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

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Year of PublicationTitleAuthor(s)
1997 The Incidence of Overdissipation in Rent-Seeking ContestsBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
1998 Beyond the Sample: Extreme Quantile and Probability EstimationDaníelsson, Jón; de Vries, Casper G.
1998 The EURO, Prudent Coherence?Arnold, Ivo J.M.; de Vries, Casper G.
1998 Abnormal Returns, Risk, and Options in Large Data SetsCaserta, Silvia; Danielsson, Jon; de Vries, Casper G.
1998 Value-at-Risk and Extreme ReturnsDaníelsson, Jón; de Vries, Casper G.
1998 A Hybrid Joint Moment Ratio Test for Financial Time SeriesGroenendijk, Patrick A.; Lucas, André; de Vries, Casper G.
1999 Endogenous Financial Structure and the Transmission of ECB PolicyArnold, Ivo J.M.; de Vries, Casper G.
1999 Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time SeriesGeluk, Jaap; Peng, Liang; de Vries, Casper G.
2000 Comparative Analysis of Litigation Systems: An Auction-Theoretic ApproachBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2000 Comparative analysis of litigation systems: an auction-theoretic approachBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2001 Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial InnovationDaníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.; Yang, Xiaogang
2001 Portfolio Diversification Effects and Regular Variation in Financial DataHyung, Namwon; de Vries, Casper G.
2001 Incentives for Effective Risk ManagementDaníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.
2002 The Forex Regime and EMU Expansionvan Foreest, Pieter W.; de Vries, Casper G.
2003 Generational Accounting, Solidarity and Pension LossesTeulings, Coen N.; de Vries, Casper G.
2003 Generational accounting, solidarity and pension lossesTeulings, Coen N.; de Vries, Casper G.
2004 Optimal Confidence Intervals for the Tail Index and High QuantilesFerreira, Ana; de Vries, Casper G.
2004 Credit Rationing Effects of Credit Value-at-RiskSlijkerman, Jan Frederik; Smant, David J.C.; de Vries, Casper G.
2005 Auctions with Numerous BiddersCaserta, Silvia; de Vries, Casper G.
2005 Portfolio Selection with Heavy TailsHyung, Namwon; de Vries, Casper G.