Discussion Papers

15-132/III - Tail Distribution of the Maximum of Correlated Gaussian Random Variables

Authors: Zdravko Botev, The University of New South Wales, Sydney, Australia; Michel Mandjes, University of Amsterdam, the Netherlands; Ad Ridder, VU University Amsterdam, the Netherlands

Date: December 15, 2015

15-131/III - A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”

Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Paolo Gorgi, VU University Amsterdam, the Netherlands, University of Padua, Italy; Siem Jan Koopman, VU University Amsterdam, the Netherlands, Aarhus University, Denmark; Olivier Wintenberger, University of Copenhagen, Denmark, Sorbonne Universités, UPMC University Paris, Sorbonne Universities, France

Date: December 11, 2015

15-130/V - Health Disparities by Income in Spain before and after the Economic Crisis

Authors: Max Coveney, Erasmus University Rotterdam; Pilar Garcia Gomez, Erasmus University Rotterdam; Eddy Van Doorslaer, Erasmus University Rotterdam; Tom Van Ourti, Erasmus University Rotterdam, the Netherlands

Date: December 03, 2015

15-129/III - The Fundamental Equation in Tourism Finance

Author: Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

Date: November 23, 2015

15-128/VII - Voluntary Disclosure Programs for Tax Evaders

Author: Heiner Schmittdiel, Erasmus University Rotterdam, the Netherlands

Date: November 17, 2015

15-127/V - Job Loss, Firm-Level Heterogeneity and Mortality: Evidence from Administrative Data

Authors: Hans Bloemen, VU University Amsterdam; Stefan Hochguertel, VU University Amsterdam, the Netherlands; Jochem Zweerink, Utrecht University, the Netherlands

Date: November 16, 2015

15-126/V - A Nonparametric Method for Predicting Survival Probabilities

Authors: Bas van der Klaauw, VU University Amsterdam; Sandra Vriend, VU University Amsterdam, the Netherlands

Date: November 12, 2015

15-125/III - Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

Authors: David E. Allen, The University of Sydney, The University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Shelton Peiris, The University of Sydney, Australia; Abhay K. Singh, Edith Cowan University, Australia

Date: November 06, 2015

15-124/VII - Are Entrepreneurs more Optimistic and Overconfident than Managers and Employees?

Authors: Martin Koudstaal, VU University Amsterdam; Randolph Sloof, VU University Amsterdam, the Netherlands; Mirjam van Praag, Copenhagen Business School, Denmark

Date: November 06, 2015

15-123/II - On the 1-Nucleolus for Classes of Cooperative Games

Authors: A. Estévez-Fernández, VU University Amsterdam, the Netherlands; P. Borm, Tilburg University, the Netherlands; M.G. Fiestras-Janeiro, Universidade de Vigo, Spain; M.A. Mosquera, Universidade de Vigo, Spain; E. Sánchez-Rodríguez, Universidade de Vigo, Spain

Date: November 02, 2015

15-122/III - Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

Authors: David E. Allen, University of Sidney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Robert J. Powell, Edith Cowan University, Australia; Abbay K. Singh, Edith Cowan University, Australia

Date: November 02, 2015

15-121/V - Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach

Author: Hans Bloemen, VU University Amsterdam, the Netherlands

Date: October 27, 2015

15-120/V - Subjective Expectations of Medical Expenditures and Insurance in Rural Ethiopia

Authors: Zelalem Yilma, Erasmus University Rotterdam; Owen O’Donnell, Erasmus University Rotterdam; Anagaw Mebratie, Erasmus University Rotterdam; Getnet Alemu, Addis Ababa University, Ethiopia; Arjun S. Bedi, Erasmus University Rotterdam, the Netherlands

Date: October 26, 2015

15-119/III - From Disorder to Order

Authors: Xiao-Guang Yue, Wuhan University Wuhan, China; Yong Cao, Southwest Forestry University Kunming, China; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Italy

Date: October 26, 2015

15-118/III - Exploiting Spillovers to forecast Crashes

Authors: Francine Gresnigt, Erasmus University Rotterdam; Erik Kole, Erasmus University Rotterdam; Philip Hans Franses, Erasmus University Rotterdam, the Netherlands

Date: October 23, 2015

15-117/VIII - The External Cruising Costs of Parking

Authors: Eren Inci, Sabanci University, Turkey; Jos N. van Ommeren, VU University Amsterdam, the Netherlands; Martijn Kobus, MuConsult, the Netherlands

Date: October 13, 2015

15-116/VIII - Car Ownership and Residential Parking Subsidies: Evidence from Amsterdam

Authors: Jesper de Groote, VU University Amsterdam; Jos N. van Ommeren, VU University Amsterdam; Hans R.A. Koster, VU University Amsterdam

Date: September 30, 2015

15-115/VII - Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball

Authors: Thomas Peeters, Erasmus University Rotterdam, the Netherlands; Steven Salaga, Texas A&M University, United States; Matthew Juravich, University of Akron, United States