Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Approximating expected shortfall for heavy-tailed distributions |
0 |
0 |
1 |
25 |
0 |
0 |
5 |
59 |
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
91 |
Bias-adjusted estimation in the ARX(1) model |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
131 |
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
107 |
Evaluating the density of ratios of noncentral quadratic forms in normal variables |
0 |
0 |
2 |
26 |
0 |
0 |
4 |
70 |
Multivariate elliptical truncated moments |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
21 |
On distributions of ratios |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
26 |
On quadratic forms in multivariate generalized hyperbolic random vectors |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
Saddlepoint approximations for the doubly noncentral t distribution |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
131 |
Stable mixture GARCH models |
1 |
3 |
8 |
218 |
4 |
9 |
24 |
744 |
Total Journal Articles |
1 |
3 |
12 |
404 |
6 |
14 |
44 |
1,396 |