de Haan, Laurens; de Vries, Casper G.; Zhou, Chen The number of active bidders in internet auctions. (English) Zbl 1285.91053 J. Econ. Theory 148, No. 4, 1726-1736 (2013). MSC: 91B26 PDF BibTeX XML Cite \textit{L. de Haan} et al., J. Econ. Theory 148, No. 4, 1726--1736 (2013; Zbl 1285.91053) Full Text: DOI
de Haan, Laurens; de Vries, Casper G.; Zhou, Chen The expected payoff to Internet auctions. (English) Zbl 1224.91034 Extremes 12, No. 3, 219-238 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 91B26 62G32 PDF BibTeX XML Cite \textit{L. de Haan} et al., Extremes 12, No. 3, 219--238 (2009; Zbl 1224.91034) Full Text: DOI
Danielsson, J.; de Haan, L.; Peng, L.; de Vries, C. G. Using a bootstrap method to choose the sample fraction in tail index estimation. (English) Zbl 0976.62044 J. Multivariate Anal. 76, No. 2, 226-248 (2001). MSC: 62G32 62G20 62F40 62G09 PDF BibTeX XML Cite \textit{J. Danielsson} et al., J. Multivariate Anal. 76, No. 2, 226--248 (2001; Zbl 0976.62044) Full Text: DOI
Hüsler, Jürg (ed.); de Haan, L. (ed.); de Vries, Casper G. (ed.) Multivariate extreme value estimation with applications to economics and finance. Conference, Tinbergen Institute Rotterdam, Netherlands, May 26–28, 1994. (English) Zbl 0878.00072 Commun. Stat., Theory Methods 25, No. 4, 685-908 (1996). MSC: 00B25 62-06 PDF BibTeX XML Cite \textit{J. Hüsler} (ed.) et al., Commun. Stat., Theory Methods 25, No. 4, 685--908 (1996; Zbl 0878.00072)
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G. Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. (English) Zbl 0679.60029 Stochastic Processes Appl. 32, No. 2, 213-224 (1989). Reviewer: H.N.Nagaraya MSC: 60F05 60H99 60G10 60G17 PDF BibTeX XML Cite \textit{L. de Haan} et al., Stochastic Processes Appl. 32, No. 2, 213--224 (1989; Zbl 0679.60029) Full Text: DOI