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Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes, , , and . Stochastic Processes and their Applications, 32 (2): 213--224 (August 1989)The number of active bidders in internet auctions., , and . J. Econ. Theory, 148 (4): 1726-1736 (2013)Tail index and quantile estimation with very high frequency data, and . Journal of Empirical Finance, 4 (2-3): 241--257 (June 1997)A note on the relationship between GARCH and symmetric stable processes, , and . Journal of Empirical Finance, 2 (3): 253--264 (September 1995)Portfolio selection with heavy tails, and . Journal of Empirical Finance, 14 (3): 383--400 (June 2007)Differences between foreign exchange rate regimes: The view from the tails, , and . Journal of International Money and Finance, 11 (5): 462--473 (October 1992)Fixing soft margins, , and . Journal of International Economics, 34 (3-4): 359--374 (May 1993)The impact of competition on prices with numerous firms., , , , , and . J. Econ. Theory, (2016)Comparing downside risk measures for heavy tailed distributions, , , and . Economics Letters, 92 (2): 202--208 (August 2006)Incentives for effective risk management, , and . Journal of Banking & Finance, 26 (7): 1407--1425 (July 2002)