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On the relation between GARCH and stable processes
Vries, Casper G. de - 1990
Persistent link: https://www.econbiz.de/10000791413
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000981119
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000988111
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Abnormal returns, risk, and options in large data sets
Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994496
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An EMS target zone model in discrete time
Koedijk, Kees - In: Journal of applied econometrics 13 (1998) 1, pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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The limiting distribution of extremal exchange rate returns
Hols, Martien C. - In: Journal of applied econometrics 6 (1991) 3, pp. 287-302
Persistent link: https://www.econbiz.de/10001110981
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - In: Annales d'économie et de statistique (2000), pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
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Stylized facts, realignments and investment strategies in the EMS
Koedijk, Kees - In: Econometric analysis of financial markets, (pp. 163-184). 1994
Persistent link: https://www.econbiz.de/10001284430