Access Statistics for Bas J.M. Werker

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 Note on Robinson's Test of Independence 0 0 0 0 12 43 200 624
A simple asymptotic analysis of residual-based statistics 1 2 12 78 15 44 155 764
Adaptive Estimation in Time Series Models 0 0 0 0 4 8 23 174
An alternative asymptotic analysis of residual-based statistics 2 3 9 82 7 11 34 398
An asymptotic analysis of nearly unstable inar (1) models 2 3 7 50 2 5 18 165
Currency Hedging for International Stock Portfolios 3 4 19 819 10 18 56 2,645
Currency hedging for international stock portfolios: a general approach 3 6 28 437 10 27 101 1,192
Economic hedging portfolios 1 5 21 179 13 36 142 746
Efficient Estimation in Semiparametric Time Series: the ACD Model 1 3 18 142 1 5 36 189
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity 0 1 18 310 8 12 37 1,057
Garch and irregularly spaced data 3 5 16 140 6 9 30 195
Incorporating estimation risk in portfolio choice 2 2 8 232 2 3 14 518
Labor income and the demand for long-term bonds 0 1 6 50 2 8 36 206
Local asymptotic normality and efficient estimation for inar (P) models 1 2 12 73 4 10 45 205
Multivariate option pricing using dynamic copula models 3 12 55 720 7 24 126 1,389
On the empirical evidence of mutual fund strategic risk taking 1 3 7 225 3 7 23 401
On the pricing of options in incomplete markets 0 3 15 370 2 8 30 1,152
Semiparametric duration models 1 2 6 187 3 5 16 323
Semiparametric lower bounds for tail index estimation 1 1 5 43 1 1 7 267
Semiparametrically efficient inference based on signs and ranks for median restricted models 1 3 7 45 2 10 22 155
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 1 4 8 68 5 14 37 465
Stochastic volatility models with transaction time risk 0 0 5 78 0 0 9 104
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 0 0 3 46
Testing for spanning with futures contracts and nontraded assets: a general approach 0 2 9 136 1 8 31 636
The dynamics of the impact of past performance on mutual fund flows 4 8 29 209 10 28 84 500
The impact of overnight periods on option pricing 0 0 5 65 0 2 17 149
Total Working Papers 31 75 325 4,738 130 346 1,332 14,665

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bivariate option pricing using dynamic copula models 0 0 5 47 0 2 17 133
Closing the GARCH gap: Continuous time GARCH modeling 2 8 30 224 4 12 48 405
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 3 5 13 65 4 7 20 171
Dynamic factor models 1 2 6 38 3 7 14 100
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 2 4 23 156
GARCH and irregularly spaced data 1 4 6 24 2 6 11 68
Semiparametric Duration Models 0 0 0 0 8 11 30 241
Yet another look at mutual fund tournaments 1 2 4 28 1 2 10 92
Total Journal Articles 8 21 64 426 24 51 173 1,366

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04