Browsing All of EconStor by Author Kole, Erik
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2014 | Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes | Gresnigt, Francine; Kole, Erik; Franses, Philip Hans |
2015 | Exploiting Spillovers to forecast Crashes | Gresnigt, Francine; Kole, Erik; Franses, Philip Hans |
2015 | Forecasting Value-at-Risk under Temporal and Portfolio Aggregation | Kole, Erik; Markwat, Thijs; Opschoor, Anne; van Dijk, Dick |
2015 | Cyclicality in Losses on Bank Loans | Keijsers, Bart; Diris, Bart; Kole, Erik |
2015 | Specification Testing in Hawkes Models | Gresnigt, Francine; Kole, Erik; Franses, Philip Hans |
2019 | Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance | Kole, Erik; Brink, Reza |
2019 | Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error | Barendse, Sander; Kole, Erik; van Dijk, Dick |
2019 | Cognitive Biases and Consumer Sentiment | Kole, Erik; Noordegraaf-Eelens, Liesbeth; Vringer, Bas |
2021 | Heterogeneous macro and financial effects of ECB asset purchase programs | van der Zwan, Terri; Kole, Erik; van der Wel, Michel |
2021 | Moments, shocks and spillovers in Markov switching VAR models | van Dijk, Dick; Kole, Erik |