| 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 |
8 |
17 |
86 |
455 |
19 |
41 |
162 |
971 |
| ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK |
0 |
0 |
0 |
0 |
5 |
8 |
21 |
322 |
| Adaptive Polar Sampling |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
101 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
1 |
1 |
7 |
172 |
3 |
4 |
16 |
917 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk |
0 |
0 |
1 |
122 |
2 |
3 |
9 |
657 |
| Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces |
0 |
0 |
0 |
24 |
0 |
1 |
6 |
461 |
| Adaptive polar sampling with an application to a Bayes measure of value-at-risk |
0 |
0 |
1 |
1 |
0 |
0 |
17 |
411 |
| Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
2 |
| Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods |
1 |
5 |
13 |
108 |
2 |
7 |
35 |
459 |
| Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods |
1 |
2 |
6 |
55 |
3 |
8 |
23 |
312 |
| Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
3 |
6 |
26 |
432 |
9 |
31 |
114 |
1,430 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
3 |
5 |
13 |
159 |
3 |
7 |
22 |
416 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
1 |
7 |
16 |
53 |
1,021 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
1 |
2 |
6 |
501 |
1 |
4 |
26 |
2,281 |
| Daily exchange rate behaviour and hedging of currency risk |
2 |
3 |
18 |
466 |
6 |
17 |
61 |
1,762 |
| Daily exchange rate behaviour and hedging of currency risk |
1 |
2 |
2 |
2 |
1 |
3 |
3 |
3 |
| Daily exchange rate behaviour and hedging of currency risk |
1 |
1 |
1 |
1 |
1 |
4 |
4 |
4 |
| Daily exchange rate behaviour and hedging of currency risk |
2 |
3 |
8 |
232 |
2 |
5 |
39 |
673 |
| Dynamic Correlations and Optimal Hedge Ratios |
2 |
7 |
64 |
150 |
12 |
31 |
182 |
474 |
| Explaining Adaptive Radial-Based Direction Sampling |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form |
2 |
7 |
31 |
213 |
4 |
15 |
67 |
486 |
| Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form |
1 |
1 |
6 |
173 |
2 |
2 |
16 |
516 |
| Inflation, Forecast Intervals and Long Memory Regression Models |
3 |
9 |
55 |
516 |
8 |
30 |
167 |
1,729 |
| Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks |
6 |
11 |
37 |
94 |
9 |
18 |
67 |
157 |
| Long Memory and Level Shifts: Re-Analyzing Inflation Rates |
0 |
0 |
0 |
0 |
2 |
9 |
33 |
394 |
| Long Memory and Level Shifts: Re-Analyzing Inflation Rates |
0 |
1 |
9 |
165 |
0 |
2 |
18 |
698 |
| Long memory and level shifts: re-analysing inflation rates |
3 |
5 |
5 |
5 |
4 |
10 |
11 |
11 |
| Long memory modelling of inflation with stochastic variance and structural breaks |
1 |
1 |
8 |
21 |
3 |
3 |
33 |
50 |
| Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility |
4 |
8 |
39 |
83 |
6 |
21 |
89 |
154 |
| On the Variation of Hedging Decisions in Daily Currency Risk Management |
3 |
3 |
13 |
259 |
7 |
9 |
45 |
777 |
| On the variation of hedging decisions in daily currency risk management |
4 |
5 |
21 |
271 |
5 |
9 |
45 |
1,009 |
| On the variation of hedging decisions in daily currency risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The Impact of Central Bank FX Interventions on Currency Components |
3 |
4 |
17 |
123 |
4 |
16 |
60 |
407 |
| Time Series Modelling using TSMod 3.24 |
0 |
2 |
11 |
143 |
0 |
4 |
20 |
398 |
| Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series |
2 |
4 |
20 |
441 |
8 |
24 |
77 |
1,230 |
| Total Working Papers |
58 |
116 |
525 |
5,389 |
140 |
372 |
1,558 |
20,701 |