Finance

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• Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models

  Koopman, S. (Contributor), Lucas, A. (Contributor) & Scharth, M. (Contributor), Unknown Publisher, 1 Jan 2015

  DOI: 10.6084/m9.figshare.1054782.v1, https://tandf.figshare.com/articles/dataset/Numerically_Accelerated_Importance_Sampling_for_Nonlinear_Non_Gaussian_State_Space_Models_a_href_fn0001_target_blank_a_/1054782/1

  Dataset

• Replication data for: Bubbles and Financial Professionals

  Weitzel, U. (Creator), Huber, C. (Contributor), Huber, J. (Contributor), Kirchler, M. (Contributor), Lindner, F. (Creator) & Rose, J. (Creator), Open Science Framework, 1 Mar 2019

  https://osf.io/265dp/files/

  Dataset

• Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

  Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020

  DOI: 10.6084/m9.figshare.12240584.v2, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/2

  Dataset

• Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings

  Opschoor, A. (Creator), Lucas, A. (Creator), Barra, I. (Creator) & van Dijk, D. (Contributor), Taylor&Francis, 2020

  DOI: 10.6084/m9.figshare.12240584, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584

  Dataset

• Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models

  Koopman, S. (Contributor), Lucas, A. (Contributor) & Scharth, M. (Contributor), Unknown Publisher, 1 Jan 2015

  DOI: 10.6084/m9.figshare.1054782.v2, https://tandf.figshare.com/articles/dataset/Numerically_Accelerated_Importance_Sampling_for_Nonlinear_Non_Gaussian_State_Space_Models/1054782/2

  Dataset

• A stochastic recurrence equations approach for score driven correlation models

  Blasques, F. (Creator), Lucas, A. (Creator) & Silde, E. (Creator), Figshare, 2016

  DOI: 10.6084/m9.figshare.3179869, https://figshare.com/articles/A_stochastic_recurrence_equations_approach_for_score_driven_correlation_models/3179869/1

  Dataset

• Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests: Dataset

  van Oordt, M. (Creator), Wiley, Apr 2022

  https://onlinelibrary.wiley.com/action/downloadSupplement?doi=10.1111%2Fjmcb.12942&file=jmcb12942-sup-0002-Dataandprograms.zip

  Dataset

• Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings

  Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020

  DOI: 10.6084/m9.figshare.12240584.v3, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/3

  Dataset

• Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

  Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020

  DOI: 10.6084/m9.figshare.12240584.v1, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/1

  Dataset

• Replication Data for: What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople

  Weitzel, U. (Creator), Holzmeister, F. (Contributor), Huber, J. (Contributor), Kirchler, M. (Creator), Zeisberger, S. (Creator) & Lindner, F. (Creator), Management Science, 16 Apr 2020

  DOI: doi.org/10.1287/mnsc.2019.3526, https://pubsonline.informs.org/doi/suppl/10.1287/mnsc.2019.3526

  Dataset

• Systemic risk and bank business models: Dataset

  van Oordt, M. (Creator) & Zhou, C. (Creator), Wiley, Oct 2018

  http://qed.econ.queensu.ca/jae/datasets/van_oordt001/

  Dataset

• Replication data for: Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show

  van Dolder, D. (Creator), van den Assem, M. (Creator), Camerer, C. F. (Creator) & Thaler, R. H. (Creator), ICPSR - Interuniversity Consortium for Political and Social Research, 2015

  DOI: 10.3886/e113363, https://www.openicpsr.org/openicpsr/project/113363

  Dataset