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Ship inspection strategies : effects on maritime safety and environmental protection

Heij, Christiaan; Bijwaard, Govert; Knapp, Sabine - 2010

Persistent link: https://www.econbiz.de/10003989575

Risk evaluation methods at individual ship and company level

Heij, Christiaan; Knapp, Sabine - 2011

Persistent link: https://www.econbiz.de/10009619361

Effects of wind strength and wave height on ship incident risk : regional trends and seasonality

Heij, Christiaan; Knapp, Sabine - 2014

Persistent link: https://www.econbiz.de/10010437513

Cross-border electronic commerce : distance effects and express delivery in European Union markets

Kim, Thai Young; Dekker, Rommert; Heij, Christiaan - In: International journal of electronic commerce : IJEC 21 (2016/2017) 2, pp. 184-218

Persistent link: https://www.econbiz.de/10011690991

Predictive power of inspection outcomes for future shipping accidents : an empirical appraisal with special attention for human factor aspects

Heij, Christiaan; Knapp, Sabine - In: Maritime policy and management : MPM 45 (2018) 5/6, pp. 604-621

Persistent link: https://www.econbiz.de/10011934003

Shipping inspections, detentions, and incidents : an empirical analysis of risk dimensions

Heij, Christiaan; Knapp, Sabine - In: Maritime policy & management 46 (2019) 7, pp. 866-883

Persistent link: https://www.econbiz.de/10012210177

Evaluation of total risk exposure and insurance premiums in the maritime industry

Knapp, Sabine; Heij, Christiaan - 2016

Persistent link: https://www.econbiz.de/10011823327

System dynamics in economic and financial models

Heij, Christiaan (ed.); Schumacher, Hans (contributor); … - 1997

Persistent link: https://www.econbiz.de/10013491170

Short Patches of Outliers, ARCH and Volatility Modeling

Franses, Philip Hans; van Dijk, Dick; Lucas, André - 1998

In this paper we test for (Generalized) AutoRegressive Conditional Heteroskedasticity [(G)ARCH] in daily data on 22 exchange rates and 13 stock market indices using the standard Lagrange Multiplier [LM] test for GARCH and a LM test that is resistant to patches of additive outliers. The data span...

Persistent link: https://www.econbiz.de/10010324601

What drives the Quotes of Earnings Forecasters?

de Bruijn, Bert; Franses, Philip Hans - 2012

Earnings forecasts can be useful for investment decisions. Research on earnings forecasts has focused on forecast performance in relation to firm characteristics, on categorizing the analysts into groups with similar behaviour and on the effect of an earnings announcement by thefirm on future...

Persistent link: https://www.econbiz.de/10010326351