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
Comparing Different Explanations of the Volatility Trend	0	0	0	15	0	0	0	121
Evaluating Value-at-Risk Models via Quantile Regression	0	0	0	146	0	0	4	382
Evaluating Value-at-Risk models via Quantile Regression	0	0	1	201	0	1	3	547
Forecasting Equicorrelation	0	0	0	111	0	0	1	283
Modeling Yield-Factor Volatility	0	0	0	224	0	1	3	953
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks	0	0	0	0	0	0	3	34
The level and quality of Value-at-Risk disclosure by commercial banks	0	0	1	2	0	0	7	56
Yield-factor volatility models	0	0	0	0	1	2	2	17
Total Working Papers	0	0	2	699	1	4	23	2,393

2 registered items for which data could not be found

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	0	37	0	3	5	201
An Empirical Investigation of the Level Effect in Australian Interest Rates	0	0	0	3	0	0	0	32
Asymmetry in Stochastic Volatility Models: Threshold or Correlation?	0	0	1	50	0	0	3	161
Business cycle dynamics with duration dependence and leading indicators	0	0	0	32	0	1	7	101
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models	0	0	0	51	0	1	2	169
Comparing different explanations of the volatility trend	0	0	0	23	4	4	6	192
Conditional coskewness and asset pricing	0	0	0	59	0	2	3	206
Delisted stocks and momentum: Evidence from a new Australian dataset	0	0	1	15	0	1	5	53
Diversification and Value-at-Risk	0	0	0	158	0	0	2	646
Evaluating Specification Tests for Markov‐Switching Time‐Series Models	0	0	1	106	0	1	5	212
Evaluating Value-at-Risk Models via Quantile Regression	0	0	1	149	0	0	3	383
Institutional ownership, volatility and dividends	0	0	2	109	3	5	13	412
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates	0	0	0	0	0	0	1	649
Testing for structural breaks in GARCH models	0	0	0	116	1	3	4	288
The Distribution of the Sample Minimum-Variance Frontier	0	0	1	12	1	1	2	103
The level and quality of Value-at-Risk disclosure by commercial banks	1	2	9	322	2	4	30	1,000
Why common factors in international bond returns are not so common	0	2	2	64	0	3	6	179
Yield-factor volatility models	0	0	0	22	1	3	4	107
Total Journal Articles	1	4	18	1,328	12	32	101	5,094

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-10-06