Geert Gielens

A note on the sum-stability of exchange rate returns

H. Dewachter, Geert Gielens, 1994 .

Setting futures margins: the extremes approach

H. Dewachter, Geert Gielens, 1996 .

Fat tail distributions and local thin tail alternatives

Casper G. de Vries, Stefan Straetmans, S. Straetmans, 1996 .