Laurens de Haan

1. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
   2001/02/01 by J. Danielsson, Jón Danı́elsson, Laurens de Haan +5 · 10 citations
   Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Hydrology and Drought Analysis
2. On maximum likelihood estimation of the extreme value index
   2004/07/05 by Holger Drees, Ana Ferreira, Laurens de Haan · 1 citation
   Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Organizational Management and Leadership #Risk and Portfolio Optimization #math.PR #msc:62G20. #msc:62G32
3. Estimating space-time trend and dependence of heavy rainfall
   2017/07/14 by Ana Ferreira, Ferreira, Ana, Petra Friederichs +7 · 1 citation
   Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #FOS: Computer and information sciences #Hydrology and Drought Analysis #Methodology (stat.ME) #Spatial and Panel Data Analysis