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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

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

Alternative transformations to eliminate fixed effects

Verbeek, Marno - In: Econometric reviews 14 (1995) 2, pp. 205-211

Persistent link: https://www.econbiz.de/10001180044

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

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

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

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

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

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

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