| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Fast Fractional Difference Algorithm |
0 |
0 |
1 |
234 |
0 |
4 |
10 |
514 |
| A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support |
2 |
3 |
5 |
172 |
5 |
8 |
19 |
332 |
| A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets |
0 |
0 |
7 |
83 |
2 |
6 |
19 |
223 |
| A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets |
1 |
2 |
6 |
179 |
3 |
11 |
31 |
360 |
| A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model |
14 |
26 |
92 |
832 |
20 |
53 |
216 |
1,406 |
| A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
60 |
0 |
2 |
4 |
158 |
| A Necessary Moment Condition for the Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
22 |
1 |
2 |
16 |
127 |
| A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic |
0 |
0 |
1 |
77 |
0 |
2 |
3 |
266 |
| A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
149 |
| A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis |
0 |
0 |
2 |
113 |
1 |
3 |
9 |
473 |
| A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis |
0 |
0 |
0 |
37 |
0 |
0 |
4 |
133 |
| A Regime Switching Long Memory Model for Electricity Prices |
0 |
1 |
1 |
626 |
1 |
11 |
17 |
1,437 |
| A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching |
0 |
0 |
0 |
270 |
0 |
2 |
10 |
749 |
| A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching |
0 |
0 |
0 |
131 |
1 |
4 |
7 |
378 |
| A fast fractional difference algorithm |
0 |
0 |
1 |
36 |
3 |
6 |
13 |
102 |
| A fractionally cointegrated VAR analysis of economic voting and political support |
0 |
0 |
2 |
48 |
3 |
4 |
13 |
72 |
| A fractionally cointegrated VAR analysis of price discovery in commodity futures markets |
0 |
0 |
1 |
37 |
2 |
3 |
10 |
104 |
| A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
59 |
| Adaptive Inference In Heteroskedastic Fractional Time Series Models |
3 |
6 |
28 |
152 |
8 |
20 |
72 |
245 |
| Asset Market Perspectives on the Israeli-Palestinian Conflict |
0 |
0 |
2 |
2 |
3 |
3 |
7 |
7 |
| Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors |
2 |
5 |
55 |
178 |
5 |
19 |
131 |
339 |
| Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors |
0 |
0 |
5 |
5 |
1 |
4 |
27 |
27 |
| Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models |
0 |
0 |
1 |
210 |
0 |
2 |
6 |
402 |
| Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models |
0 |
0 |
0 |
19 |
3 |
5 |
8 |
43 |
| Bias-reduced estimation of long memory stochastic volatility |
0 |
0 |
0 |
61 |
2 |
3 |
5 |
182 |
| Bootstrap And Asymptotic Inference With Multiway Clustering |
1 |
8 |
39 |
192 |
4 |
15 |
86 |
348 |
| Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets |
0 |
0 |
1 |
174 |
2 |
6 |
17 |
390 |
| Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets |
0 |
0 |
0 |
42 |
1 |
4 |
6 |
77 |
| Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns |
0 |
1 |
1 |
61 |
1 |
3 |
13 |
244 |
| Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns |
1 |
1 |
2 |
369 |
3 |
8 |
20 |
869 |
| Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach |
0 |
0 |
0 |
163 |
1 |
2 |
3 |
514 |
| Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices |
0 |
0 |
0 |
133 |
3 |
5 |
6 |
351 |
| Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model |
1 |
1 |
8 |
215 |
9 |
14 |
50 |
492 |
| Economic significance of commodity return forecasts from the fractionally cointegrated VAR model |
0 |
0 |
3 |
5 |
4 |
7 |
23 |
29 |
| Efficient Inference in Multivariate Fractionally Integrated Time Series Models |
0 |
0 |
1 |
187 |
0 |
1 |
4 |
535 |
| Efficient Likelihold Inference in Nonstationary Univariate Models |
0 |
0 |
0 |
21 |
4 |
6 |
7 |
100 |
| Estimation of Fractional Integration in the Presence of Data Noise |
0 |
0 |
0 |
33 |
0 |
1 |
5 |
117 |
| Fast And Wild: Bootstrap Inference In Stata Using Boottest |
8 |
33 |
184 |
426 |
48 |
124 |
656 |
1,156 |
