Laurens de Haan

Publication Activity (10 Years)

Years Active: 2012-2016
Publications (10 Years): 1

Top Topics

Financial Time Series

Stochastic Processes

Top Venues

Finance Stochastics

J. Econ. Theory

J. Multivar. Anal.

Publications

Laurens de Haan, Cécile Mercadier, Chen Zhou
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Finance Stochastics 20 (2) (2016)
Laurens de Haan, Casper G. de Vries, Chen Zhou
The number of active bidders in internet auctions. J. Econ. Theory 148 (4) (2013)
Ana Ferreira, Laurens de Haan, Chen Zhou
Exceedance probability of the integral of a stochastic process. J. Multivar. Anal. 105 (1) (2012)