Access Statistics for Charles Bos

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 Bayesian Analysis of Unobserved Component Models using Ox 0 0 0 20 0 0 5 73
A Comparison of Marginal Likelihood Computation Methods 0 0 2 837 0 0 20 1,729
A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data 0 0 0 18 2 3 9 77
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 11 434
Adaptive Polar Sampling 0 0 0 0 0 0 14 176
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 1 24 1,030
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 1 10 98
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 8 524
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 0 0 12 545
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 0 18 83
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 0 10 61
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 2 3 13 30
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 1 1 10 118
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 480 0 0 8 1,657
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 168 1 2 10 506
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 2 3 19 2,429
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 1 1 11 113
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 1 21 134
Does the Canadian Economy suffer from Dutch Disease? 0 0 0 109 0 0 13 352
Does the Canadian economy suffer from Dutch Disease? 0 0 0 417 0 1 35 2,183
Dynamic Correlations and Optimal Hedge Ratios 0 0 0 222 0 0 9 745
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 11 70
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form 0 0 0 275 0 0 9 710
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form 0 0 0 183 0 0 11 633
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 1 1 14 2,117
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 1 2 15 360
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 1 1 9 792
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 2 2 14 94
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 0 1 61 269
Market power in California's water market 0 0 0 37 0 1 8 63
Market power in California’s water market 0 0 0 1 0 0 5 8
Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility 0 0 0 126 0 0 9 352
Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production 0 0 0 68 0 0 12 198
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 0 0 0 19 2 4 37 63
Non-Standard Errors 0 0 0 8 0 2 18 52
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard errors 1 1 2 13 2 5 32 84
On the Variation of Hedging Decisions in Daily Currency Risk Management 0 0 0 281 0 0 6 944
On the variation of hedging decisions in daily currency risk management 0 0 0 13 0 0 6 87
Relating Stochastic Volatility Estimation Methods 0 0 0 83 0 0 13 141
Spot Variance Path Estimation and its Application to High Frequency Jump Testing 0 0 0 56 1 2 15 190
The Impact of Central Bank FX Interventions on Currency Components 0 0 1 168 0 0 6 641
The impact of Central Bank FX interventions on currency components 0 0 0 4 2 2 18 62
The impact of Central Bank FX interventions on currency components 0 0 0 0 0 0 16 127
Time Series Modelling using TSMod 3.24 0 0 0 165 0 0 13 567
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series 0 0 0 482 0 0 10 1,450
Total Working Papers 3 3 9 6,145 26 58 800 23,937
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Analysis of Unobserved Component Models Using Ox 0 0 0 6 0 0 6 62
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 1 1 12 154
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 0 12 1,397
Does the Canadian economy suffer from Dutch disease? 0 0 1 83 1 1 33 298
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form 0 0 0 48 0 0 13 188
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 1 10 513
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 3 36 944
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 0 14 70
Market power in California's water market 0 0 1 2 2 3 18 25
Nonstandard Errors 0 2 8 46 6 15 57 191
On model selection criteria as a starting point for sequential detection of non-linearity 0 0 0 7 0 1 9 62
Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing 0 0 0 27 0 1 11 159
State Space Models With a Common Stochastic Variance 0 0 0 115 16 16 30 224
The Impact of Central Bank FX Interventions on Currency Components 0 0 0 39 0 1 19 199
Time Series Modelling using TSMod 3.24 0 0 0 19 0 1 11 130
Total Journal Articles 0 2 10 1,048 27 44 291 4,616

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Statistics updated 2026-09-10