| Fast and Wild: Bootstrap Inference in Stata Using boottest |
1 |
2 |
10 |
11 |
3 |
11 |
47 |
51 |
| Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model |
0 |
6 |
19 |
734 |
3 |
17 |
62 |
1,540 |
| Finite Sample Accuracy Of Integrated Volatility Estimators |
0 |
0 |
1 |
23 |
1 |
4 |
8 |
121 |
| Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration |
0 |
0 |
2 |
71 |
4 |
8 |
20 |
283 |
| Forecasting Exchange Rate Volatility In The Presence Of Jumps |
0 |
0 |
2 |
139 |
4 |
8 |
14 |
547 |
| Forecasting daily political opinion polls using the fractionally cointegrated VAR model |
0 |
0 |
0 |
34 |
2 |
2 |
19 |
62 |
| Forecasting daily political opinion polls using the fractionally cointegrated VAR model |
0 |
0 |
1 |
186 |
1 |
4 |
18 |
443 |
| Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
46 |
| Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration |
0 |
0 |
1 |
105 |
3 |
5 |
12 |
344 |
| Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration |
0 |
0 |
0 |
49 |
1 |
4 |
6 |
152 |
| Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model |
0 |
0 |
1 |
48 |
1 |
1 |
10 |
175 |
| Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
127 |
| Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
0 |
14 |
3 |
4 |
6 |
73 |
| Inference on the dimension of the nonstationary subspace in functional time series |
10 |
47 |
123 |
123 |
50 |
132 |
230 |
230 |
| Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
317 |
1 |
3 |
5 |
532 |
| Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
3 |
220 |
3 |
4 |
11 |
542 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
1 |
2 |
45 |
2 |
8 |
12 |
156 |
| Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
1 |
1 |
1 |
109 |
2 |
4 |
4 |
251 |
| Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
3 |
3 |
117 |
2 |
7 |
11 |
179 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
27 |
3 |
6 |
8 |
91 |
| Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence |
0 |
0 |
0 |
105 |
1 |
3 |
4 |
328 |
| Local Polynomial Whittle Estimation Of Perturbed Fractional Processes |
0 |
0 |
0 |
76 |
2 |
3 |
5 |
218 |
| Local Whittle Analysis of Stationary Fractional Cointegration |
0 |
0 |
1 |
108 |
0 |
2 |
4 |
381 |
| Local polynomial Whittle estimation of perturbed fractional processes |
0 |
0 |
0 |
53 |
2 |
3 |
4 |
157 |
| Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model |
1 |
1 |
5 |
191 |
1 |
4 |
34 |
481 |
| Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model |
0 |
1 |
1 |
140 |
2 |
3 |
5 |
314 |
| Multivariate Lagrange Multiplier Tests for Fractional Integration |
0 |
0 |
1 |
165 |
1 |
1 |
3 |
861 |
| Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots |
0 |
0 |
0 |
37 |
0 |
1 |
9 |
145 |
| Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis |
0 |
0 |
4 |
177 |
3 |
5 |
21 |
380 |
| Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots |
0 |
0 |
0 |
17 |
2 |
3 |
9 |
63 |
| Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis |
0 |
0 |
0 |
34 |
2 |
2 |
5 |
107 |
| Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders |
0 |
0 |
0 |
144 |
2 |
4 |
7 |
378 |
| Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders |
0 |
0 |
1 |
64 |
0 |
2 |
6 |
154 |
| Nonstationary Cointegration In The Fractionally Cointegrated Var Model |
2 |
5 |
20 |
113 |
6 |
12 |
65 |
155 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
2 |
7 |
1 |
1 |
12 |
24 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
1 |
4 |
24 |
0 |
1 |
12 |
26 |
| Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests |
2 |
4 |
8 |
467 |
4 |
8 |
25 |
891 |
| Numerical distribution functions of fractional unit root and cointegration tests |
0 |
2 |
2 |
52 |
1 |
3 |
9 |
114 |
| Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics |
0 |
0 |
0 |
176 |
0 |
0 |
2 |
517 |
| Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
24 |
3 |
3 |
7 |
37 |
| Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form |
0 |
2 |
5 |
212 |
2 |
12 |
31 |
403 |
| Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data |
0 |
0 |
4 |
299 |
1 |
4 |
10 |
1,167 |
| Semiparametric Estimation in Time Series Regression with Long Range Dependence |
0 |
0 |
0 |
114 |
3 |
3 |
5 |
365 |
| Spectral Analysis of Fractionally Cointegrated Systems |
0 |
0 |
2 |
109 |
1 |
2 |
6 |
259 |
| Testing The Cvar In The Fractional Cvar Model |
0 |
0 |
2 |
70 |
0 |
5 |
11 |
79 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
3 |
3 |
0 |
1 |
12 |
27 |
| Testing the CVAR in the fractional CVAR model |
0 |
1 |
2 |
15 |
0 |
3 |
10 |
29 |
| The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
0 |
0 |
3 |
81 |
3 |
3 |
13 |
123 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
0 |
78 |
1 |
1 |
6 |
224 |
| The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect |
0 |
0 |
1 |
114 |
1 |
2 |
9 |
403 |
| The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices |
0 |
0 |
2 |
191 |
3 |
7 |
17 |
685 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps |
0 |
0 |
1 |
204 |
3 |
7 |
18 |
1,044 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets |
0 |
0 |
2 |
379 |
3 |
5 |
12 |
1,136 |
| The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
1 |
2 |
2 |
204 |
4 |
5 |
11 |
365 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
0 |
0 |
1 |
208 |
1 |
11 |
22 |
577 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
1 |
3 |
11 |
2 |
3 |
14 |
44 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
2 |
63 |
2 |
3 |
12 |
46 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
87 |
3 |
3 |
7 |
310 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
58 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
15 |
0 |
1 |
5 |
53 |
| Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends |
2 |
2 |
13 |
92 |
2 |
3 |
24 |
137 |
| Validity Of Wild Bootstrap Inference With Clustered Errors |
0 |
0 |
3 |
109 |
2 |
3 |
22 |
170 |
| Wild Bootstrap and Asymptotic Inference with Multiway Clustering |
1 |
11 |
95 |
95 |
6 |
30 |
189 |
189 |
| Total Working Papers |
54 |
180 |
813 |
13,070 |
310 |
788 |
2,781 |
33,078 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A FAST FRACTIONAL DIFFERENCE ALGORITHM |
1 |
4 |
7 |
86 |
5 |
13 |
31 |
203 |
| A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets |
0 |
0 |
6 |
74 |
1 |
4 |
34 |
194 |
| A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC |
0 |
0 |
1 |
61 |
1 |
2 |
12 |
162 |
| A fractionally cointegrated VAR analysis of economic voting and political support |
1 |
1 |
9 |
83 |
2 |
3 |
27 |
187 |
| A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets |
1 |
1 |
9 |
34 |
4 |
5 |
28 |
122 |
| A regime switching long memory model for electricity prices |
0 |
2 |
8 |
321 |
4 |
11 |
26 |
856 |
| A vector autoregressive model for electricity prices subject to long memory and regime switching |
0 |
0 |
0 |
87 |
2 |
4 |
8 |
279 |
| Asset Market Perspectives on the Israeli–Palestinian Conflict |
1 |
2 |
3 |
74 |
3 |
5 |
16 |
325 |
| Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
1 |
2 |
7 |
166 |
2 |
7 |
22 |
383 |
| Asymptotic theory and wild bootstrap inference with clustered errors |
1 |
5 |
6 |
6 |
4 |
17 |
24 |
24 |
| Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models |
1 |
1 |
3 |
31 |
3 |
5 |
13 |
91 |
| Bias-Reduced Estimation of Long-Memory Stochastic Volatility |
0 |
0 |
0 |
44 |
2 |
3 |
9 |
164 |
| Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets |
0 |
1 |
2 |
57 |
2 |
7 |
17 |
170 |
| Comment |
0 |
0 |
0 |
26 |
1 |
4 |
5 |
135 |
| Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns |
0 |
1 |
4 |
165 |
1 |
6 |
22 |
519 |
| Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach |
0 |
0 |
1 |
232 |
3 |
5 |
19 |
601 |
| Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices |
0 |
0 |
0 |
91 |
3 |
5 |
