Browsing All of EconStor by Author de Vries, C.G.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
1997 | Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation | Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C.G. |
2001 | Asset Market Linkages in Crisis Periods | Hartmann, P.; Straetmans, S.; de Vries, C.G. |
2004 | Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities | Geluk, J.L.; de Vries, C.G. |
2007 | Weak & Strong Financial Fragility | Geluk, J.L.; de Haan, L.; de Vries, C.G. |
2010 | World Equity Premium based Risk Aversion Estimates | Pozzi, L.C.G.; de Vries, C.G.; Zenhorst, J. |