Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
15 |

A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations |
0 |
0 |
1 |
76 |
0 |
0 |
10 |
185 |

A Note on the Three-Portfolios Matching Problem |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
69 |

A geometric approach to multiperiod mean variance optimization of assets and liabilities |
0 |
0 |
1 |
108 |
0 |
0 |
5 |
437 |

A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
0 |
1 |
2 |
101 |
0 |
1 |
8 |
301 |

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
59 |

Ambiguity Aversion and the Term Structure of Interest Rates |
0 |
0 |
2 |
87 |
1 |
1 |
9 |
213 |

Asset prices with locally constrained-entropy recursive multiple-priors utility |
0 |
1 |
1 |
32 |
0 |
1 |
3 |
105 |

Correlation Risk and Optimal Portfolio Choice |
0 |
0 |
1 |
150 |
0 |
2 |
9 |
409 |

Equilibrium impact of value-at-risk regulation |
0 |
0 |
0 |
51 |
0 |
0 |
4 |
171 |

Estimating and predicting multivariate volatility thresholds in global stock markets |
1 |
1 |
2 |
85 |
1 |
1 |
4 |
268 |

Infinitesimal Robustness for Diffusions |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
22 |

Learning and Asset Prices Under Ambiguous Information |
0 |
0 |
1 |
70 |
0 |
0 |
3 |
160 |

Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
53 |

Robust GMM analysis of models for the short rate process |
0 |
0 |
0 |
84 |
0 |
0 |
3 |
266 |

Robust GMM tests for structural breaks |
0 |
0 |
1 |
80 |
0 |
3 |
12 |
202 |

Robust Value at Risk Prediction |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
95 |

Robust efficient method of moments |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
179 |

Robust inference with GMM estimators |
0 |
0 |
0 |
135 |
0 |
0 |
9 |
297 |

Robust subsampling |
0 |
1 |
2 |
21 |
0 |
1 |
6 |
85 |

Robustness and Ambiguity Aversion in General Equilibrium |
0 |
0 |
0 |
99 |
0 |
0 |
5 |
323 |

Semiparametric Regression for the Applied Econometrician. Adonis Yatchew |
0 |
0 |
1 |
101 |
0 |
0 |
2 |
209 |

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia |
0 |
2 |
3 |
11 |
0 |
5 |
11 |
53 |

Total Journal Articles |
1 |
6 |
18 |
1,410 |
3 |
16 |
109 |
4,176 |