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Browsing All of EconStor by Author de Vries, Casper G.
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Showing results 21 to 39 of 39
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Year of Publication
Title
Author(s)
2005
Portfolio Selection with Heavy Tails
Hyung, Namwon
;
de Vries, Casper G.
2006
Large Swings in Currencies driven by Fundamentals
Cumperayot, Phornchanok
;
de Vries, Casper G.
2006
Tail Probabilities for Regression Estimators
Mikosch, Thomas
;
de Vries, Casper G.
2007
The Forward Premium Puzzle only emerges gradually
Bernoth, Kerstin
;
von Hagen, Jürgen
;
de Vries, Casper G.
2009
Contests with Rank-Order Spillovers
Baye, Michael R.
;
Kovenock, Dan
;
de Vries, Casper G.
2010
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
von Hagen, Jürgen
;
de Vries, Casper G.
2010
The Herodotus Paradox
Baye, Michael R.
;
Kovenock, Dan
;
de Vries, Casper G.
2010
World equity premium based risk aversion estimates
Pozzi, Lorenzo C. G.
;
de Vries, Casper G.
;
Zenhorst, Jorn
2010
The Downside Risk of Heavy Tails induces Low Diversification
Hyung, Namwon
;
de Vries, Casper G.
2010
Global Stochastic Properties of Dynamic Models and their Linear Approximations
Babus, Ana
;
de Vries, Casper G.
2010
The Herodotus Paradox
Baye, Michael R.
;
Kovenock, Dan
;
de Vries, Casper G.
2011
Risk Measures for Autocorrelated Hedge Fund Returns
Cesare, Antonio Di
;
Stork, Philip A.
;
de Vries, Casper G.
2016
Monetary Policy in the Presence of Random Wage Indexation
Attey, Jonathan A.
;
de Vries, Casper G.
2018
Estimating a latent risk premium in exchange rate futures
Bernoth, Kerstin
;
von Hagen, Jürgen
;
de Vries, Casper G.
2018
Challenges in implementing worst-case analysis
Daníelsson, Jón
;
Ergun, Lerby M.
;
de Vries, Casper G.
2019
Asset-Based Lending
Bijkerk, Suzanne H.
;
de Vries, Casper G.
2019
Asset-based lending
Bijkerk, Suzanne H.
;
de Vries, Casper G.
2019
Tail index estimation: Quantile-driven threshold selection
Daníelsson, Jón
;
Ergun, Lerby M.
;
de Haan, Laurens
;
de Vries, Casper G.
2020
Currency futures' risk premia and risk factors
Bernoth, Kerstin
;
von Hagen, Jürgen
;
de Vries, Casper G.