Laurens de Haan
According to our database1, Laurens de Haan authored at least 3 papers between 2012 and 2016.
Legend:Book In proceedings Article PhD thesis Other
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence.
Finance and Stochastics, 2016
The number of active bidders in internet auctions.
J. Economic Theory, 2013
Exceedance probability of the integral of a stochastic process.
J. Multivariate Analysis, 2012