Access Statistics for Christian Matthias Hafner

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 New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 2 6 325
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 0 6 87
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 1 3 8 60
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 40 0 1 12 130
A One Line Derivation of EGARCH 0 0 0 28 0 0 4 76
A One Line Derivation of EGARCH 0 0 0 0 1 4 15 25
A One Line Derivation of EGARCH 0 2 2 52 1 9 27 123
A One Line Derivation of EGARCH 0 0 0 25 0 1 6 105
A One Line Derivation of EGARCH 0 0 0 13 1 1 8 69
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 2 11 75
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 7 10 22
A dynamic conditional score model for the log correlation matrix 0 0 0 49 0 4 7 95
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 6 12 19
A generalized dynamic conditional correlation model for many asset returns 0 1 3 69 2 11 28 196
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 3 34 39
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 1 5 17
A note on the Tobit model in the presence of a duration variable 0 0 0 16 1 4 11 69
A note on the Tobit model in the presence of a duration variable 0 0 0 1 1 3 9 14
A simple model for now-casting volatility series 1 1 1 51 1 2 6 148
A simple model for now-casting volatility series 0 0 0 0 0 1 7 10
A simple model for now-casting volatility series 0 0 0 3 0 0 6 20
A simple model for now-casting volatility series 0 0 0 0 1 2 5 13
A simple model for now-casting volatility series 0 0 0 5 0 0 9 32
A simple model for now-casting volatility series 0 0 0 0 1 3 8 26
A simple solution of the spurious regression problem 0 0 0 0 0 3 7 21
An ARCH Model Without Intercept 0 0 0 0 0 3 7 25
An ARCH model without intercept 0 0 0 0 1 5 11 19
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 1 2 8 13
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 1 4 14
An Almost Closed Form Estimator for the EGARCH model 0 0 0 1 3 8 13 22
An almost closed form estimator for the EGARCH model 0 0 0 74 0 4 11 121
An almost closed form estimator for the EGARCH model 0 0 0 0 1 9 13 34
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 1 6 52
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 2 4 15
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 1 4 4 9
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 5 14 29 37
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 45 0 4 10 154
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 1 0 3 8 16
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 2 3 3 10
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 2 6 9
Asymptotic theory for a factor GARCH model 0 0 0 57 0 2 3 156
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 1 2 11 18
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 1 2 3 42
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 0 103 0 4 8 285
Discrete time option pricing with flexible volatility estimation 0 0 0 10 0 1 7 200
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 3 5 95
Discrete time option pricing with flexible volatility estimation 0 0 0 2 0 4 10 28
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 0 3 9 742
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 2 7 28
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 1 4 8 30
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 20 0 5 11 36
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 1 33 0 6 22 36
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 0 1 8 164
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 0 2 12 23
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 2 6 11
Dynamic score driven independent component analysis 0 0 0 0 0 2 4 9
Dynamic score driven independent component analysis 0 0 0 30 1 5 10 96
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 1 2 7 24
Dynamic stochastic copula models: estimation, inference and applications 0 1 1 293 0 1 23 707
Econometric analysis of volatile art markets 0 0 0 0 1 1 12 35
Econometric analysis of volatile art markets 0 0 0 0 1 2 18 31
Econometric analysis of volatile art markets 0 0 0 35 2 5 13 190
Econometric analysis of volatile art markets 0 0 0 92 2 6 16 328
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 0 5 11 50
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 2 6 53
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 1 2 11 29
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 1 4 6 247
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 1 12 205
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 0 5 8
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 0 0 1 26 1 3 17 83
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 1 6 38
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 0 3 4 90
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 0 1 5 40
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 1 4 34 38
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 0 2 10 29
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 1 2 13 99
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 1 2 12 120
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 1 0 0 3 18
Exponential-type GARCH models with linear-in-variance risk premium 1 1 1 47 3 8 14 86
Fair Revaluation of Wine as an Investment 0 0 0 0 2 5 8 19
Fair re-valuation of wine as an investment 0 0 0 1 1 2 8 22
Fair re-valuation of wine as an investment 0 0 0 15 0 2 6 115
Fair re-valuation of wine as an investment 0 0 0 24 1 2 12 100
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 3 10 173
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 3 450
Fourth moments of multivariate GARCH processes 0 0 2 157 0 1 10 460
