| 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 |