Access Statistics for Erik Kole

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
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 0 66 1 7 26 157
Cognitive Biases and Consumer Sentiment 0 0 1 23 0 2 11 65
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance 0 0 0 26 0 1 4 59
Contagion as Domino Effect in Global Stock Markets 1 1 2 105 6 11 28 370
Cyclicality in Losses on Bank Loans 0 0 0 35 1 2 8 142
Exploiting Spillovers to forecast Crashes 0 0 0 31 1 3 11 65
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 0 3 10 126
How to Identify and Forecast Bull and Bear Markets? 1 1 2 226 4 20 43 374
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 0 98 0 7 34 203
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 0 4 18 37
Riding Bubbles 0 0 1 115 0 4 9 220
Selecting Copulas for Risk Management 0 0 0 661 0 1 9 1,605
Specification Testing in Hawkes Models 0 0 0 29 1 3 9 72
Stress Testing with Student's t Dependence 0 0 0 138 0 2 12 523
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 1 6 14 185
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 0 3 17 167
Total Working Papers 2 2 6 1,703 15 79 263 4,370

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 0 0 1 2 2 8 29 36
Cognitive biases in consumer sentiment: the peak-end rule and herding 0 0 1 1 1 5 17 17
Contagion as a domino effect in global stock markets 0 0 1 125 0 3 16 472
Cyclicality in losses on bank loans 0 0 0 12 0 3 10 81
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 2 12 36
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 1 1 16 0 6 25 80
Heterogeneous macro and financial effects of ECB asset purchase programs 0 0 3 3 1 5 25 35
How to Identify and Forecast Bull and Bear Markets? 1 2 4 35 3 16 33 137
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 37 5 9 24 146
Moments, shocks and spillovers in Markov-switching VAR models 0 0 1 9 0 10 71 96
Portfolio implications of systemic crises 0 0 0 38 0 2 9 145
Selecting copulas for risk management 0 0 0 185 0 2 21 540
Specification Testing in Hawkes Models* 0 0 0 4 1 3 12 38
Total Journal Articles 1 3 13 469 13 74 304 1,859

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Statistics updated 2026-07-10