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


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