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Disambiguation of "de Vries, Casper G."

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Portfolio selection with limited downside risk

, , and . Journal of Empirical Finance, 7 (3-4): 247--269 (November 2000)

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Ulrike de Vries

Gerhard de Vries

Claudia de Vries

Silke De Vries

Maikel de Vries

 

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The number of active bidders in internet auctions., , and . J. Econ. Theory, 148 (4): 1726-1736 (2013)Fixing soft margins, , and . Journal of International Economics, 34 (3-4): 359--374 (May 1993)Tail index and quantile estimation with very high frequency data, and . Journal of Empirical Finance, 4 (2-3): 241--257 (June 1997)Differences between foreign exchange rate regimes: The view from the tails, , and . Journal of International Money and Finance, 11 (5): 462--473 (October 1992)Portfolio selection with heavy tails, and . Journal of Empirical Finance, 14 (3): 383--400 (June 2007)A note on the relationship between GARCH and symmetric stable processes, , and . Journal of Empirical Finance, 2 (3): 253--264 (September 1995)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 impact of competition on prices with numerous firms., , , , , and . J. Econ. Theory, (2016)International trade and exchange rate volatility, and . European Economic Review, 36 (6): 1311--1321 (August 1992)Comparing downside risk measures for heavy tailed distributions, , , and . Economics Letters, 92 (2): 202--208 (August 2006)