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  • Placement Xiye Yang at Rutgers University (United States) - Tinbergen
    Local navigation List by Research Group Behavioral and Experimental Economics 45 Organizations and Markets 43 Spatial Transport and Environmental Economics 32 Cooperative Behavior Strategic Interaction and Complex Systems 23 Econometrics and Operations Research 49 Finance 68 Labor Health Education and Development 26 Macroeconomics and International Economics 34 Show all 346 List by subject No subjects available Show all 346 News archive 2012 1 2013 93 2014 120 2015 118 2016 15 Show all 346 Article Placement Xiye Yang at Rutgers University United States Congratulations to PhD candidate Xiye Yang on his new position as assistant professor tenure track at Rutgers University in the United States Xiye Yang is a PhD student in econometrics at the University of Amsterdam He expects to defend his dissertation entitled Essays on High Frequency Financial Econometrics on June 16 2015 under the supervision of TI fellow professor Peter Boswijk and TI alumnus professor Roger Laeven both UvA Xiye Yang is an alumnus of the TI MPhil in Economics program 2011 His research interests lie in the areas of econometric theory financial econometrics asset pricing and empirical finance In his research he aims to create a tight connection of econometrics and finance theories econometric analysis discovers

    Original URL path: http://www.tinbergen.nl/news/placement-xiye-yang-rutgers-university/ (2016-02-06)
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  • Placement Geert Mesters: Pompeu Fabra University - Tinbergen
    to Intranet Home News Placement Geert Mesters Pompeu Fabra University Local navigation List by Research Group Behavioral and Experimental Economics 45 Organizations and Markets 43 Spatial Transport and Environmental Economics 32 Cooperative Behavior Strategic Interaction and Complex Systems 23 Econometrics and Operations Research 49 Finance 68 Labor Health Education and Development 26 Macroeconomics and International Economics 34 Show all 346 List by subject No subjects available Show all 346 News archive 2012 1 2013 93 2014 120 2015 118 2016 15 Show all 346 Article Placement Geert Mesters Pompeu Fabra University TI would like to congratulate PhD student Geert Mesters on his new job as assistant professor tenure track at the economics department of Pompeu Fabra University in Barcelona Spain Geert is a Ph D student in econometrics and criminology at the VU University Amsterdam and The Netherlands Institute for the Study of Crime and Law Enforcement He hold a MSc in econometrics cum laude from the VU University Amsterdam Geert s research interests are in time series econometrics and life course criminology He will defend his PhD thesis Essays on Nonlinear Panel Data Models in the spring of 2014 Supervisor is fellow Siem Jan Koopman Please click here to

    Original URL path: http://www.tinbergen.nl/news/placement-geert-mesters-pompeu-fabra-university/ (2016-02-06)
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  • Discussion paper - Tinbergen
    Key Stars Top Alumni of TI Intranet Login Login to Intranet Home Discussion paper Local navigation Research Groups Researchers Requirements for Tinbergen Institute Research Fellows Key Publications Discussion papers Fellows PhD Students List by year 2016 9 2015 140 2014 157 2013 211 2012 146 2011 182 2010 129 2009 113 2008 120 2007 101 2006 113 2005 122 2004 135 2003 102 2002 126 2001 122 2000 124 1999 95 1998 130 1997 135 1996 16 Article Censored Posterior and Predictive Likelihood in Left Tail Prediction for Accurate Value at Risk Estimation PDF File 13 060 III 2013 04 15 2014 03 06 Author s Lukasz Gatarek Econometric Institute Erasmus School of Economics Erasmus University Rotterdam Lennart Hoogerheide VU University Amsterdam Koen Hooning Delft University of Technology Herman K van Dijk Econometric Institute Erasmus University Rotterdam and VU University Amsterdam Keywords censored likelihood censored posterior censored predictive likelihood Bayesian Model Averaging Value at Risk Metropolis Hastings algorithm JEL codes C11 C15 C22 C51 C53 C58 G17 Accurate prediction of risk measures such as Value at Risk VaR and Expected Shortfall ES requires precise estimation of the tail of the predictive distribution Two novel concepts are introduced that offer a

