Access Statistics for David Veredas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Financial Duration Models via Density Forecasts 0 1 18 325 0 2 33 680
A Monthly Volatility Index for the US Economy 2 3 31 50 8 16 133 155
A comparison of financial duration models via density forecasts 2 9 11 15 6 23 89 802
Aggregation of Linear Models for Panel Data 1 3 27 27 3 11 35 35
Does the open limit order book matter in explaining long run volatility ? 1 11 25 25 5 27 68 68
Estimation of stable distributions by indirect inference 2 4 20 20 4 16 53 53
How relevant is infrastructure to growth in East Asia ? 3 11 29 42 6 19 49 56
Indirect estimation of elliptical stable distributions 0 1 8 8 0 3 19 19
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 1 3 17 17 2 10 40 40
Macro Surprises And Short-Term Behaviour In Bond Futures 1 2 8 162 1 5 36 642
Macro surprises and short-term behaviour in bond futures 1 1 3 3 1 6 13 13
Market Liquidity as Dynamic Factors 3 9 31 31 9 24 81 81
ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH 0 6 17 118 1 10 42 288
On the (Intradaily) Seasonality and Dynamics of a Financial Point Process: A Semiparametric Approach 0 2 2 2 2 4 11 328
On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach 0 3 7 7 1 7 14 14
Temporal aggregation of univariate and multivariate time series models: A survey 4 17 100 100 11 39 112 112
Temporal aggregation of univariate linear time series models 0 5 9 9 0 7 14 14
Testing weak exogeneity in the exponential family: an application to financial point processes 0 0 3 3 0 1 12 12
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 7 11 21 22 12 19 67 1,070
Using intra annual information to forecast the annual state deficits: the case of France 0 2 5 5 3 6 17 17
What pieces of limit order book information are informative ? 0 7 16 16 0 12 34 34
Total Working Papers 28 111 408 1,007 75 267 972 4,533

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of financial duration models via density forecasts 0 2 9 67 1 4 21 196
Editor’s introduction 0 0 0 12 0 1 5 75
Indirect estimation of elliptical stable distributions 1 1 1 1 2 4 4 4
Macroeconomic surprises and short-term behaviour in bond futures 0 0 2 27 1 2 9 76
Monitoring and forecasting annual public deficit every month: the case of France 2 4 7 9 4 6 21 41
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 3 9 20 30 5 17 39 56
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 1 4 12 61 6 13 34 157
Total Journal Articles 7 20 51 207 19 47 133 605

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Statistics updated 2009-11-04