Category Archives: PubFeatured

PRINCE: An Improved Method for Measuring Incentivized Preferences

Johnson, C., Baillon, A., Bleichrodt, H., Li, Z., van Dolder, D & P. Wakker
Journal of Risk and Uncertainty – 2021

Tuesday November 2nd, 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Measuring Beliefs under Ambiguity

Abdellaoui, M., Bleichrodt, H., Kemel, E & O. l’Haridon
Operations Research – 2021

Tuesday November 2nd, 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Risk Aversion and the Value of Diagnostic Tests

Bleichrodt, H. Crainich, D., Eeckhoudt, L & N.Treich
Theory and Decision – 2020

Tuesday November 2nd, 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020By coralio

A comparison of Individual and Group Decision Making for Standard Gamble and Time Trade-Off

Attema, A., Bleichrodt, H., l’Haridon, O & Stefan A. Lipman
European Journal of Health Economics – 2020

Tuesday November 2nd, 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020By coralio

Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021

Friday October 22nd, 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021By coralio

Polynomial adjusted Student-t densities for modeling asset returns

León, A & T. Ñiguez
European Journal of Finance – Forthcoming

Monday October 18th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

Copula methods for evaluating relative tail forecasting performance

León, A & T. Ñiguez
Journal of Risk Finance – Forthcoming

Monday October 18th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

The Transformed Gram Charlier distribution: Parametric properties and financial risk applications

León, A & T. Ñiguez
Journal of Empirical Finance – 2021

Thursday July 29th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Manufacturer Mergers and Product Variety in a Vertically Related Market

Milliou, C. & J. Sandonis
Journal of Industry, Competition and Trade – 2018

Tuesday May 4th, 2021Pub, PubFac, PubFacSandonisJ, PubfacSelected, PubfacSelectedSandonisJ, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2018By coralio

Backtesting VaR under the COVID-19 sudden changes in volatility

Castillo, B., León, A & T. Ñiguez
Finance Research Letters – Forthcoming

Thursday April 22nd, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio