Journal Article |
File Downloads |
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 |
6 |
72 |
1 |
1 |
16 |
149 |

A Note on the Three-Portfolios Matching Problem |
0 |
0 |
0 |
4 |
0 |
1 |
9 |
60 |

A geometric approach to multiperiod mean variance optimization of assets and liabilities |
0 |
1 |
4 |
104 |
0 |
1 |
12 |
424 |

A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
1 |
2 |
8 |
98 |
1 |
3 |
17 |
282 |

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
52 |

Ambiguity Aversion and the Term Structure of Interest Rates |
0 |
2 |
10 |
71 |
4 |
9 |
25 |
171 |

Asset prices with locally constrained-entropy recursive multiple-priors utility |
0 |
2 |
5 |
28 |
0 |
2 |
19 |
91 |

Correlation Risk and Optimal Portfolio Choice |
1 |
2 |
9 |
140 |
1 |
5 |
34 |
369 |

Equilibrium impact of value-at-risk regulation |
0 |
1 |
2 |
49 |
1 |
2 |
15 |
157 |

Estimating and predicting multivariate volatility thresholds in global stock markets |
1 |
1 |
3 |
83 |
2 |
2 |
10 |
257 |

Infinitesimal Robustness for Diffusions |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
18 |

Learning and Asset Prices Under Ambiguous Information |
0 |
0 |
9 |
63 |
0 |
0 |
15 |
134 |

Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
47 |

Robust GMM analysis of models for the short rate process |
0 |
0 |
1 |
83 |
1 |
2 |
8 |
253 |

Robust GMM tests for structural breaks |
1 |
2 |
6 |
72 |
2 |
4 |
17 |
163 |

Robust Value at Risk Prediction |
0 |
1 |
5 |
20 |
1 |
3 |
17 |
69 |

Robust efficient method of moments |
0 |
0 |
0 |
57 |
0 |
0 |
9 |
167 |

Robust inference with GMM estimators |
0 |
3 |
11 |
133 |
0 |
5 |
19 |
275 |

Robust subsampling |
2 |
2 |
6 |
14 |
6 |
6 |
25 |
54 |

Robustness and Ambiguity Aversion in General Equilibrium |
0 |
0 |
1 |
96 |
0 |
1 |
18 |
308 |

Semiparametric Regression for the Applied Econometrician. Adonis Yatchew |
1 |
1 |
2 |
95 |
1 |
3 |
8 |
190 |

Total Journal Articles |
7 |
20 |
89 |
1,308 |
22 |
51 |
303 |
3,690 |