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 0 2 9 130
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 0 1 20 402
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 1 2 23 569
Forecasting Equicorrelation 0 0 1 112 0 0 4 287
Modeling Yield-Factor Volatility 0 0 0 224 0 0 11 964
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 0 4 11 45
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 1 3 16 72
Yield-factor volatility models 0 0 0 0 0 3 8 23
Total Working Papers 0 0 1 700 2 15 102 2,492
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 0 9 210
An Empirical Investigation of the Level Effect in Australian Interest Rates 0 0 0 3 0 0 6 38
Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 0 0 0 50 0 0 14 175
Business cycle dynamics with duration dependence and leading indicators 0 0 0 32 1 1 12 112
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models 0 0 0 51 1 1 13 181
Comparing different explanations of the volatility trend 0 0 1 24 0 1 17 205
Conditional coskewness and asset pricing 0 0 0 59 0 1 15 220
Delisted stocks and momentum: Evidence from a new Australian dataset 0 0 0 15 0 0 13 65
Diversification and Value-at-Risk 0 0 1 159 1 1 13 659
Evaluating Specification Tests for Markov‐Switching Time‐Series Models 0 2 2 108 0 5 19 230
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 0 1 14 397
Institutional ownership, volatility and dividends 0 0 2 111 1 4 33 442
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates 0 0 0 0 0 0 6 655
Testing for structural breaks in GARCH models 0 0 2 118 1 1 14 301
The Distribution of the Sample Minimum-Variance Frontier 0 0 0 12 1 1 13 115
The level and quality of Value-at-Risk disclosure by commercial banks 0 2 7 328 3 12 38 1,035
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 1 4 16 120
Total Journal Articles 0 4 17 1,342 10 33 278 5,349

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Statistics updated 2026-08-07