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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood |
0 |
1 |
2 |
26 |
0 |
1 |
10 |
72 |

A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
33 |

A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis |
0 |
0 |
1 |
38 |
0 |
0 |
11 |
46 |

AdMit: Adaptive Mixtures of Student-t Distributions |
0 |
0 |
0 |
41 |
1 |
2 |
6 |
176 |

Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit |
0 |
0 |
0 |
39 |
0 |
0 |
6 |
170 |

Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit |
0 |
0 |
0 |
63 |
0 |
1 |
11 |
265 |

Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations |
0 |
0 |
0 |
660 |
0 |
4 |
44 |
1,293 |

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations |
0 |
1 |
4 |
53 |
0 |
5 |
20 |
162 |

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R |
0 |
0 |
5 |
83 |
1 |
1 |
15 |
193 |

Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012 |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
53 |

DEoptim: An R Package for Global Optimization by Differential Evolution |
0 |
0 |
7 |
134 |
0 |
3 |
38 |
465 |

Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization |
0 |
0 |
2 |
132 |
0 |
0 |
9 |
297 |

Efficient Bayesian Estimation and Combination of GARCH-Type Models |
0 |
0 |
1 |
37 |
0 |
1 |
6 |
146 |

Efficient Bayesian estimation and combination of GARCH-type models |
0 |
0 |
0 |
68 |
0 |
2 |
6 |
175 |

Fully Flexible Views in Multivariate Normal Markets |
0 |
1 |
8 |
26 |
0 |
1 |
14 |
61 |

GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts |
0 |
0 |
2 |
49 |
0 |
0 |
7 |
76 |

Generalized Autoregressive Score Models in R: The GAS Package |
0 |
1 |
4 |
4 |
3 |
5 |
19 |
19 |

Generalized Marginal Risk |
0 |
1 |
1 |
61 |
0 |
1 |
10 |
269 |

Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy |
0 |
0 |
2 |
14 |
0 |
1 |
21 |
90 |

Jump-Diffusion Calibration using Differential Evolution |
0 |
1 |
3 |
50 |
1 |
4 |
12 |
132 |

Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation? |
1 |
1 |
1 |
36 |
1 |
2 |
9 |
64 |

Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? |
0 |
1 |
5 |
85 |
0 |
1 |
11 |
155 |

Tests d'arbitrage et surfaces de volatilité: analyse empirique sur données haute fréquence |
0 |
1 |
1 |
17 |
1 |
2 |
7 |
114 |

Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers |
0 |
0 |
0 |
97 |
0 |
1 |
2 |
447 |

The Peer Performance of Hedge Funds |
0 |
0 |
0 |
30 |
0 |
1 |
20 |
83 |

To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods |
0 |
0 |
1 |
50 |
0 |
0 |
8 |
186 |

Worldwide equity Risk Prediction |
0 |
0 |
4 |
38 |
1 |
3 |
11 |
48 |

Total Working Papers |
1 |
9 |
54 |
1,980 |
9 |
42 |
340 |
5,290 |