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de Vries, Casper G.
13
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3
Hyung, Namwon
3
Vries, Casper de
3
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2
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2
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Journal of banking & finance
2
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2
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2
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Risk : managing risk in the world's financial markets
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Indexation, inflation targeting cum output stabilization & inflation fluctuations
Attey, Jonathan A.
;
Vries, Casper G. de
- In:
Review of business and economics
56
(
2011
)
4
,
pp. 394-404
Persistent link: https://www.econbiz.de/10009892423
Saved in:
2
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
de Vries, Casper G.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10006561471
Saved in:
3
The effect of mean reversion on entry and exit decisions under uncertainty
Babus, Ana
;
de Vries, Casper G.
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 725-743
Persistent link: https://www.econbiz.de/10008398245
Saved in:
4
An experimental examination of rational rent-seeking
Potters, Jan
;
de Vries, Casper G.
;
van Winden, Frans
- In:
European journal of political economy
14
(
1998
)
4
,
pp. 783
Persistent link: https://www.econbiz.de/10007691745
Saved in:
5
Portfolio selection with heavy tails
Hyung, Namwon
;
de Vries, Casper G.
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10007732156
Saved in:
6
Simulating and calibrating diversification against black swans
Hyung, Namwon
;
de Vries, Casper G.
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1162-1176
Persistent link: https://www.econbiz.de/10009979161
Saved in:
7
Heavy tails of OLS
Mikosch, Thomas
;
de Vries, Casper G.
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10010063349
Saved in:
8
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
Saved in:
9
Systemic risk and diversification across European banks and insurers
Slijkerman, Jan Frederik
;
Schoenmaker, Dirk
;
de Vries, …
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 773-785
Persistent link: https://www.econbiz.de/10010065442
Saved in:
10
The number of active bidders in internet auctions
de Haan, Laurens
;
de Vries, Casper G.
;
Zhou, Chen
- In:
Journal of economic theory
148
(
2013
)
4
,
pp. 1726-1736
Persistent link: https://www.econbiz.de/10010132682
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