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 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


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 11 0 1 7 53
Daily exchange rate behaviour and hedging of currency risk 3 7 16 295 7 17 49 1,203
Inflation, forecast intervals and long memory regression models 1 3 8 92 2 4 18 405
Long memory and level shifts: Re-analyzing inflation rates 1 1 8 148 2 4 19 821
On model selection criteria as a starting point for sequential detection of non-linearity 0 0 2 6 0 0 4 38
State Space Models With a Common Stochastic Variance 1 4 21 51 1 4 32 87
The Impact of Central Bank FX Interventions on Currency Components 0 0 7 19 2 5 33 82
Time Series Modelling using TSMod 3.24 1 1 1 12 1 3 8 79
Total Journal Articles 7 16 66 634 15 38 170 2,768


Statistics updated 2009-11-04