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	5	64	1	1	21	123
Cognitive Biases and Consumer Sentiment	0	0	0	21	1	2	4	44
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance	0	0	4	24	0	0	6	45
Contagion as Domino Effect in Global Stock Markets	0	0	4	103	1	10	24	334
Cyclicality in Losses on Bank Loans	0	0	0	35	0	1	2	133
Exploiting Spillovers to forecast Crashes	0	0	2	30	0	0	4	51
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	0	0	35	0	0	5	107
How to Identify and Forecast Bull and Bear Markets?	0	1	4	223	0	1	5	323
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes	0	3	9	90	0	6	19	144
Moments, Shocks and Spillovers in Markov-switching VAR Models	0	30	30	30	0	5	5	5
Riding Bubbles	0	0	0	113	0	0	2	206
Selecting Copulas for Risk Management	0	0	0	658	0	0	2	1,593
Specification Testing in Hawkes Models	0	0	1	29	0	0	2	61
Stress Testing with Student's t Dependence	0	0	0	138	0	0	0	510
The effects of systemic crises when investors can be crisis ignorant	0	0	1	31	0	0	1	168
Time Variation in Asset Return Dependence: Strength or Structure?	0	0	0	49	0	0	1	148
Total Working Papers	0	34	60	1,673	3	26	103	3,995

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Contagion as a domino effect in global stock markets	0	0	7	119	1	2	14	443
Cyclicality in losses on bank loans	0	0	0	10	0	1	3	67
Exploiting Spillovers to Forecast Crashes	0	0	0	2	0	0	1	22
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	0	0	9	0	0	3	42
How to Identify and Forecast Bull and Bear Markets?	1	3	9	27	2	5	22	84
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes	0	0	2	35	0	0	6	115
Portfolio implications of systemic crises	0	0	0	38	0	0	0	136
Selecting copulas for risk management	0	1	12	165	1	6	24	474
Specification Testing in Hawkes Models*	0	0	0	4	0	0	1	23
Total Journal Articles	1	4	30	409	4	14	74	1,406

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-05-07