| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Collinearity analysis of a simple money demand equation |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
794 |
| Dynamic Risk Profile of the US Term Structure by Wavelet MRA |
0 |
0 |
0 |
161 |
0 |
1 |
4 |
368 |
| Galton's Error and the Under-Representation of Systematic Risk |
0 |
0 |
0 |
88 |
0 |
0 |
11 |
375 |
| Identification of a linear system from inexact data: a three variable example |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
350 |
| Investment Model Uncertainty and Fair Pricing |
0 |
0 |
0 |
87 |
0 |
0 |
13 |
336 |
| Long Memory Options: LM Evidence and Simulations |
0 |
0 |
0 |
163 |
3 |
6 |
11 |
474 |
| Long Memory Options: Valuation |
0 |
0 |
0 |
120 |
0 |
1 |
7 |
368 |
| Long-Term Dependence Characteristics of European Stock Indices |
0 |
0 |
0 |
266 |
0 |
1 |
4 |
768 |
| Measurement of Financial Risk Persistence |
0 |
0 |
0 |
356 |
0 |
1 |
10 |
917 |
| Measuring Financial Cash Flow and Term Structure Dynamics |
0 |
0 |
0 |
215 |
0 |
4 |
20 |
859 |
| Measuring the Degree of Efficiency of Financial Market |
0 |
0 |
0 |
997 |
0 |
1 |
12 |
3,514 |
| Model Uncertainty, Complexity and Rank in Finance |
0 |
0 |
0 |
204 |
0 |
0 |
5 |
702 |
| Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash |
0 |
0 |
1 |
884 |
0 |
0 |
19 |
2,700 |
| Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate |
0 |
0 |
0 |
252 |
0 |
0 |
17 |
671 |
| Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data |
0 |
0 |
0 |
475 |
0 |
0 |
7 |
1,274 |
| Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets |
0 |
0 |
0 |
113 |
0 |
0 |
14 |
493 |
| Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution |
0 |
0 |
0 |
134 |
0 |
1 |
9 |
599 |
| Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries |
0 |
0 |
0 |
192 |
0 |
1 |
25 |
1,162 |
| Persistence Characteristics of Latin American Financial Markets |
0 |
0 |
0 |
191 |
0 |
1 |
11 |
888 |
| Persistence Characteristics of Latin American Financial Markets |
0 |
0 |
0 |
138 |
0 |
1 |
8 |
769 |
| Persistence Characteristics of the Chinese Stock Markets |
0 |
0 |
0 |
449 |
0 |
2 |
13 |
1,514 |
| Quality control of empirical econometrics: a status report |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
331 |
| System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets |
0 |
0 |
0 |
220 |
0 |
0 |
12 |
805 |
| The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore |
0 |
0 |
0 |
124 |
0 |
0 |
6 |
550 |
| The Changing Concept of Financial Risk |
0 |
0 |
1 |
341 |
0 |
3 |
12 |
1,215 |
| The Degree of Stability of Price Diffusion |
0 |
0 |
0 |
144 |
2 |
2 |
7 |
636 |
| The Fed’s Consistent Monetary Policy: A Long Term Perspective |
0 |
0 |
0 |
76 |
0 |
0 |
8 |
228 |
| The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire |
0 |
0 |
0 |
76 |
0 |
0 |
9 |
308 |
| The ghost in the box: comment on \\"what will take the con out of econometrics.\\" |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
712 |
| The prejudices of least squares, principal components and common factor schemes |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
517 |
| Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments |
0 |
0 |
0 |
198 |
0 |
0 |
9 |
1,405 |
| Visualization of Chaos for Finance Majors |
0 |
0 |
0 |
332 |
0 |
0 |
13 |
1,022 |
| Visualization of Chaos for Finance Majors |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
90 |
| Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 |
0 |
0 |
0 |
785 |
0 |
1 |
10 |
2,091 |
| Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997 |
0 |
0 |
0 |
99 |
0 |
0 |
10 |
292 |
| Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification |
0 |
0 |
0 |
117 |
0 |
2 |
13 |
407 |
| When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! |
0 |
0 |
1 |
209 |
0 |
1 |
11 |
453 |
| Why VAR Fails: Long Memory and Extreme Events in Financial Markets |
0 |
0 |
1 |
537 |
0 |
2 |
9 |
1,012 |
| Why there is still no empirical evidence for a money equation! Comments on \\"an historical perspective to the econometrics of money and income.\\" |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
201 |
| Total Working Papers |
0 |
0 |
4 |
8,764 |
5 |
34 |
390 |
32,170 |
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