de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.
29 Key Publications
filtered by:
-
-
Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66. -
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129. -
Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:. -
Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :. -
Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39. -
Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402. -
Boons, M., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470. -
Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.