\de Vries\, C., Danielsson, \.(., Jorgensen, B., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291.
30 Key Publications
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\de Vries\, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
Dobbelaere, S. and Mairesse, J. (2013). Panel data estimates of the production function and product and labor market imperfections Journal of Applied Econometrics, 28(1):1--46. -
Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84. -
Arni, P., Lalive, R. and van Ours, J.C. (2013). How effective are unemployment benefit sanctions? Looking beyond unemployment exit Journal of Applied Econometrics, 28(7):1153--1178. -
Pradhan, M., de Ree, J. and Alessie, R. (2013). The price and utility dependence of equivalence scales: evidence from Indonesia Journal of Public Economics, 97:272--281. -
\Garcia Gomez\, P., \van Kippersluis\, H., O'Donnell, O. and \van Doorslaer\, E. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909. -
Bataa, E., Osborn, D., Sensier, M. and \van Dijk\, D. (2013). Structural breaks in the international dynamics of inflation Review of Economics and Statistics, 95(2):646--659.