| 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 |
1 |
77 |
0 |
0 |
2 |
223 |
| A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
51 |
| A Note on the Three–Portfolios Matching Problem |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
76 |
| A geometric approach to multiperiod mean variance optimization of assets and liabilities |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
466 |
| A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
0 |
0 |
1 |
117 |
0 |
0 |
2 |
342 |
| Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
72 |
| Ambiguity Aversion and the Term Structure of Interest Rates |
0 |
0 |
0 |
91 |
1 |
2 |
2 |
253 |
| Asset prices with locally constrained-entropy recursive multiple-priors utility |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
128 |
| Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
29 |
| Correlation Risk and Optimal Portfolio Choice |
0 |
0 |
4 |
162 |
1 |
3 |
7 |
474 |
| Economic Uncertainty, Disagreement, and Credit Markets |
0 |
1 |
5 |
16 |
0 |
2 |
8 |
79 |
| Equilibrium impact of value-at-risk regulation |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
195 |
| Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
19 |
| Estimating and predicting multivariate volatility thresholds in global stock markets |
0 |
0 |
1 |
87 |
0 |
1 |
4 |
286 |
| Infinitesimal Robustness for Diffusions |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
37 |
| Learning and Asset Prices Under Ambiguous Information |
0 |
1 |
2 |
84 |
0 |
2 |
3 |
219 |
| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
60 |
| Robust GMM analysis of models for the short rate process |
0 |
0 |
1 |
86 |
0 |
0 |
1 |
282 |
| Robust GMM tests for structural breaks |
0 |
0 |
0 |
86 |
0 |
1 |
3 |
236 |
| Robust Value at Risk Prediction |
0 |
0 |
2 |
34 |
0 |
0 |
4 |
151 |
| Robust efficient method of moments |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
190 |
| Robust inference with GMM estimators |
0 |
0 |
0 |
150 |
0 |
0 |
1 |
343 |
| Robust subsampling |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
118 |
| Robustness and Ambiguity Aversion in General Equilibrium |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
24 |
| Robustness and Ambiguity Aversion in General Equilibrium |
0 |
0 |
1 |
107 |
0 |
0 |
2 |
363 |
| Semiparametric Regression for the Applied Econometrician. Adonis Yatchew |
0 |
0 |
1 |
103 |
0 |
0 |
2 |
218 |
| When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns |
1 |
1 |
2 |
58 |
1 |
1 |
6 |
167 |
| When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia |
0 |
1 |
5 |
31 |
0 |
1 |
10 |
126 |
| Total Journal Articles |
1 |
4 |
26 |
1,634 |
4 |
17 |
67 |
5,227 |
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