Access Statistics for Michiel De Pooter

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Examining the Nelson-Siegel Class of Term Structure Models	64	167	647	1,232	178	422	1,563	2,706
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling	0	0	0	0	0	0	4	99
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity	5	14	65	661	23	54	197	1,843
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling	1	3	19	96	5	13	64	298
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?	2	13	38	284	14	41	140	946
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information	7	15	55	258	9	24	123	545
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information	3	11	29	88	6	17	60	182
Total Working Papers	82	223	853	2,619	235	571	2,151	6,619

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements	5	17	32	32	13	37	82	82
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?	4	7	38	56	12	21	142	209
Total Journal Articles	9	24	70	88	25	58	224	291

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-11-04