3443 Discussion Papers

• 16-076/III - Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

  Authors: Manabu Asai, Soka University, Japan; Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: September 12, 2016

• 16-075/III - Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes

  Authors: Aiste Ruseckaite, Erasmus University Rotterdam, the Netherlands; Dennis Fok, Erasmus University Rotterdam, the Netherlands; Peter Goos, KU Leuven, Belgium

  Date: September 12, 2016

• 16-074/IV - Network, Market, and Book-Based Systemic Risk Rankings

  Authors: Michiel C.W. van de Leur, VU University Amsterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands

  Date: September 08, 2016

• 16-073/III - Forecasting Using Random Subspace Methods

  Authors: Tom Boot, Erasmus University Rotterdam, the Netherlands; Didier Nibbering, Erasmus University Rotterdam, the Netherlands

  Date: September 06, 2016

• 16-072/VII - The Schumpeterian Entrepreneur: A Review of the Empirical Evidence on the Antecedents, Behavior, and Consequences of Innovative Entrepreneurship

  Authors: Joern H. Block, Erasmus University Rotterdam, the Netherlands; Christian O. Fisch, Erasmus University Rotterdam, the Netherlands; Mirjam van Praag, Copenhagen Business School, Denmark

  Date: September 05, 2016

• 16-071/III - Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: September 05, 2016

• 16-070/II - Centrality Rewarding Shapley and Myerson Values for Undirected Graph Games

  Authors: Anna Khmelnitskaya, St.Petersburg State University, Russia; Gerard van der Laan, VU University Amsterdam, the Netherlands; Dolf Talman, Tilburg University, the Netherlands

  Date: September 02, 2016

• 16-069/IV - Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns

  Authors: Andre Lucas, VU University Amsterdam, the Netherlands; Anne Opschoor, VU University Amsterdam, the Netherlands

  Date: September 02, 2016

• 16-068/I - A Comment on Revealed Preference with a Subset of Goods

  Author: Paul van Bruggen, Erasmus University Rotterdam, the Netherlands

  Date: August 30, 2016

• 16-067/IV - Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

  Authors: Andre Lucas, VU University Amsterdam, the Netherlands; Anne Opschoor, VU University Amsterdam, the Netherlands; Julia Schaumburg, VU University Amsterdam, the Netherlands

  Date: August 29, 2016

• 16-066/IV - Bank Business Models at Zero Interest Rates

  Authors: Andre Lucas, VU University Amsterdam, the Netherlands; Julia Schaumburg, VU University Amsterdam, the Netherlands; Bernd Schwaab, European Central Bank, Germany

  Date: August 29, 2016

• 16-065/III - A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University Taiwan; Erasmus School of Economics Erasmus University Rotterdam, The Netherlands; Yokohama National University, Japan

  Date: August 29, 2016

• 16-064/IV - Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads

  Authors: Rutger-Jan Lange, VU University Amsterdam, Erasmus University Rotterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands; Arjen H. Siegmann, VU University Amsterdam, the Netherlands

  Date: August 29, 2016

• 16-063/I - Gender and Redistribution: Experimental Evidence

  Authors: Thomas Buser, University of Amsterdam, The Netherlands; Louis Putterman, Brown University, United States; Joël van der Weele, University of Amsterdam, The Netherlands

  Date: August 23, 2016

• 16-062/VIII - Ethnic Drift and White Flight: A Gravity Model of Neighborhood Formation

  Authors: Jessie Bakens, OIS, Municipality of Amsterdam, the Netherlands; Raymond Florax, Purdue University, United States; VU University Amsterdam, the Netherlands; Peter Mulder, VU University Amsterdam, the Netherlands

  Date: August 18, 2016

• 16-061/III - Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model

  Authors: Peter Reinhard Hansen, University of North Carolina at Chapel Hill, United States; Pawel Janus, UBS Global Asset Management, Zürich, Switzerland; Siem Jan Koopman, VU University Amsterdam, the Netherlands

  Date: August 11, 2016

• 16-060/VII - Marketmaking Middlemen

  Authors: Pieter Gautier, VU University Amsterdam, the Netherlands; Bo Hu, VU University Amsterdam, the Netherlands; Makoto Watanabe, VU University Amsterdam, the Netherlands

  Date: August 09, 2016

• 16-059/I - An Experimental Study of Bond Market Pricing

  Authors: Matthias Weber, Bank of Lithuania, and Vilnius University, Lithuania; John Duffy, University of California, Irvine, United States; Arthur Schram, University of Amsterdam, the Netherlands

  Date: August 09, 2016

• 16-058/VI - International Trade and Labor Market Discrimination

  Authors: Richard Chisik, Ryerson University, Toronto, Canada; Julian Emami Namini, Erasmus University Rotterdam, the Netherlands

  Date: July 28, 2016

• 16-057/VI - Trade Policy Options of Ukraine: East or West

  Authors: Irena Mikolajun, Erasmus University Rotterdam, the Netherlands; Richard Paap, Erasmus University Rotterdam, the Netherlands; Jean-Marie Viaene, Erasmus University Rotterdam, the Netherlands; Olga Zelenko, Argenta Spaarbank, the Netherlands

  Date: July 28, 2016