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 1 1 45 45 5 7 48 50
Cognitive Biases and Consumer Sentiment 0 0 1 21 1 2 17 27
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance 0 1 3 20 2 5 19 25
Contagion as Domino Effect in Global Stock Markets 0 0 2 97 4 7 20 280
Cyclicality in Losses on Bank Loans 0 1 2 34 2 5 27 110
Exploiting Spillovers to forecast Crashes 0 0 0 28 1 1 10 44
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 1 1 33 2 8 21 68
How to Identify and Forecast Bull and Bear Markets? 0 1 7 211 2 6 32 240
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 1 4 79 0 5 17 102
Riding Bubbles 0 0 1 113 5 10 20 195
Selecting Copulas for Risk Management 0 0 1 654 2 2 9 1,574
Specification Testing in Hawkes Models 1 1 2 28 2 2 13 53
Stress Testing with Student's t Dependence 0 0 0 136 1 3 6 503
The effects of systemic crises when investors can be crisis ignorant 0 0 0 30 2 5 11 163
Time Variation in Asset Return Dependence: Strength or Structure? 0 1 3 48 2 6 18 139
Total Working Papers 2 8 72 1,577 33 74 288 3,573


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion as a domino effect in global stock markets 1 3 18 91 3 10 55 366
Cyclicality in losses on bank loans 0 0 2 7 1 7 15 40
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 1 5 18
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 4 9 0 3 16 29
How to Identify and Forecast Bull and Bear Markets? 0 0 1 8 0 2 14 37
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 1 5 29 0 5 17 93
Portfolio implications of systemic crises 0 0 0 37 0 1 6 132
Selecting copulas for risk management 1 1 7 140 4 5 25 412
Specification Testing in Hawkes Models* 0 0 0 2 0 0 5 15
Total Journal Articles 2 5 37 325 8 34 158 1,142


Statistics updated 2020-09-04