140 Discussion Papers

• 15-140/III - Forecasting Value-at-Risk under Temporal and Portfolio Aggregation

  Authors: Erik Kole, Erasmus University Rotterdam, the Netherlands; Thijs Markwat, Robeco Asset Management, the Netherlands; Anne Opschoor, VU University Amsterdam, the Netherlands; Dick van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: January 04, 2015

• 15-139/VIII - Does improving Public Transport decrease Car Ownership? Evidence from the Copenhagen Metropolitan Area

  Authors: Ismir Mulalic, Technical University Denmark, Denmark; Ninette Pilegaard, Technical University Denmark, Denmark; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-138/III - Generalized Autoregressive Method of Moments

  Authors: Drew Creal, The University of Chicago Booth School of Business, United States; Siem Jan Koopman, VU University Amsterdam, the Netherlands; ; Marcin Zamojski, VU University Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-137/VI - Untangling Fixed Effects and Constant Regressors

  Authors: Franc Klaassen, University of Amsterdam; Rutger Teulings, University of Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-136/VIII - Double Limit Pricing

  Authors: Gerard van der Meijden, VU University Amsterdam, the Netherlands; Karolina Ryszka, VU University Amsterdam, the Netherlands; Cees Withagen, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-135/V - Business Networks and Crisis Performance: Professional, Political, and Family Ties

  Authors: Richard W. Carney, Australian National University, Australia; Travers Barclay Child, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-134/VIII - Complementary Alliances with Endogenous Fleets and Load Factors

  Authors: Achim I. Czerny, Hong Kong Polytechnic University, Hong Kong, PR China; Vincent A.C. van den Berg, VU University Amsterdam, the Netherlands; Erik T. Verhoef, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-133/III - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

  Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Juan-Ángel Jiménez-Martín, Complutense University of Madrid, Spain; Esfandiar Maasoumi, Emory University, USA; Michel McAleer, National TsingHua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, the Netherlands; Complutense University of Madrid, Spain; Teodosio Pérez-Amaral, Complutense University of Madrid, Spain

  Date: December 15, 2015

• 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