| 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 |
2 |
4 |
12 |
26 |
| A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood |
0 |
0 |
0 |
21 |
0 |
2 |
7 |
93 |
| A new bootstrap test for multiple assets joint risk testing |
0 |
1 |
1 |
1 |
0 |
2 |
5 |
5 |
| Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit |
0 |
0 |
0 |
22 |
2 |
4 |
12 |
191 |
| Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations |
0 |
0 |
0 |
162 |
0 |
2 |
5 |
530 |
| Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation |
1 |
1 |
3 |
13 |
2 |
2 |
9 |
51 |
| Climate Change Concerns and the Performance of Green vs. Brown Stocks |
0 |
2 |
9 |
22 |
0 |
8 |
42 |
85 |
| 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 |
3 |
8 |
35 |
| DEoptim: An R Package for Global Optimization by Differential Evolution |
0 |
0 |
1 |
28 |
2 |
10 |
19 |
237 |
| Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation? |
0 |
0 |
0 |
31 |
0 |
6 |
14 |
140 |
| ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS |
0 |
0 |
1 |
29 |
1 |
5 |
35 |
162 |
| Efficient estimation of bid–ask spreads from open, high, low, and close prices |
0 |
1 |
2 |
10 |
8 |
24 |
54 |
88 |
| Examining high-frequency patterns in Robinhood users’ trading behavior |
0 |
0 |
0 |
0 |
4 |
28 |
48 |
48 |
| Factor exposure heterogeneity in green and brown stocks |
0 |
0 |
0 |
1 |
3 |
6 |
13 |
18 |
| Forecasting risk with Markov-switching GARCH models:A large-scale performance study |
0 |
1 |
4 |
32 |
2 |
7 |
31 |
135 |
| Fully flexible extreme views |
0 |
1 |
3 |
3 |
0 |
1 |
12 |
12 |
| GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts |
0 |
0 |
0 |
19 |
0 |
2 |
13 |
105 |
| Generalized marginal risk |
0 |
0 |
0 |
3 |
2 |
4 |
7 |
15 |
| How easy is it for investment managers to deploy their talent in green and brown stocks? |
0 |
0 |
0 |
2 |
1 |
4 |
10 |
17 |
| Is it alpha or beta? Decomposing hedge fund returns when models are misspecified |
0 |
0 |
1 |
6 |
1 |
8 |
29 |
54 |
| Linking Frequentist and Bayesian Change-Point Methods |
0 |
0 |
0 |
1 |
0 |
2 |
19 |
24 |
| Media abnormal tone, earnings announcements, and the stock market |
1 |
1 |
3 |
6 |
1 |
8 |
28 |
45 |
| Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation |
0 |
0 |
0 |
5 |
1 |
3 |
12 |
23 |
| Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models |
0 |
0 |
2 |
53 |
2 |
11 |
25 |
155 |
| Optimal text-based time-series indices |
0 |
1 |
1 |
1 |
0 |
3 |
10 |
10 |
| Properties of the Margrabe Best-of-two strategy to tactical asset allocation |
0 |
0 |
1 |
4 |
1 |
3 |
14 |
32 |
| Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values |
0 |
1 |
2 |
16 |
2 |
7 |
26 |
98 |
| Regime changes in Bitcoin GARCH volatility dynamics |
0 |
2 |
3 |
32 |
7 |
16 |
49 |
181 |
| Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices |
0 |
0 |
0 |
18 |
8 |
46 |
713 |
1,028 |
| Smart beta and CPPI performance |
0 |
0 |
1 |
17 |
0 |
2 |
5 |
61 |
| Testing equality of modified Sharpe ratios |
1 |
2 |
2 |
27 |
2 |
6 |
14 |
121 |
| The economic benefits of market timing the style allocation of characteristic-based portfolios |
0 |
0 |
0 |
9 |
0 |
1 |
7 |
62 |
| The impact of covariance misspecification in risk-based portfolios |
0 |
0 |
2 |
23 |
1 |
9 |
17 |
93 |
| The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models |
1 |
1 |
1 |
7 |
1 |
2 |
6 |
30 |
| The peer performance ratios of hedge funds |
0 |
0 |
1 |
26 |
1 |
4 |
11 |
106 |
| Thirty years of academic finance |
0 |
0 |
1 |
1 |
1 |
6 |
17 |
27 |
| Twitter and cryptocurrency pump-and-dumps |
0 |
1 |
6 |
6 |
12 |
35 |
129 |
133 |
| Worldwide equity risk prediction |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
43 |
| Total Journal Articles |
4 |
16 |
51 |
668 |
70 |
298 |
1,493 |
4,319 |
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