Schaumburg, J. (2012). Predicting extreme Value at Risk: Nonparametric quantile regression with refinements from extreme value theory Computational Statistics and Data Analysis, 56(12):4081--4096.
21 key publications
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Dellaert, B. and Haeubl, G. (2012). Searching in Choice Mode: Consumer Decision Processes in Product Search with Recommendations Journal of Marketing Research, 49(2):277--288. -
Fok, D., Paap, R. and Franses, P.H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times Computational Statistics and Data Analysis, 56(11):3055--3069. -
Ramdani, D. and van Witteloostuijn, A. (2012). The Shareholder-Manager Relationship and Its Impact on the Likelihood of Firm Bribery Journal of Business Ethics, 108(4):495--507. -
Calli, M., Weverbergh, M. and Franses, P.H. (2012). The effectiveness of high-frequency direct-response commercials International Journal of Research in Marketing, 29(1):98--109. -
Belsley, D.A., Kontoghiorghes, E.J., Van Dijk, H.K., Bauwens, L., Koopman, S.J., McAleer, M., Amendola, A., Billio, M., Croux, C., Chen, CathyW.S., Davidson, R., Duchesne, P., Foschi, P., Francq, C., Fuertes, A.M., Koop, G., Khalaf, L., Paolella, M., Pollock, D.S.G., Ruiz, E., Paap, R., Proietti, T., Winker, P., Yu, PhilipL.H., Zakoian, J.M. and Zeileis, A. (2012). The Annals of Computational and Financial Econometrics, first issue Computational Statistics and Data Analysis, 56(11):2991--2992. -
de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932. -
Brown, S., Grundy, B., Lewis, C. and Verwijmeren, P. (2012). Convertibles and hedge funds as distributors of equity exposure Review of Financial Studies, 25(10):3077--3112. -
Impink, J., Lubberink, M., van Praag, B. and Veenman, D. (2012). Did Accelerated Filing Requirements and Sox Section 404 Affect the Timeliness of 10-K Filings? Review of Accounting Studies, 17(2):227--253. -
Dordonnat, V., Koopman, S. and Ooms, M. (2012). Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics and Data Analysis, 56(11):3134--3152. -
van den Assem, M.J., van Dolder, D. and Thaler, R. (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large Management Science, 58(1):2--20. -
Muehlfeld, K., Rao Sahib, P. and Van Witteloostuijn, A. (2012). A contextual theory of organizational learning from failures and successes: A study of acquisition completion in the global newspaper industry, 1981-2008 Strategic Management Journal, 33(8):938--964. -
Hoogerheide, L., Ardia, D. and van Dijk, H.K. (2012). A Comparative Study of Monte Carlo Methods for Efficient Evaluation of marginal likelihood Computational Statistics and Data Analysis, 56(11):3398--3414. -
Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666. -
Lemmens, A., Croux, C. and Stremersch, S. (2012). Dynamics in the international market segmentation of new product growth International Journal of Research in Marketing, 29(1):81--92. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
Peers, Y., Fok, D. and Franses, P.H. (2012). Modeling Seasonality in New Product Diffusion Marketing Science, 31(2):351--364. -
Bogaert, S., Boone, C. and van Witteloostuijn, A. (2012). Social Value Orientation and Climate Strength as Moderators of the Impact of Work Group Cooperative Climate on Affective Commitment Journal of Management Studies, 49(5):918--944. -
Dellaert, B., Donkers, B. and van Soest, A. (2012). Complexity Effects in Choice Experiment-Based Models Journal of Marketing Research, 49(3):424--434. -
de Jong, M., Lehmann, D. and Netzer, O. (2012). State-Dependence Effects in Surveys Marketing Science, 31(5):838--854.