| 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 |
0 |
1 |
1 |
653 |
| Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
0 |
2 |
2 |
130 |
| Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
0 |
1 |
76 |
0 |
0 |
3 |
114 |
| Bagging Constrained Equity Premium Predictors |
0 |
2 |
2 |
39 |
0 |
2 |
5 |
66 |
| Bagging Weak Predictors |
0 |
0 |
4 |
37 |
0 |
1 |
13 |
104 |
| DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
1 |
1 |
12 |
0 |
4 |
7 |
41 |
| Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
21 |
1 |
3 |
7 |
55 |
| Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
0 |
2 |
196 |
0 |
2 |
4 |
472 |
| Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility |
0 |
0 |
1 |
211 |
0 |
0 |
4 |
1,183 |
| Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
89 |
| Let´s do it again: bagging equity premium predictors |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
32 |
| Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models |
0 |
1 |
3 |
115 |
2 |
5 |
23 |
162 |
| Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation |
0 |
0 |
3 |
352 |
0 |
4 |
12 |
1,629 |
| Neglecting Parameter Changes in Autoregressive Models |
0 |
0 |
2 |
70 |
0 |
1 |
4 |
107 |
| Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
2 |
2 |
81 |
0 |
2 |
3 |
92 |
| Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models |
0 |
0 |
0 |
315 |
0 |
0 |
1 |
608 |
| Overlaying Time Scales in Financial Volatility Data |
0 |
1 |
1 |
180 |
0 |
1 |
2 |
503 |
| Seasonal Changes in Central England Temperatures |
0 |
0 |
1 |
28 |
0 |
4 |
6 |
26 |
| Seasonal Changes in Central England Temperatures |
0 |
2 |
4 |
25 |
0 |
4 |
9 |
64 |
| Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
0 |
88 |
0 |
1 |
3 |
198 |
| Supervision in Factor Models Using a Large Number of Predictors |
0 |
1 |
1 |
36 |
0 |
2 |
7 |
45 |
| The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection |
0 |
0 |
2 |
95 |
0 |
0 |
9 |
311 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
0 |
178 |
0 |
0 |
2 |
540 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
1 |
497 |
0 |
1 |
8 |
1,612 |
| The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach |
0 |
0 |
2 |
44 |
2 |
3 |
15 |
72 |
| Using the Yield Curve in Forecasting Output Growth and In?flation |
0 |
0 |
1 |
51 |
1 |
3 |
7 |
137 |
| WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL |
2 |
9 |
21 |
132 |
8 |
24 |
69 |
378 |
| Total Working Papers |
2 |
19 |
55 |
3,233 |
14 |
73 |
232 |
9,423 |
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