Access Statistics for Daniel R. Smith

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
DURATION DEPENDENCE IN THE US BUSINESS CYCLE	1	3	11	20	3	7	26	68
Modeling Yield-Factor Volatility	2	4	13	203	8	21	98	787
Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes	0	2	15	67	4	19	80	210
Total Working Papers	3	9	39	290	15	47	204	1,065

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Further Note on the Three Phases of the US Business Cycle	0	0	3	30	1	2	12	143
Asymmetry in Stochastic Volatility Models: Threshold or Correlation?	1	9	9	9	2	18	18	18
Business cycle dynamics with duration dependence and leading indicators	1	1	3	13	1	1	8	25
Conditional coskewness and asset pricing	1	3	5	25	3	6	15	77
Evaluating Specification Tests for Markov-Switching Time-Series Models	2	2	12	20	2	3	31	47
Institutional ownership, volatility and dividends	4	6	19	19	11	22	55	55
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates	0	0	0	0	4	8	57	462
Testing for structural breaks in GARCH models	2	3	32	36	5	12	72	87
Why common factors in international bond returns are not so common	0	0	8	23	2	4	25	67
Yield-factor volatility models	0	1	4	12	4	6	15	55
Total Journal Articles	11	25	95	187	35	82	308	1,036

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-11-04