Casper G. de Vries

The all-pay auction with complete information

Michael R. Baye, Dan Kovenock, Casper G. de Vries · Economic Theory · 1996 · 821 citations · Full text

Economics, Complete Information, Electronic Auction +6

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Laurens de Haan, Liang Peng, Casper G. de Vries · Journal of Multivariate Analysis · 2001 · 449 citations

Bootstrap Resampling, Engineering, Sample Fraction +10

On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective

Dennis W. Jansen, Casper G. de Vries · The Review of Economics and Statistics · 1991 · 446 citations

Empirical Finance, Asset Pricing, Management +17

Tail index and quantile estimation with very high frequency data

Jón Danı́elsson, Casper G. de Vries · Journal of Empirical Finance · 1997 · 312 citations · Full text

Density Estimation, Engineering, Data Science +8

Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes

Laurens de Haan, Sidney I. Resnick, Holger Rootzén et al. · Stochastic Processes and their Applications · 1989 · 258 citations · Full text

Stochastic Dynamical System, Levy Process, Stochastic Phenomenon +3