Laurens de Haan

According to our database, Laurens de Haan authored at least 3 papers between 2012 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

Adapting extreme value statistics to financial time series: dealing with bias and serial dependence.

Laurens de Haan, Cécile Mercadier, Chen Zhou

Finance Stochastics, 2016

2013

The number of active bidders in internet auctions.

Laurens de Haan, Casper G. de Vries, Chen Zhou

J. Econ. Theory, 2013

2012

Exceedance probability of the integral of a stochastic process.

Ana Ferreira, Laurens de Haan, Chen Zhou

J. Multivar. Anal., 2012