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~isPartOf:"Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam / Institute for Economic Research, Erasmus University Rotterdam"
~isPartOf:"Journal of econometrics"
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Vries, Casper G. de
11
Viaene, Jean-Marie
5
Daníelsson, Jón
2
Mikosch, Thomas
2
Samorodnitsky, Gennady
2
Sarma, Mandira
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de Vries, Casper G.
2
Jorgensen, Bjorn N.
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Jorgensen, Bjørn N.
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Koedijk, Kees
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Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam / Institute for Economic Research, Erasmus University Rotterdam
Journal of econometrics
Discussion paper / Tinbergen Institute
72
Tinbergen Institute Discussion Paper
32
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam
9
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1
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
2
Heavy tails of OLS
Mikosch, Thomas
;
Vries, Casper G. de
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Saved in:
3
Heavy tails of OLS
Mikosch, Thomas
;
de Vries, Casper G.
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10010063349
Saved in:
4
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
Saved in:
5
Primary commodity prices and exchange rate volatility : paper presented at the CEPR Conference on Primary Commodities
Kofman, Paul
;
Viaene, Jean-Marie
;
Vries, Casper G. de
-
1989
Persistent link: https://www.econbiz.de/10000770147
Saved in:
6
International trade and the arbitrage principle
Vries, Casper G. de
-
1989
Persistent link: https://www.econbiz.de/10000770874
Saved in:
7
The tail index of exchange rate returns
Koedijk, Kees
;
Schafgans, Marcia M. A.
;
Vries, Casper G. de
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000770879
Saved in:
8
International trade and exchange rate volatility
Viaene, Jean-Marie
;
Vries, Casper G. de
-
1989
Persistent link: https://www.econbiz.de/10000760511
Saved in:
9
On the design of invoicing practices in international trade
Viaene, Jean-Marie
;
Vries, Casper G. de
-
1988
Persistent link: https://www.econbiz.de/10000760888
Saved in:
10
The forward risk premium, interest parity, welfare and official intervention
Viaene, Jean-Marie
;
Vries, Casper G. de
-
1987
Persistent link: https://www.econbiz.de/10000760884
Saved in:
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