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 |
1 |
2 |
9 |
72 |
1 |
6 |
22 |
148 |

A Note on the Three-Portfolios Matching Problem |
0 |
0 |
0 |
4 |
1 |
3 |
11 |
59 |

A geometric approach to multiperiod mean variance optimization of assets and liabilities |
1 |
1 |
4 |
103 |
1 |
3 |
13 |
423 |

A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
0 |
0 |
7 |
96 |
1 |
2 |
16 |
279 |

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent |
0 |
1 |
1 |
6 |
1 |
3 |
10 |
52 |

Ambiguity Aversion and the Term Structure of Interest Rates |
0 |
4 |
13 |
69 |
1 |
6 |
25 |
162 |

Asset prices with locally constrained-entropy recursive multiple-priors utility |
0 |
0 |
3 |
26 |
0 |
2 |
19 |
89 |

Correlation Risk and Optimal Portfolio Choice |
0 |
2 |
11 |
138 |
0 |
6 |
39 |
364 |

Equilibrium impact of value-at-risk regulation |
0 |
0 |
1 |
48 |
0 |
5 |
17 |
155 |

Estimating and predicting multivariate volatility thresholds in global stock markets |
1 |
1 |
2 |
82 |
3 |
5 |
9 |
255 |

Infinitesimal Robustness for Diffusions |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
18 |

Learning and Asset Prices Under Ambiguous Information |
0 |
4 |
10 |
63 |
0 |
4 |
23 |
134 |

Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
46 |

Robust GMM analysis of models for the short rate process |
0 |
1 |
1 |
83 |
0 |
2 |
10 |
251 |

Robust GMM tests for structural breaks |
0 |
2 |
4 |
70 |
2 |
6 |
16 |
159 |

Robust Value at Risk Prediction |
0 |
2 |
5 |
19 |
0 |
3 |
17 |
66 |

Robust efficient method of moments |
0 |
0 |
2 |
57 |
0 |
0 |
13 |
167 |

Robust inference with GMM estimators |
1 |
5 |
10 |
130 |
1 |
7 |
21 |
270 |

Robust subsampling |
0 |
1 |
7 |
12 |
1 |
4 |
24 |
48 |

Robustness and Ambiguity Aversion in General Equilibrium |
0 |
1 |
1 |
96 |
2 |
6 |
18 |
307 |

Semiparametric Regression for the Applied Econometrician. Adonis Yatchew |
0 |
0 |
2 |
94 |
0 |
0 |
6 |
187 |

Total Journal Articles |
4 |
27 |
93 |
1,288 |
15 |
74 |
332 |
3,639 |