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 |
4 |
74 |
1 |
1 |
13 |
155 |

A Note on the Three-Portfolios Matching Problem |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
61 |

A geometric approach to multiperiod mean variance optimization of assets and liabilities |
0 |
0 |
3 |
105 |
0 |
0 |
6 |
426 |

A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
0 |
0 |
2 |
98 |
1 |
1 |
7 |
284 |

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
53 |

Ambiguity Aversion and the Term Structure of Interest Rates |
2 |
6 |
13 |
78 |
3 |
8 |
26 |
182 |

Asset prices with locally constrained-entropy recursive multiple-priors utility |
0 |
2 |
5 |
31 |
1 |
3 |
9 |
96 |

Correlation Risk and Optimal Portfolio Choice |
0 |
1 |
6 |
142 |
2 |
4 |
22 |
380 |

Equilibrium impact of value-at-risk regulation |
0 |
1 |
2 |
50 |
0 |
1 |
9 |
159 |

Estimating and predicting multivariate volatility thresholds in global stock markets |
0 |
0 |
2 |
83 |
0 |
0 |
7 |
257 |

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

Learning and Asset Prices Under Ambiguous Information |
0 |
1 |
6 |
65 |
3 |
4 |
11 |
141 |

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

Robust GMM analysis of models for the short rate process |
1 |
1 |
2 |
84 |
5 |
6 |
10 |
259 |

Robust GMM tests for structural breaks |
1 |
1 |
7 |
75 |
3 |
4 |
16 |
169 |

Robust Value at Risk Prediction |
0 |
3 |
11 |
28 |
1 |
5 |
21 |
84 |

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

Robust inference with GMM estimators |
0 |
0 |
8 |
133 |
0 |
0 |
13 |
276 |

Robust subsampling |
0 |
2 |
6 |
17 |
1 |
3 |
14 |
58 |

Robustness and Ambiguity Aversion in General Equilibrium |
0 |
0 |
2 |
97 |
0 |
0 |
10 |
311 |

Semiparametric Regression for the Applied Econometrician. Adonis Yatchew |
0 |
1 |
2 |
96 |
2 |
3 |
10 |
197 |

Total Journal Articles |
4 |
19 |
82 |
1,343 |
23 |
43 |
215 |
3,780 |