3385 Discussion Papers

• 13-128/III - Market Integration Dynamics and Asymptotic Price Convergence in Distribution

  Authors: Alfredo García-Hiernaux, Complutense University of Madrid, Spain; David E. Guerrero, CUNEF Colegio Universitario de Estudios Financieros, Madrid, Spain; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain

  Date: September 03, 2013

• 13-127/III - Semiparametric Cross Entropy for Rare-Event Simulation

  Authors: Zdravko Botev, The University of New South Wales, Sydney, Australia; Ad Ridder, VU University Amsterdam; Leonardo Rojas-Nandayapa, The University of Queensland

  Date: September 02, 2013

• 13-126/VI - A Real Option Perspective on Valuing Gas Fields

  Authors: Lin Zhao, University of Amsterdam, Duisenberg School of Finance; Sweder van Wijnbergen, University of Amsterdam

  Date: September 02, 2013

• 13-125/II - Expectations in Experiments

  Author: Florian Wagener, CeNDEF, University of Amsterdam

  Date: August 29, 2013

• 13-124/VI - Reconciling Consumption Inequality with Income Inequality

  Authors: Vadym Lepetyuk, Bank of Canada, Canada; Christian A. Stoltenberg, University of Amsterdam

  Date: August 17, 2013

• 13-123/VIII - Overreporting vs. Overreacting: Commuters' Perceptions of Travel Times

  Authors: Stefanie Peer, VU University Amsterdam, and Institute for the Environment and Regional Development, Vienna University of Economics and Business, Austria; Jasper Knockaert, VU University Amsterdam; Paul Koster, VU University Amsterdam; Erik Verhoef, VU University Amsterdam

  Date: August 26, 2013

• 13-122/III - Sequential Monte Carlo for Counting Vertex Covers in General Graphs

  Authors: Radislav Vaisman, Technion, Haifa, Israel; Zdravko Botev, University of New South Wales, Sidney, Australia; Ad Ridder, VU University Amsterdam

  Date: August 26, 2013

• 13-121/III - Forecasting Earnings Forecasts

  Authors: Bert de Bruijn, Erasmus University Rotterdam; Philip Hans Franses, Erasmus University Rotterdam

  Date: August 22, 2013

• 13-120/VIII - Coarse Tolling with Heterogeneous Preferences

  Author: Vincent A.C. van den Berg, VU University Amsterdam

  Date: August 22, 2013

• 13-119/V - The Causal Effect of Retirement on Mortality - Evidence from Targeted Incentives to retire early

  Authors: Hans Bloemen, VU University Amsterdam, Netspar, IZA; Stefan Hochguertel, VU University Amsterdam, Netspar; Jochem Zweerink, VU University Amsterdam, Netspar

  Date: August 19, 2013

• 13-118/III - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, National Pingtung Institute of Commerce, Taiwan; Michael McAleer, National Tsing Hua University, Hsinchu, Taiwan, Erasmus University Rotterdam, The Netherlands, and Complutense University of Madrid, Spain

  Date: August 16, 2013

• 13-117/VIII - Tender Auctions with Existing Operators Bidding

  Author: Vincent A.C. van den Berg, VU University Amsterdam

  Date: August 15, 2013

• 13-116/VIII - Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba

  Authors: Jorge Ridderstaat, Centrale Bank van Aruba, Aruba, Dutch Caribbean; Peter Nijkamp, VU University Amsterdam

  Date: August 15, 2013

• 13-115/VIII - Dynamics in Aceh and North Sumatera after the Twin Disasters: An Investigation into the Relevance of the Locational Fundamental Theory

  Authors: Aloysius Gunadi Brata, VU University Amsterdam, and Atma Jaya Yogyakarta University; Henri L.F. de Groot, VU University Amsterdam, and Ecorys NEI, Rotterdam; Piet Rietveld, VU University Amsterdam

  Date: August 15, 2013

• 13-114/III - Volatility Smirk as an Externality of Agency Conflict and Growing Debt

  Authors: Marcin Jaskowski, Erasmus University Rotterdam; Michael McAleer, Erasmus University Rotterdam, National Tsing Hua University, Taiwan; Complutense University of Madrid, Spain

  Date: August 12, 2013

• 13-113/III - Predicting Covariance Matrices with Financial Conditions Indexes

  Authors: Anne Opschoor, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam; Michel van der Wel, Erasmus University Rotterdam

  Date: August 09, 2013

• 13-112/I - Superstars need Social Benefits: An Experiment on Network Formation

  Authors: Boris van Leeuwen, University of Amsterdam; Theo Offerman, University of Amsterdam; Arthur Schram, University of Amsterdam

  Date: August 08, 2013

• 13-111/III - Estimating Structural Parameters in Regression Models with Adaptive Learning

  Authors: Norbert Christopeit, University of Bonn, Germany; Michael Massmann, VU University Amsterdam

  Date: August 06, 2013

• 13-110/VIII - Socio-cultural Diversity and Urban Buzz

  Authors: Daniel Arribas-Bel, VU University Amsterdam; Karima Kourtit, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam

  Date: August 06, 2013

• 13-109/VIII - Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange

  Authors: Daniel Traian Pele, Bucharest University of Economic Studies, Bucharest, Romania; Miruna Mazurencu-Marinescu, Bucharest University of Economic Studies, Bucharest, Romania; Peter Nijkamp, VU University Amsterdam

  Date: August 05, 2013