Access Statistics for Rob van den Goorbergh

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets	19	41	124	519	33	82	253	966
An Anatomy of Futures Returns: Risk Premiums and Trading Strategies	2	8	65	229	7	26	126	563
Economic hedging portfolios	2	4	23	156	10	25	104	575
Multivariate option pricing using dynamic copula models	4	17	93	654	13	42	219	1,236
Risk aversion, price uncertainty, and irreversible investments	2	6	14	179	4	13	45	370
Value-at-Risk Analysis of Stock Returns Historical Simulation,Variance Techniques or Tail Index Estimation?	12	33	141	569	39	116	476	1,581
Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ?	6	26	80	297	18	75	245	1,827
Value-at-Risk and least squares tail index estimation	0	2	17	174	5	17	56	432
Total Working Papers	47	137	557	2,777	129	396	1,524	7,550

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bivariate option pricing using dynamic copula models	0	1	12	40	2	10	37	111
Total Journal Articles	0	1	12	40	2	10	37	111

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2008-08-03