Access Statistics for Mico Loretan
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 note on the coefficient of determination in models with infinite variance variables |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
394 |
A note on the coefficient of determination in regression models with infinite-variance variables |
0 |
0 |
0 |
177 |
1 |
2 |
14 |
1,581 |
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market |
0 |
0 |
1 |
13 |
1 |
1 |
6 |
76 |
Estimating Long Run Economic Equilibria |
0 |
0 |
4 |
608 |
1 |
6 |
29 |
1,569 |
Evaluating \\"correlation breakdowns\\" during periods of market volatility |
0 |
2 |
5 |
435 |
0 |
4 |
44 |
1,390 |
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand |
0 |
0 |
0 |
48 |
0 |
1 |
9 |
128 |
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets |
0 |
0 |
0 |
54 |
0 |
1 |
9 |
292 |
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
159 |
International portfolio rebalancing and exchange rate fluctuations in Thailand |
0 |
0 |
1 |
60 |
0 |
1 |
6 |
217 |
Pitfalls in tests for changes in correlations |
4 |
7 |
26 |
939 |
6 |
19 |
66 |
1,820 |
Private Information, Capital Flows, and Exchange Rates |
0 |
0 |
0 |
49 |
0 |
0 |
9 |
117 |
Private information, capital flows, and exchange rates |
0 |
0 |
1 |
29 |
0 |
0 |
7 |
90 |
Private information, stock markets, and exchange rates |
0 |
0 |
0 |
69 |
1 |
2 |
16 |
297 |
Private information, stock markets, and exchange rates |
0 |
0 |
0 |
11 |
1 |
2 |
11 |
99 |
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns |
0 |
0 |
4 |
225 |
4 |
6 |
18 |
942 |
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
831 |
The Durbin-Watson Ratio Under Infinite Variance Errors |
0 |
0 |
0 |
188 |
0 |
1 |
10 |
1,655 |
Total Working Papers |
4 |
9 |
42 |
2,987 |
16 |
48 |
266 |
11,657 |
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