Browsing All of EconStor by Author de Vries, Casper G.

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Year of Publication	Title	Author(s)
1997	The Incidence of Overdissipation in Rent-Seeking Contests	Baye, Michael R.; Kovenock, Dan; de Vries, Casper G.
1998	Abnormal Returns, Risk, and Options in Large Data Sets	Caserta, Silvia; Danielsson, Jon; de Vries, Casper G.
1998	Value-at-Risk and Extreme Returns	Daníelsson, Jón; de Vries, Casper G.
1998	The EURO, Prudent Coherence?	Arnold, Ivo J.M.; de Vries, Casper G.
1998	Beyond the Sample: Extreme Quantile and Probability Estimation	Daníelsson, Jón; de Vries, Casper G.
1998	A Hybrid Joint Moment Ratio Test for Financial Time Series	Groenendijk, Patrick A.; Lucas, André; de Vries, Casper G.
1999	Endogenous Financial Structure and the Transmission of ECB Policy	Arnold, Ivo J.M.; de Vries, Casper G.
1999	Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series	Geluk, Jaap; Peng, Liang; de Vries, Casper G.
2000	Comparative analysis of litigation systems: an auction-theoretic approach	Baye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2000	Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach	Baye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2001	Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation	Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.; Yang, Xiaogang
2001	Incentives for Effective Risk Management	Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.
2001	Portfolio Diversification Effects and Regular Variation in Financial Data	Hyung, Namwon; de Vries, Casper G.
2002	The Forex Regime and EMU Expansion	van Foreest, Pieter W.; de Vries, Casper G.
2003	Generational accounting, solidarity and pension losses	Teulings, Coen N.; de Vries, Casper G.
2003	Generational Accounting, Solidarity and Pension Losses	Teulings, Coen N.; de Vries, Casper G.
2004	Credit Rationing Effects of Credit Value-at-Risk	Slijkerman, Jan Frederik; Smant, David J.C.; de Vries, Casper G.
2004	Optimal Confidence Intervals for the Tail Index and High Quantiles	Ferreira, Ana; de Vries, Casper G.
2005	Portfolio Diversification Effects of Downside Risk	Hyung, Namwon; de Vries, Casper G.
2005	Auctions with Numerous Bidders	Caserta, Silvia; de Vries, Casper G.

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