    Original URL path: http://www.tinbergen.nl/discussionpaper/?paper=2098 (2016-02-06)
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  • Financing Bidders in Takeover Contests - Tinbergen
    rationality and institutions and experimental economics The research of the Rotterdam based group focuses on two broad themes decision under risk and uncertainty and intertemporal choice Cooperative Behavior Strategic Interaction and Complex Systems This research group focuses on non cooperative game theory nonlinear dynamics and complex systems bounded rationality learning and heterogenous expectations dynamic models of collective behavior and social networks dynamic optimization Econometrics and Operations Research Research themes time series econometrics panel data Bayesian econometrics applied econometrics and econometric methodology Applications can be found in areas as diverse as monetary economics labor economics marketing and asset pricing Some fellows in this group focus on operations research Finance The Finance group at TI spans many of the core fields in finance asset pricing corporate finance financial econometrics market microstructure and financial institutions Labor Health Education and Development At TI a large group of fellows works in different areas of labour health education and development Macroeconomics and International Economics Fellows in the Macroeconomics and International Economics group carry out research on growth innovation international trade and factor mobility the role of economic geography banking and monetary economics and fiscal policy Organizations and Markets The Organizations and Markets OM group spans many areas in applied microeconomics including the economics of organizations industrial organization entrepreneurship innovation and auctions Spatial Transport and Environmental Economics The STEE group addresses four themes urban and regional dynamics land use transportation and environment and resources Many fellows combine policy research with fundamental research Home Keypublication Financing Bidders in Takeover Contests Local navigation Research Groups Researchers Requirements for Tinbergen Institute Research Fellows Key Publications Discussion papers Fellows PhD Students List by year 2009 12 2012 27 2011 27 Forthcoming 6 2008 16 2006 13 2013 41 2010 21 2007 7 2014 30 2015 29 2005 8 2004 4 2003

    Original URL path: http://www.tinbergen.nl/keypublication/financing-bidders-takeover-contests/ (2016-02-06)
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  • Disappearing Call Delay and Dividend-Protected Convertible Bonds - Tinbergen
    bounded rationality and institutions and experimental economics The research of the Rotterdam based group focuses on two broad themes decision under risk and uncertainty and intertemporal choice Cooperative Behavior Strategic Interaction and Complex Systems This research group focuses on non cooperative game theory nonlinear dynamics and complex systems bounded rationality learning and heterogenous expectations dynamic models of collective behavior and social networks dynamic optimization Econometrics and Operations Research Research themes time series econometrics panel data Bayesian econometrics applied econometrics and econometric methodology Applications can be found in areas as diverse as monetary economics labor economics marketing and asset pricing Some fellows in this group focus on operations research Finance The Finance group at TI spans many of the core fields in finance asset pricing corporate finance financial econometrics market microstructure and financial institutions Labor Health Education and Development At TI a large group of fellows works in different areas of labour health education and development Macroeconomics and International Economics Fellows in the Macroeconomics and International Economics group carry out research on growth innovation international trade and factor mobility the role of economic geography banking and monetary economics and fiscal policy Organizations and Markets The Organizations and Markets OM group spans many areas in applied microeconomics including the economics of organizations industrial organization entrepreneurship innovation and auctions Spatial Transport and Environmental Economics The STEE group addresses four themes urban and regional dynamics land use transportation and environment and resources Many fellows combine policy research with fundamental research Home Keypublication Disappearing Call Delay and Dividend Protected Convertible Bonds Local navigation Research Groups Researchers Requirements for Tinbergen Institute Research Fellows Key Publications Discussion papers Fellows PhD Students List by year 2009 12 2012 27 2011 27 Forthcoming 6 2008 16 2006 13 2013 41 2010 21 2007 7 2014 30 2015 29 2005

    Original URL path: http://www.tinbergen.nl/keypublication/disappearing-call-delay-dividend-protected-convertible-bonds/ (2016-02-06)
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  • Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices - Tinbergen
    making bounded rationality and institutions and experimental economics The research of the Rotterdam based group focuses on two broad themes decision under risk and uncertainty and intertemporal choice Cooperative Behavior Strategic Interaction and Complex Systems This research group focuses on non cooperative game theory nonlinear dynamics and complex systems bounded rationality learning and heterogenous expectations dynamic models of collective behavior and social networks dynamic optimization Econometrics and Operations Research Research themes time series econometrics panel data Bayesian econometrics applied econometrics and econometric methodology Applications can be found in areas as diverse as monetary economics labor economics marketing and asset pricing Some fellows in this group focus on operations research Finance The Finance group at TI spans many of the core fields in finance asset pricing corporate finance financial econometrics market microstructure and financial institutions Labor Health Education and Development At TI a large group of fellows works in different areas of labour health education and development Macroeconomics and International Economics Fellows in the Macroeconomics and International Economics group carry out research on growth innovation international trade and factor mobility the role of economic geography banking and monetary economics and fiscal policy Organizations and Markets The Organizations and Markets OM group spans many areas in applied microeconomics including the economics of organizations industrial organization entrepreneurship innovation and auctions Spatial Transport and Environmental Economics The STEE group addresses four themes urban and regional dynamics land use transportation and environment and resources Many fellows combine policy research with fundamental research Home Keypublication Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump Diffusion Models for Equity Indices Local navigation Research Groups Researchers Requirements for Tinbergen Institute Research Fellows Key Publications Discussion papers Fellows PhD Students List by year 2009 12 2012 27 2011 27 Forthcoming 6 2008 16 2006 13 2013 41 2010

