Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22.
47 key publications
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Bruijn, K., Georgallis, P., Albino-Pimentel, J., Kourula, A. and Teegen, H. (2024). MNE-Civil Society Interactions: A Review and Research Agenda Journal of International Business Studies, 55:136--156. -
Benischke, M. and Bhaskarabhatla, A. (2024). Negative Incentives and Regulatory Capture: Noncompliance with Price Ceilings on Essential Medicines in India Journal of Management Studies, 61(2):336--374. -
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
Gutierrez, C., Sloof, R. and Crilly, D. (2024). Time Is Not Money! Temporal Preferences for Time Investments and Entry Into Entrepreneurship Organization Science, 35(2):622--643. -
Boswijk, H., Laeven, R. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1). -
Creal, D., Koopman, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14.