Access Statistics for Charles Bos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Marginal Likelihood Computation Methods 3 15 65 364 12 37 136 800
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 1 1 17 301
Adaptive Polar Sampling 0 0 0 0 0 1 10 94
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 2 4 13 164 4 8 33 900
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 0 4 6 24 392
Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk 0 1 6 121 1 5 16 646
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 1 5 455
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 1 2 7 95 2 15 51 424
Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods 1 3 8 49 1 6 44 288
Daily Exchange Rate Behaviour and Hedging of Currency Risk 2 3 19 404 8 16 72 1,313
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 2 6 146 0 8 24 393
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 1 3 28 90 953
Daily Exchange Rate Behaviour and Hedging of Currency Risk 1 4 11 494 3 11 37 2,254
Daily exchange rate behaviour and hedging of currency risk 2 5 30 448 7 25 124 1,695
Daily exchange rate behaviour and hedging of currency risk 1 2 9 223 6 13 49 630
Dynamic Correlations and Optimal Hedge Ratios 4 23 52 83 9 50 161 283
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form 4 8 42 181 6 14 78 412
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form 4 8 16 166 8 23 62 498
Inflation, Forecast Intervals and Long Memory Regression Models 2 10 39 457 12 36 157 1,551
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 6 13 56 56 16 33 84 84
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 0 5 11 46 357
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 3 7 16 155 6 11 51 678
Long memory modelling of inflation with stochastic variance and structural breaks 0 7 12 12 2 13 13 13
Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility 4 16 41 41 8 33 61 61
On the Variation of Hedging Decisions in Daily Currency Risk Management 3 5 18 245 5 13 50 729
On the variation of hedging decisions in daily currency risk management 0 2 17 249 5 13 69 959
The Impact of Central Bank FX Interventions on Currency Components 0 5 19 106 8 30 86 344
Time Series Modelling using TSMod 3.24 0 0 10 132 1 3 29 376
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series 1 5 20 419 5 18 80 1,149
Total Working Papers 44 150 532 4,835 148 482 1,759 19,032


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 3 8 3 7 16 46
Daily exchange rate behaviour and hedging of currency risk 0 1 14 278 0 6 51 1,150
Inflation, forecast intervals and long memory regression models 0 2 13 84 2 12 65 386
Long memory and level shifts: Re-analyzing inflation rates 1 5 12 138 6 15 51 799
On model selection criteria as a starting point for sequential detection of non-linearity 0 0 0 4 2 3 7 33
State Space Models With a Common Stochastic Variance 2 7 18 27 4 13 35 49
The Impact of Central Bank FX Interventions on Currency Components 0 3 11 12 3 9 38 47
Time Series Modelling using TSMod 3.24 0 0 1 11 2 3 8 71
Total Journal Articles 3 18 72 562 22 68 271 2,581


Statistics updated 2008-10-02