    Original URL path: http://www.tinbergen.nl/keypublication/empirical-analysis-affine-versus-nonaffine-variance-specifications-jump-diffusion-models-equity-indices/ (2016-02-06)
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  • Price Pressures - Tinbergen
    Login Login to Intranet BEE CSC ECTOR FIN LHED MIE OM STEE Behavioral and Experimental Economics The Behavioral and Experimental Economics group has an influential position in this field in the Netherlands and Europe CREED the Amsterdam based group focuses particularly on three main projects economics of political decision making bounded rationality and institutions and experimental economics The research of the Rotterdam based group focuses on two broad themes decision under risk and uncertainty and intertemporal choice Cooperative Behavior Strategic Interaction and Complex Systems This research group focuses on non cooperative game theory nonlinear dynamics and complex systems bounded rationality learning and heterogenous expectations dynamic models of collective behavior and social networks dynamic optimization Econometrics and Operations Research Research themes time series econometrics panel data Bayesian econometrics applied econometrics and econometric methodology Applications can be found in areas as diverse as monetary economics labor economics marketing and asset pricing Some fellows in this group focus on operations research Finance The Finance group at TI spans many of the core fields in finance asset pricing corporate finance financial econometrics market microstructure and financial institutions Labor Health Education and Development At TI a large group of fellows works in different areas of labour health education and development Macroeconomics and International Economics Fellows in the Macroeconomics and International Economics group carry out research on growth innovation international trade and factor mobility the role of economic geography banking and monetary economics and fiscal policy Organizations and Markets The Organizations and Markets OM group spans many areas in applied microeconomics including the economics of organizations industrial organization entrepreneurship innovation and auctions Spatial Transport and Environmental Economics The STEE group addresses four themes urban and regional dynamics land use transportation and environment and resources Many fellows combine policy research with fundamental research Home Keypublication Price Pressures

    Original URL path: http://www.tinbergen.nl/keypublication/price-pressures/ (2016-02-06)
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  • Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation - Tinbergen
    FIN LHED MIE OM STEE Behavioral and Experimental Economics The Behavioral and Experimental Economics group has an influential position in this field in the Netherlands and Europe CREED the Amsterdam based group focuses particularly on three main projects economics of political decision making bounded rationality and institutions and experimental economics The research of the Rotterdam based group focuses on two broad themes decision under risk and uncertainty and intertemporal choice Cooperative Behavior Strategic Interaction and Complex Systems This research group focuses on non cooperative game theory nonlinear dynamics and complex systems bounded rationality learning and heterogenous expectations dynamic models of collective behavior and social networks dynamic optimization Econometrics and Operations Research Research themes time series econometrics panel data Bayesian econometrics applied econometrics and econometric methodology Applications can be found in areas as diverse as monetary economics labor economics marketing and asset pricing Some fellows in this group focus on operations research Finance The Finance group at TI spans many of the core fields in finance asset pricing corporate finance financial econometrics market microstructure and financial institutions Labor Health Education and Development At TI a large group of fellows works in different areas of labour health education and development Macroeconomics and International Economics Fellows in the Macroeconomics and International Economics group carry out research on growth innovation international trade and factor mobility the role of economic geography banking and monetary economics and fiscal policy Organizations and Markets The Organizations and Markets OM group spans many areas in applied microeconomics including the economics of organizations industrial organization entrepreneurship innovation and auctions Spatial Transport and Environmental Economics The STEE group addresses four themes urban and regional dynamics land use transportation and environment and resources Many fellows combine policy research with fundamental research Home Keypublication Securitization and Capital Structure in Nonfinancial Firms An Empirical

    Original URL path: http://www.tinbergen.nl/keypublication/securitization-capital-structure-nonfinancial-firms-empirical-investigation/ (2016-02-06)
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