Academic Bibliography

Search 200 years of publications by Ghent University researchers.

prof. David Veredas

Faculty of Economics and Business Administration > Department of Economics

ORCID iD: 0009-0003-3244-3375

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- A1
- open access
TailCoR : a new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements

Sladana Babic, Christophe Ley, Lorenzo Ricci and David Veredas (UGent)

(2023) PLOS ONE. 18(1).
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Common short selling and excess comovement : evidence from a sample of LSE stocks*

Marco Valerio Geraci, Jean-Yves Gnabo and David Veredas (UGent)

(2023) JOURNAL OF FINANCIAL MARKETS. 65.
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Venture capital, credit, and fintech start-up formation : a cross-country study

Dimitrios Kolokas, Tom Vanacker (UGent) , David Veredas (UGent) and Shaker Zahra

(2022) ENTREPRENEURSHIP THEORY AND PRACTICE. 46(5). p.1198-1230
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Flexible multivariate Hill estimators

Yves Dominicy, Matias Heikkilä, Pauliina Ilmonen and David Veredas (UGent)

(2020) JOURNAL OF ECONOMETRICS. 217(2). p.398-410
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Comparison and classification of flexible distributions for multivariate skew and heavy-tailed data

Slađana Babić, Christophe Ley (UGent) and David Veredas (UGent)

(2019) SYMMETRY-BASEL. 11(10).
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Quantile-based inference for tempered stable distributions

Hasan A. Fallahgoul, David Veredas (UGent) and Frank J. Fabozzi

(2019) COMPUTATIONAL ECONOMICS. 53(1). p.51-83
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Systemic risk in the US : interconnectedness as a circuit breaker

Mardi Dungey, Matteo Luciani and David Veredas (UGent)

(2018) ECONOMIC MODELLING. 71. p.305-315
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Short selling in extreme events

Marco Valerio Geraci, Tomas Garbaravičius and David Veredas (UGent)

(2018) JOURNAL OF FINANCIAL STABILITY. 39. p.90-103
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Smoothing it out : empirical and simulation results for disentangled realized covariances

Harry Vander Elst and David Veredas (UGent)

(2017) JOURNAL OF FINANCIAL ECONOMETRICS. 15(1). p.106-138
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Surfing through the GFC : systemic risk in Australia

Mardi Dungey, Marius Matei, Matteo Luciani and David Veredas (UGent)

(2017) ECONOMIC RECORD. 93(300). p.1-19

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