Access Statistics for Erik Kole

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	66	1	4	9	137
Cognitive Biases and Consumer Sentiment	0	0	1	22	1	3	9	57
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance	0	0	1	26	0	0	3	55
Contagion as Domino Effect in Global Stock Markets	0	0	0	103	5	6	9	349
Cyclicality in Losses on Bank Loans	0	0	0	35	1	2	2	136
Exploiting Spillovers to forecast Crashes	0	0	0	31	3	4	4	58
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	0	0	36	2	3	3	119
How to Identify and Forecast Bull and Bear Markets?	0	0	1	225	3	6	14	341
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes	0	0	1	98	7	11	13	181
Moments, Shocks and Spillovers in Markov-switching VAR Models	0	0	0	34	0	0	4	20
Riding Bubbles	0	0	1	115	1	1	4	213
Selecting Copulas for Risk Management	0	0	0	661	0	2	2	1,598
Specification Testing in Hawkes Models	0	0	0	29	0	1	1	64
Stress Testing with Student's t Dependence	0	0	0	138	3	6	6	517
The effects of systemic crises when investors can be crisis ignorant	0	0	0	31	1	1	1	172
Time Variation in Asset Return Dependence: Strength or Structure?	0	0	0	49	1	4	6	154
Total Working Papers	0	0	7	1,699	29	54	90	4,171

Journal Article	File Downloads				Abstract Views
Journal Article	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*	1	1	1	2	7	14	18	22
Cognitive biases in consumer sentiment: the peak-end rule and herding	0	0	0	0	1	2	2	2
Contagion as a domino effect in global stock markets	0	0	2	125	0	3	9	461
Cyclicality in losses on bank loans	0	0	0	12	2	4	4	75
Exploiting Spillovers to Forecast Crashes	0	0	0	2	1	6	6	30
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	0	1	15	1	7	9	63
Heterogeneous macro and financial effects of ECB asset purchase programs	1	2	3	3	3	8	19	22
How to Identify and Forecast Bull and Bear Markets?	0	0	1	32	4	6	15	113
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes	0	1	1	37	6	8	10	131
Moments, shocks and spillovers in Markov-switching VAR models	0	1	1	9	11	17	23	46
Portfolio implications of systemic crises	0	0	0	38	4	4	5	141
Selecting copulas for risk management	0	0	1	185	2	4	12	526
Specification Testing in Hawkes Models*	0	0	0	4	1	2	2	28
Total Journal Articles	2	5	11	464	43	85	134	1,660

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-01-09