Casper G. de Vries
Identifiers
- Open LibraryOL912330A
Top Subjects
- Risk management (2)
- Risk assessment (1)
- Extreme value theory (1)
Books by Casper G. de Vries
Total count: 5
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International trade and the arbitrage principleErasmus University Rotterdam1989-01-01
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Tail index and quantile estimation with very high frequency dataInstitute of Economic Studies, University of Iceland1996-01-01
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Extreme returns, tail estimation, and value-at-riskInstitute of Economic Studies, University of Iceland1997-01-01
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Asset market linkages in crisis periodsEuropean Central Bank2001-01-01
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Banking system stabilitya cross-Atlantic perspectiveEuropean Central Bank2005-01-01