de Vries, C. and Sun, P. (2018). Exploiting tail shape biases to discriminate between stable and student t alternatives. Journal of Applied Econometrics, 33(5):708--726.
32 Key Publications
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Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.
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Giesecke, K., Liberali, G., Nazerzadeh, H., Shanthikumar, G. and Teo, C.(. (2018). Special Issue on Data-Driven Prescriptive Analytics Management Science, 64(6):2972--2972.
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Opschoor, A., Janus, P., Lucas, A. and Van Dijk, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.
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Picchio, M., Suetens, S. and van Ours, J.C. (2018). Labor Supply effects of winning a lottery Economic Journal, 128(611):1700--1729.
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van Bekkum, S., Irani, R. and Gabarro Bonet, M. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.
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Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.
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Haufler, A., Mardan, M. and Schindler, D. (2018). Double tax discrimination to attract FDI and fight profit shifting: The role of CFC rules Journal of International Economics, 114:25--43.
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Jochem, T., Ladika, T. and Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting Review of Financial Studies, 31(11):4142–4186.
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Grundy, B. and Verwijmeren, P. (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93.
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Webbink, D., van Erp, J. and van Gastel, F. (2018). The Effect of Media Exposure of Suspects on Solving Crime Economic Journal, 127(600):547--570.
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Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.
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Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.
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Khadjavi, M. and Tjaden, JasperD. (2018). Setting the bar - an experimental investigation of immigration requirements Journal of Public Economics, 165:160--169.
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Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302.
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De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
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Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
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Garofalo, O. and Rott, C. (2018). Shifting blame? Experimental evidence of delegating communication Management Science, 64(8):3911--3925.
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Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896.
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Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.