Access Statistics for Jeffrey Todd Lins

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
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series 0 0 0 29 0 1 2 94
Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect 0 0 0 53 0 0 0 150
Temporal structure and gain/loss asymmetry for real and artificial stock indices 0 0 0 34 0 0 2 102
Total Working Papers 0 0 0 116 0 1 4 346


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Value-at-Risk computation by Fourier inversion with explicit error bounds 0 0 0 50 0 0 1 155
Total Journal Articles 0 0 0 50 0 0 1 155


Statistics updated 2025-03-03