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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Vries, Casper G. de"
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Vries, Casper G. de
Almeida, Caio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
13
Tinbergen Institute Discussion Papers
10
Discussion paper / LSE Financial Markets Group
2
Report / Erasmus Center for Financial Research, Erasmus University
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Journal of economic dynamics & control
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Money matters : essays in honour of Alan Walters
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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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2
Portfolio diversification effects of downside risk
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 107-125
Persistent link: https://www.econbiz.de/10002574525
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