Access Statistics for Erik Kole

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
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 2 66 0 2 5 133
Cognitive Biases and Consumer Sentiment 0 0 1 22 0 0 6 54
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance 0 0 2 26 0 0 6 55
Contagion as Domino Effect in Global Stock Markets 0 0 0 103 0 1 3 343
Cyclicality in Losses on Bank Loans 0 0 0 35 0 0 0 134
Exploiting Spillovers to forecast Crashes 0 0 0 31 0 0 0 54
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 0 0 0 116
How to Identify and Forecast Bull and Bear Markets? 0 1 1 225 1 4 9 335
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 1 98 0 1 2 170
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 0 1 4 20
Riding Bubbles 0 1 1 115 0 1 3 212
Selecting Copulas for Risk Management 0 0 0 661 0 0 0 1,596
Specification Testing in Hawkes Models 0 0 0 29 0 0 0 63
Stress Testing with Student's t Dependence 0 0 0 138 0 0 0 511
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 0 0 0 171
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 0 0 2 150
Total Working Papers 0 2 8 1,699 1 10 40 4,117

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 0 0 0 1 0 1 4 8
Contagion as a domino effect in global stock markets 0 1 3 125 0 2 7 458
Cyclicality in losses on bank loans 0 0 0 12 0 0 1 71
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 0 0 24
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 2 15 1 1 3 56
Heterogeneous macro and financial effects of ECB asset purchase programs 0 1 1 1 1 4 13 14
How to Identify and Forecast Bull and Bear Markets? 0 1 1 32 1 3 10 107
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 36 0 1 3 123
Moments, shocks and spillovers in Markov-switching VAR models 0 0 1 8 0 4 9 29
Portfolio implications of systemic crises 0 0 0 38 0 1 1 137
Selecting copulas for risk management 0 0 2 185 1 3 10 522
Specification Testing in Hawkes Models* 0 0 0 4 0 0 0 26
Total Journal Articles 0 3 11 459 4 20 61 1,575

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06