| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility |
0 |
0 |
0 |
195 |
1 |
1 |
2 |
654 |
| Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
2 |
3 |
5 |
133 |
| Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
0 |
0 |
76 |
0 |
1 |
2 |
115 |
| Bagging Constrained Equity Premium Predictors |
0 |
0 |
3 |
40 |
0 |
0 |
4 |
67 |
| Bagging Weak Predictors |
0 |
0 |
4 |
38 |
1 |
4 |
15 |
112 |
| DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
1 |
12 |
1 |
1 |
7 |
42 |
| Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
55 |
| Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
1 |
2 |
197 |
0 |
2 |
5 |
474 |
| Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
89 |
1 |
1 |
2 |
90 |
| Let´s do it again: bagging equity premium predictors |
1 |
1 |
1 |
9 |
1 |
3 |
5 |
35 |
| Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models |
1 |
1 |
3 |
116 |
2 |
5 |
20 |
169 |
| Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation |
0 |
0 |
2 |
352 |
2 |
2 |
11 |
1,631 |
| Neglecting Parameter Changes in Autoregressive Models |
1 |
1 |
2 |
71 |
2 |
3 |
6 |
110 |
| Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
0 |
2 |
81 |
0 |
0 |
3 |
92 |
| Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models |
0 |
0 |
0 |
315 |
0 |
2 |
3 |
610 |
| Overlaying Time Scales in Financial Volatility Data |
0 |
0 |
1 |
180 |
0 |
0 |
2 |
503 |
| Seasonal Changes in Central England Temperatures |
0 |
0 |
1 |
28 |
0 |
0 |
5 |
26 |
| Seasonal Changes in Central England Temperatures |
0 |
0 |
3 |
26 |
2 |
3 |
10 |
69 |
| Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
0 |
88 |
1 |
2 |
4 |
200 |
| Supervision in Factor Models Using a Large Number of Predictors |
0 |
0 |
1 |
36 |
0 |
0 |
4 |
45 |
| The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
311 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
0 |
178 |
1 |
1 |
3 |
541 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
1 |
497 |
2 |
3 |
8 |
1,615 |
| The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach |
0 |
0 |
2 |
44 |
0 |
1 |
10 |
73 |
| Using the Yield Curve in Forecasting Output Growth and In?flation |
2 |
2 |
2 |
53 |
2 |
3 |
7 |
140 |
| WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL |
0 |
6 |
29 |
142 |
12 |
30 |
97 |
420 |
| Total Working Papers |
5 |
12 |
60 |
3,041 |
33 |
71 |
245 |
8,332 |
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