Seeger, N., Rodrigues, P. and Ignatieva, K. (2015). Empirical Analysis of Affine vs. Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices Journal of Business and Economic Statistics, 33(1):68--75.
5 Key Publications
-
-
van Dolder, D., van den Assem, M.J., Camerer, C. and Thaler, R. (2015). Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show American Economic Review, 105(5):402--407. -
Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557. -
Buch, C., Buchholz, M. and Tonzer, L. (2015). Uncertainty, Bank Lending, and Bank-Level Heterogeneity IMF Economic Review, 63(4):919--954. -
Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409.