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Verbeek, Marno
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ECONIS (ZBW)
46
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1
Portfolio implications of systemic crises
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2347-2369
Persistent link: https://www.econbiz.de/10003355801
Saved in:
2
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
3
Alternative transformations to eliminate fixed effects
Verbeek, Marno
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 205-211
Persistent link: https://www.econbiz.de/10001180044
Saved in:
4
Missing measurements in econometric models with no auxiliary relations
Verbeek, Marno
- In:
Economics letters
43
(
1993
)
2
,
pp. 125-128
Persistent link: https://www.econbiz.de/10001153580
Saved in:
5
On the estimation of a fixed effects model with selectivity bias
Verbeek, Marno
- In:
Economics letters
34
(
1990
)
3
,
pp. 267-270
Persistent link: https://www.econbiz.de/10001096929
Saved in:
6
Using linear regression to establish empirical relationships : linear regression is a powerful tool for estimating the relationship between one variable and a set of other variable...
Verbeek, Marno
-
2017
Linear regression is a powerful tool for investigating the relationships between multiple variables by relating one variable to a set of variables. It can identify the effect of one variable while adjusting for other observable differences. For example, it can analyze how wages relate to gender,...
Persistent link: https://www.econbiz.de/10011600080
Saved in:
7
Contagion as a domino effect in global stock markets
Markwat, Thijs
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1996-2012
Persistent link: https://www.econbiz.de/10003892170
Saved in:
8
Interpreting financial market crashes as earthquakes : a new Early Warning System for medium term crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of banking & finance
56
(
2015
),
pp. 123-139
Persistent link: https://www.econbiz.de/10011488615
Saved in:
9
How to identify and forecast bull and bear markets?
Kole, Erik
;
Dijk, Dick van
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 120-139
Persistent link: https://www.econbiz.de/10011688491
Saved in:
10
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
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