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12 months |
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Last month |
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12 months |
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Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX |
0 |
1 |
1 |
16 |
0 |
2 |
6 |
79 |

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX |
0 |
0 |
0 |
42 |
1 |
2 |
5 |
163 |

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
109 |

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX |
0 |
0 |
1 |
75 |
0 |
3 |
13 |
207 |

Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" |
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0 |
1 |
19 |
0 |
0 |
4 |
92 |

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model |
0 |
0 |
0 |
56 |
1 |
1 |
9 |
169 |

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model |
1 |
1 |
1 |
228 |
1 |
2 |
14 |
658 |

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model |
0 |
0 |
1 |
29 |
1 |
1 |
6 |
137 |

Scanning Multivariate Conditional Densities with Probability Integral Transforms |
0 |
0 |
0 |
13 |
1 |
1 |
6 |
88 |

Scanning Multivariate Conditional Densities with Probability Integral Transforms |
0 |
0 |
1 |
105 |
1 |
1 |
6 |
429 |

Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.) |
0 |
0 |
0 |
36 |
0 |
0 |
8 |
167 |

Total Working Papers |
1 |
2 |
6 |
649 |
6 |
13 |
81 |
2,298 |