside peak hours. The experiment included ca. 1000 participants and lasted for about 6 months. Holders … of an annual train pass were invited to join the experiment, and a customized smartphone app was used to measure the …

Persistent link: https://www.econbiz.de/10011403536

Optimal Confidence Intervals for the Tail Index and High Quantiles

Ferreira, Ana; de Vries, Casper G. - 2004

, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme …. Simulation results are also presented.It is weIl known that extreme value parameter estimators which balance the asymptotic bias …

Persistent link: https://www.econbiz.de/10010325182

The Power of a Bad Example -- A Field Experiment in Household Garbage Disposal

Dur, Robert; Vollaard, Ben - 2012

results of a natural field experiment where, in a randomly assigned part of a residential area, the frequency of cleaning was … locations before, during, and after the experiment, we find strong evidence that litter begets litter. However, we also find …

Persistent link: https://www.econbiz.de/10014168066

Transport Investment Appraisal and the Environment

Nijkamp, Peter; Ubbels, Barry; Verhoef, Erik - 2002

This review considers the role of environmental effects in transport investment appraisal, mainly from the perspective of cost-benefit analysis, the most widely adopted appraisal technique. Although the basic principles of CBA are straightforward, several complications are identified that may...

Persistent link: https://www.econbiz.de/10010324894

Employee Recognition and Performance : A Field Experiment

Bradler, Christiane; Dur, Robert; Neckermann, Susanne; … - 2013

This paper reports the results from a controlled field experiment designed to investigate the causal effect of public …

Persistent link: https://www.econbiz.de/10014039321

The EURO, Prudent Coherence?

Arnold, Ivo J.M.; de Vries, Casper G. - 1998

A flurry of recent articles has argued on the basis of constructed European widemonetary aggregates that the demand for EURO's will be more stable than thecurrent demand for national currencies. In policy circles this seeminglymoderating effect of monetary integration figures as an additional...

Persistent link: https://www.econbiz.de/10010324454

Abnormal Returns, Risk, and Options in Large Data Sets

Caserta, Silvia; Danielsson, Jon; de Vries, Casper G. - 1998

Large data sets in finance with millions of observations have becomewidely available. Such data sets enable the construction of reliablesemi-parametric estimates of the risk associated with extreme pricemovements. Our approach is based on semi-parametric statisticalextreme value analysis, and...

Persistent link: https://www.econbiz.de/10010324456

Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach

Baye, Michael R.; Kovenock, Dan; de Vries, Casper G. - 2000

A simple auction-theoretic framework is used to examine symmetric litigation environments where the legal ownership of a disputed asset is unknown to the court. The court observes only the quality of the case presented by each party, and awards the asset to the party presenting the best case....

Persistent link: https://www.econbiz.de/10010324483

Beyond the Sample: Extreme Quantile and Probability Estimation

Daníelsson, Jón; de Vries, Casper G. - 1998

Economic problems such as large claims analysis in insurance and value-at-risk in finance, requireassessment of the probability P of extreme realizations Q. This paper provided a semi-parametricmethod for estimation of extreme (P, Q) combinations for data with heavy tails. We solve the...

Persistent link: https://www.econbiz.de/10010324517

A Hybrid Joint Moment Ratio Test for Financial Time Series

Groenendijk, Patrick A.; Lucas, André; de Vries, Casper G. - 1998

We advocate the use of absolute moment ratio statistics in conjunctionwith standard variance ratio statistics in order to disentangle lineardependence, non-linear dependence, and leptokurtosis in financial timeseries. Both statistics are computed for multiple return horizonssimultaneously, and...

Persistent link: https://www.econbiz.de/10010324540