| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A century of Economic Policy Uncertainty through the French–Canadian lens |
0 |
0 |
0 |
3 |
1 |
4 |
9 |
23 |
| A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood |
0 |
0 |
0 |
21 |
0 |
2 |
6 |
91 |
| A new bootstrap test for multiple assets joint risk testing |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit |
0 |
0 |
0 |
22 |
1 |
4 |
9 |
188 |
| Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations |
0 |
0 |
0 |
162 |
0 |
1 |
3 |
528 |
| Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation |
0 |
2 |
2 |
12 |
0 |
6 |
8 |
49 |
| Climate Change Concerns and the Performance of Green vs. Brown Stocks |
2 |
4 |
10 |
22 |
3 |
14 |
42 |
80 |
| Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14 |
0 |
0 |
0 |
6 |
0 |
2 |
5 |
32 |
| DEoptim: An R Package for Global Optimization by Differential Evolution |
0 |
1 |
1 |
28 |
1 |
5 |
10 |
228 |
| Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation? |
0 |
0 |
0 |
31 |
0 |
3 |
8 |
134 |
| ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS |
0 |
0 |
1 |
29 |
2 |
11 |
33 |
159 |
| Efficient estimation of bid–ask spreads from open, high, low, and close prices |
0 |
0 |
1 |
9 |
9 |
23 |
41 |
73 |
| Examining high-frequency patterns in Robinhood users’ trading behavior |
0 |
0 |
0 |
0 |
12 |
27 |
32 |
32 |
| Factor exposure heterogeneity in green and brown stocks |
0 |
0 |
0 |
1 |
1 |
6 |
9 |
13 |
| Forecasting risk with Markov-switching GARCH models:A large-scale performance study |
1 |
1 |
5 |
32 |
2 |
11 |
28 |
130 |
| Fully flexible extreme views |
0 |
0 |
2 |
2 |
0 |
4 |
11 |
11 |
| GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts |
0 |
0 |
1 |
19 |
1 |
8 |
16 |
104 |
| Generalized marginal risk |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
12 |
| How easy is it for investment managers to deploy their talent in green and brown stocks? |
0 |
0 |
0 |
2 |
1 |
6 |
7 |
14 |
| Is it alpha or beta? Decomposing hedge fund returns when models are misspecified |
0 |
0 |
2 |
6 |
6 |
9 |
30 |
52 |
| Linking Frequentist and Bayesian Change-Point Methods |
0 |
0 |
0 |
1 |
0 |
9 |
19 |
22 |
| Media abnormal tone, earnings announcements, and the stock market |
0 |
1 |
2 |
5 |
3 |
12 |
23 |
40 |
| Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation |
0 |
0 |
0 |
5 |
2 |
7 |
11 |
22 |
| Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models |
0 |
0 |
2 |
53 |
0 |
3 |
15 |
144 |
| Optimal text-based time-series indices |
1 |
1 |
1 |
1 |
3 |
6 |
10 |
10 |
| Properties of the Margrabe Best-of-two strategy to tactical asset allocation |
0 |
0 |
2 |
4 |
1 |
4 |
15 |
30 |
| Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values |
0 |
0 |
1 |
15 |
2 |
10 |
25 |
93 |
| Regime changes in Bitcoin GARCH volatility dynamics |
1 |
2 |
2 |
31 |
2 |
14 |
39 |
167 |
| Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices |
0 |
0 |
0 |
18 |
17 |
72 |
791 |
999 |
| Smart beta and CPPI performance |
0 |
0 |
1 |
17 |
0 |
1 |
3 |
59 |
| Testing equality of modified Sharpe ratios |
0 |
0 |
0 |
25 |
2 |
4 |
10 |
117 |
| The economic benefits of market timing the style allocation of characteristic-based portfolios |
0 |
0 |
0 |
9 |
0 |
3 |
6 |
61 |
| The impact of covariance misspecification in risk-based portfolios |
0 |
0 |
2 |
23 |
3 |
6 |
12 |
87 |
| The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
28 |
| The peer performance ratios of hedge funds |
0 |
0 |
1 |
26 |
0 |
4 |
7 |
102 |
| Thirty years of academic finance |
0 |
0 |
1 |
1 |
1 |
4 |
14 |
22 |
| Twitter and cryptocurrency pump-and-dumps |
0 |
1 |
5 |
5 |
16 |
51 |
110 |
114 |
| Worldwide equity risk prediction |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
41 |
| Total Journal Articles |
5 |
13 |
45 |
657 |
93 |
364 |
1,432 |
4,114 |
LogEc is hosted by the
Örebro University School of Business.