Marco J.
VAN DER LEIJ
Assistant ProfessorPh.D., Erasmus University Rotterdam
on leave
E
vanderleij@merlin.fae.ua.es
Research Interests:
Behavioral, Experimental and Network Economics. Statistics and Econometrics.
Selected Publications:
Fafchamps, Marcel, Sanjeev Goyal and Marco J. van der Leij. 2010. "Matching and Network Effects", Journal of the European Economic Association, 8(1): 203-231
Franses, Philip Hans B.F., Marco J. van der Leij & Richard Paap. 2008. "A Simple Test for GARCH against a Stochastic Volatility Model", Journal of Financial Econometrics, 6(3): 291-306
Goyal, Sanjeev, Marco J. van der Leij and José Luis Moraga-González. 2006. "Economics: An Emerging Small World" Journal of Political Economy, 114(2): 403-412
Franses, Philip Hans B.F., Marco J. van der Leij & Richard Paap. 2002. "Modelling and Forecasting Level Shifts in Absolute Returns" Journal of Applied Econometrics, 17(5): 601-616
http://merlin.fae.ua.es/vanderleij/