| 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 |
1 |
2 |
69 |
| A Comparison of Marginal Likelihood Computation Methods |
1 |
1 |
1 |
836 |
2 |
4 |
5 |
1,713 |
| A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
69 |
| ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
425 |
| Adaptive Polar Sampling |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
164 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
0 |
0 |
0 |
182 |
2 |
2 |
4 |
1,008 |
| Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
89 |
| Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces |
0 |
0 |
0 |
24 |
0 |
3 |
3 |
519 |
| Adaptive polar sampling with an application to a Bayes measure of value-at-risk |
0 |
0 |
0 |
10 |
1 |
2 |
5 |
535 |
| Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
66 |
| Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
52 |
| Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
19 |
| Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods |
0 |
0 |
0 |
19 |
1 |
2 |
4 |
110 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
480 |
2 |
3 |
4 |
1,652 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
168 |
1 |
2 |
3 |
498 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
516 |
1 |
2 |
3 |
2,412 |
| Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
114 |
| Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
102 |
| Does the Canadian Economy suffer from Dutch Disease? |
0 |
0 |
0 |
109 |
4 |
5 |
8 |
344 |
| Does the Canadian economy suffer from Dutch Disease? |
0 |
0 |
0 |
417 |
1 |
2 |
6 |
2,150 |
| Dynamic Correlations and Optimal Hedge Ratios |
0 |
0 |
0 |
222 |
0 |
1 |
2 |
737 |
| Explaining Adaptive Radial-Based Direction Sampling |
0 |
0 |
0 |
7 |
3 |
3 |
3 |
62 |
| Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form |
0 |
0 |
0 |
275 |
1 |
2 |
3 |
703 |
| Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form |
0 |
0 |
1 |
183 |
1 |
3 |
6 |
625 |
| Inflation, Forecast Intervals and Long Memory Regression Models |
0 |
0 |
2 |
617 |
2 |
2 |
5 |
2,105 |
| Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks |
0 |
0 |
0 |
134 |
1 |
2 |
2 |
347 |
| Long Memory and Level Shifts: Re-Analyzing Inflation Rates |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
783 |
| Long memory and level shifts: re-analysing inflation rates |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
82 |
| Long memory modelling of inflation with stochastic variance and structural breaks |
0 |
1 |
1 |
48 |
2 |
5 |
5 |
213 |
| Market power in California's water market |
0 |
0 |
1 |
37 |
2 |
2 |
6 |
57 |
| Market power in California’s water market |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
7 |
| Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility |
0 |
0 |
0 |
126 |
2 |
4 |
4 |
347 |
| Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
186 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
2 |
5 |
30 |
157 |
| Non-Standard Errors |
0 |
0 |
0 |
19 |
2 |
2 |
4 |
28 |
| Non-Standard Errors |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
36 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
6 |
8 |
32 |
452 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
8 |
| Nonstandard Errors |
0 |
0 |
3 |
3 |
2 |
9 |
26 |
29 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
4 |
12 |
18 |
18 |
| Nonstandard errors |
0 |
1 |
2 |
12 |
3 |
8 |
28 |
60 |
| On the Variation of Hedging Decisions in Daily Currency Risk Management |
0 |
0 |
0 |
281 |
0 |
0 |
0 |
938 |
| On the variation of hedging decisions in daily currency risk management |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
83 |
| Relating Stochastic Volatility Estimation Methods |
0 |
0 |
1 |
83 |
1 |
2 |
3 |
130 |
| Spot Variance Path Estimation and its Application to High Frequency Jump Testing |
0 |
0 |
0 |
56 |
2 |
2 |
5 |
177 |
| The Impact of Central Bank FX Interventions on Currency Components |
0 |
0 |
0 |
167 |
2 |
2 |
4 |
637 |
| The impact of Central Bank FX interventions on currency components |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
45 |
| The impact of Central Bank FX interventions on currency components |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
114 |
| Time Series Modelling using TSMod 3.24 |
0 |
0 |
0 |
165 |
2 |
3 |
13 |
557 |
| Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series |
0 |
0 |
0 |
482 |
1 |
1 |
1 |
1,441 |
| Total Working Papers |
1 |
3 |
15 |
6,139 |
72 |
137 |
298 |
23,274 |
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