Fourth moments of multivariate GARCH processes 0 0 0 60 0 4 14 194
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 3 4 8
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 1 2 0 4 9 21
Identification of structural multivariate GARCH models 0 0 0 64 0 0 2 122
Identification of structural multivariate GARCH models 0 0 0 0 0 0 7 25
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 2 4 10
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 1 2 5 11
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 0 6 56 75
Investing in superheroes? Comic art as a new alternative investment 0 0 2 37 1 2 16 135
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 1 5 10 20
Local government efficiency: The case of Moroccan municipalities 0 0 0 3 0 3 11 28
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 1 13 23
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 0 5 12
Looking Backward and Looking Forward 0 0 0 0 2 6 11 19
Looking Backward and Looking Forward 0 0 0 17 0 3 7 65
Looking backward and looking forward 0 0 0 0 0 2 9 19
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 1 0 1 4 7
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 1 7 18 19
Modelling multivariate volatility of electricity futures 0 0 0 0 0 1 5 10
Monthly Art Market Returns 0 0 0 0 1 1 6 19
Monthly art market returns 0 0 1 33 0 1 13 72
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 1 5 8
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 2 13 486
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 1 8 12 29
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 7 14 117
Multivariate volatility modeling of electricity futures 0 0 0 66 0 8 17 226
Multivariate volatility modeling of electricity futures 0 0 0 0 0 4 14 25
Multivariate volatility modeling of electricity futures 0 0 0 20 3 7 14 125
Multivariate volatility modeling of electricity futures 0 0 0 0 1 2 11 12
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 1 5 12 48
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 1 7 8 20
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 1 5 19 77
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 2 3 12 31
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 1 3 16
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 2 11 20
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 1 13 0 4 24 122
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 1 4 9 17
On the estimation of dynamic conditional correlation models 0 0 0 0 0 2 4 13
On the estimation of dynamic conditional correlation models 0 0 0 0 0 1 9 20
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 0 3 9 674
Panel stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 0 4
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 0 0 4 7
Ridge regression revisited 0 1 4 64 1 8 15 196
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 0 6 13 152
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 8 1 2 12 34
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 0 2 16 72
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 0 1 8
Semiparametric multivariate GARCH models 0 0 1 76 0 2 7 173
Semiparametric multivariate volatility models 0 0 0 33 1 3 11 104
Semiparametric multivariate volatility models 0 0 0 15 0 1 5 101
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 1 6 17 57
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 25 0 3 8 112
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 1 3 0 2 10 27
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 0 5 7 37
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 0 2 7 232
Teaching statistical inference without normality 0 0 2 129 0 1 14 323
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 2 12 649
Temporal aggregation of multivariate GARCH processes 0 0 0 17 1 2 13 88
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 0 4 7 21
Testing for Causality in Variance using Multivariate GARCH Models 0 0 1 610 0 5 16 1,578
Testing for bubbles in cryptocurrencies with time-varying volatility 0 1 1 86 0 3 11 139
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 1 4 17 42
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 1 7 11 42
Testing for causality in variance using multivariate GARCH models 0 0 0 48 0 0 3 140
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 1 7 153
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 0 3 7 46
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 0 2 8 80
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 1 1 8 53
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 0 3 9 31
The Euro Introduction and Non-Euro Currencies 0 0 1 217 0 1 9 903
The Euro-introduction and non-Euro currencies 0 0 0 0 1 2 6 19
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 0 0 2 7
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 1 2 7 49
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 5 9 13
The effect of additive outliers on a fractional unit root test 0 0 0 0 1 6 8 16
The wrong skewness problem in stochastic frontier models: A new approach 0 0 1 48 1 3 24 122
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 2 9 17
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 3 5
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 0 7 13
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 1 4 10 67
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 2 14 43
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 2 15 133
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 0 0 1 30 1 2 6 805
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 3 7 19
Trending Mixture Copula Models with Copula Selection 0 0 0 61 1 5 11 145
Volatility Models 0 0 0 0 0 5 17 62
Volatility Models 0 0 0 0 1 5 15 37
