Access Statistics for Daniel R. Smith

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
Comparing Different Explanations of the Volatility Trend 0 0 0 15 2 3 9 130
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 1 3 21 402
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 0 6 21 567
Forecasting Equicorrelation 0 0 1 112 0 0 4 287
Modeling Yield-Factor Volatility 0 0 0 224 0 4 13 964
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 4 5 12 45
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 2 6 16 71
Yield-factor volatility models 0 0 0 0 1 1 6 21
Total Working Papers 0 0 1 700 10 28 102 2,487
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 2 12 210
An Empirical Investigation of the Level Effect in Australian Interest Rates 0 0 0 3 0 1 6 38
Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 0 0 0 50 0 2 14 175
Business cycle dynamics with duration dependence and leading indicators 0 0 0 32 0 5 11 111
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models 0 0 0 51 0 5 13 180
Comparing different explanations of the volatility trend 0 0 1 24 0 6 16 204
Conditional coskewness and asset pricing 0 0 0 59 0 8 15 219
Delisted stocks and momentum: Evidence from a new Australian dataset 0 0 0 15 0 7 13 65
Diversification and Value-at-Risk 0 1 1 159 0 6 12 658
Evaluating Specification Tests for Markov‐Switching Time‐Series Models 2 2 2 108 3 8 17 228
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 0 3 13 396
Institutional ownership, volatility and dividends 0 0 4 111 2 11 38 440
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates 0 0 0 0 0 1 6 655
Testing for structural breaks in GARCH models 0 0 2 118 0 4 15 300
The Distribution of the Sample Minimum-Variance Frontier 0 0 0 12 0 3 12 114
The level and quality of Value-at-Risk disclosure by commercial banks 0 2 6 326 2 9 32 1,025
Why common factors in international bond returns are not so common 0 0 2 64 0 0 13 189
Yield-factor volatility models 0 0 0 22 3 5 15 119
Total Journal Articles 2 5 18 1,340 10 86 273 5,326

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Statistics updated 2026-06-04