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 0 5 9 1,277
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 1 2 18 619
Volatility models 0 0 2 313 2 4 26 666
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 0 2 9 25
Volatility of price indices for heterogeneous goods 0 0 0 1 0 3 18 26
Volatility of price indices for heterogeneous goods 0 0 0 32 1 2 11 144
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 0 0 2 9
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 4 8 12
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 4 7 23
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 5 12 45
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 2 3 5 9
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 1 4 15 32
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 0 2 13 114
Total Working Papers 2 8 33 5,610 90 559 1,920 21,429
2 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 Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 1 1 2 96 3 4 25 267
A Lagrange multiplier test for causality in variance 0 0 1 211 1 3 11 442
A One Line Derivation of EGARCH 0 0 0 34 1 4 16 161
A note on the Tobit model in the presence of a duration variable 0 0 0 7 1 4 9 70
A simple model for now-casting volatility series 0 0 0 15 1 4 12 63
A simple solution of the spurious regression problem 1 1 1 32 3 10 13 167
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 0 7 22 49
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 1 5 0 5 8 29
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 2 45 0 5 38 147
Alternative Assets and Cryptocurrencies 0 0 1 22 0 2 21 100
An ARCH model without intercept 0 1 2 21 1 6 12 106
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 1 22 1 3 12 105
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 1 6 12 2 11 87 117
Analytical quasi maximum likelihood inference in multivariate volatility models 1 1 1 77 3 5 16 177
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 5 192
Comment 0 0 0 5 1 3 6 44
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 43 0 3 4 116
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 7 15 1,608
Durations, volume and the prediction of financial returns in transaction time 0 0 0 6 0 5 18 50
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 0 3 15 262
Econometric analysis of volatile art markets 0 0 0 20 0 4 13 133
Efficient estimation of a multivariate multiplicative volatility model 0 0 1 88 1 6 20 233
Efficient estimation of a semiparametric dynamic copula model 0 0 1 87 2 4 13 203
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 0 43 0 0 7 161
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 1 2 8 14 45
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 1 1 1 9 4 7 17 37
Fair Revaluation of Wine as an Investment* 0 0 0 8 1 5 15 52
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 0 13 308
Identification of structural multivariate GARCH models 0 0 1 12 0 4 19 59
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 1 5 8 48
Inference in stochastic frontier analysis with dependent error terms 0 0 0 7 1 3 11 50
Information Spillover, Volatility and the Currency Markets 0 0 0 27 0 0 7 161
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 0 1 21 0 2 12 87
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 6 24 162
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 9 1 5 7 70
Looking Backward and Looking Forward 0 0 0 7 0 4 7 47
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 5 23 137
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 25 0 1 12 105
Monthly Art Market Returns 0 0 0 8 1 1 11 55
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 1 4 14 153
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 0 5 10 348
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 0 1 5 28
On asymptotic theory for multivariate GARCH models 0 1 2 62 0 4 10 189
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 0 4 14 81
On the estimation of dynamic conditional correlation models 1 1 2 60 3 9 33 194
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 1 3 14 286
Panel Stochastic Frontier Analysis with Dependent Error Terms 1 1 1 6 2 2 6 23
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 1 2 2 9 14
Ridge regression revisited 0 0 0 37 0 7 11 118
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 2 5 118
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 0 3 10 23
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 2 25 2 10 29 139
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 2 6 29
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 0 85 0 0 2 234
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 2 2 6 18
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 1 1 4 17 1 2 16 80
Temporal aggregation of multivariate GARCH processes 0 0 1 72 0 0 5 200
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 1 23 0 7 20 115
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 1 3 11 0 5 17 71
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 1 4 11 501
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 1 5 16 172
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 0 0 4 8
The effect of additive outliers on a fractional unit root test 0 0 0 2 0 3 4 53
The euro introduction and noneuro currencies 0 0 0 39 0 3 10 209
The “wrong skewness” problem in stochastic frontier models: A new approach 0 1 1 10 0 5 10 45
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 0 2 8 443 0 7 35 996
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 1 16 0 2 14 88
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 2 8 31
Total Journal Articles 7 14 49 2,870 48 269 972 10,989

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04