12 |
256 |
| EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS |
0 |
0 |
0 |
48 |
3 |
4 |
8 |
139 |
| Economic significance of commodity return forecasts from the fractionally cointegrated VAR model |
5 |
6 |
17 |
20 |
13 |
19 |
51 |
74 |
| Efficient inference in multivariate fractionally integrated time series models |
0 |
0 |
0 |
82 |
1 |
2 |
15 |
322 |
| Estimation of fractional integration in the presence of data noise |
0 |
0 |
1 |
102 |
1 |
3 |
9 |
245 |
| Fast and wild: Bootstrap inference in Stata using boottest |
3 |
7 |
42 |
42 |
12 |
32 |
177 |
177 |
| Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration |
0 |
1 |
1 |
50 |
2 |
6 |
13 |
220 |
| Finite sample accuracy and choice of sampling frequency in integrated volatility estimation |
0 |
0 |
0 |
114 |
1 |
5 |
11 |
467 |
| Forecasting daily political opinion polls using the fractionally cointegrated vector auto†regressive model |
0 |
5 |
22 |
32 |
5 |
20 |
67 |
91 |
| Fully modified narrow‐band least squares estimation of weak fractional cointegration |
0 |
0 |
1 |
93 |
1 |
4 |
16 |
299 |
| Fully modified narrow‐band least squares estimation of weak fractional cointegration |
0 |
0 |
1 |
3 |
1 |
1 |
4 |
23 |
| Improved likelihood ratio tests for cointegration rank in the VAR model |
1 |
1 |
2 |
26 |
3 |
5 |
16 |
105 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
4 |
7 |
25 |
516 |
10 |
25 |
78 |
1,194 |
| Likelihood inference for a nonstationary fractional autoregressive model |
1 |
3 |
5 |
68 |
2 |
6 |
15 |
181 |
| Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation |
0 |
0 |
0 |
61 |
3 |
6 |
11 |
164 |
| Local empirical spectral measure of multivariate processes with long range dependence |
0 |
0 |
0 |
13 |
2 |
4 |
8 |
61 |
| Local polynomial Whittle estimation of perturbed fractional processes |
1 |
1 |
2 |
36 |
4 |
7 |
16 |
214 |
| Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model |
0 |
0 |
4 |
114 |
2 |
6 |
18 |
378 |
| Multivariate Lagrange Multiplier Tests for Fractional Integration |
0 |
0 |
2 |
133 |
3 |
6 |
13 |
763 |
| NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS |
1 |
3 |
12 |
63 |
4 |
11 |
33 |
158 |
| Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots |
0 |
0 |
2 |
27 |
1 |
4 |
14 |
119 |
| Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis |
1 |
4 |
10 |
133 |
8 |
17 |
41 |
433 |
| Noncontemporaneous cointegration and the importance of timing |
0 |
0 |
0 |
47 |
1 |
2 |
4 |
155 |
| Nonparametric cointegration analysis of fractional systems with unknown integration orders |
2 |
2 |
5 |
213 |
3 |
6 |
16 |
537 |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
0 |
3 |
5 |
5 |
7 |
13 |
35 |
35 |
| Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics |
0 |
0 |
0 |
83 |
2 |
4 |
7 |
195 |
| Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form |
2 |
2 |
3 |
27 |
6 |
11 |
33 |
112 |
| Semiparametric Estimation in Time-Series Regression with Long-Range Dependence |
0 |
0 |
1 |
87 |
4 |
7 |
14 |
343 |
| Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction |
0 |
2 |
4 |
4 |
1 |
4 |
16 |
16 |
| Spectral analysis of fractionally cointegrated systems |
0 |
0 |
0 |
97 |
2 |
5 |
12 |
270 |
| THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS |
1 |
2 |
6 |
16 |
4 |
10 |
23 |
57 |
| Testing the CVAR in the Fractional CVAR Model |
0 |
0 |
8 |
14 |
6 |
13 |
48 |
68 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
1 |
1 |
3 |
195 |
3 |
6 |
16 |
569 |
| The cointegrated vector autoregressive model with general deterministic terms |
1 |
1 |
5 |
29 |
4 |
15 |
46 |
123 |
| The impact of financial crises on the risk–return tradeoff and the leverage effect |
0 |
0 |
2 |
29 |
8 |
12 |
23 |
106 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets |
1 |
6 |
21 |
360 |
5 |
15 |
66 |
1,226 |
| Total Journal Articles |
32 |
77 |
278 |
4,620 |
181 |
422 |
1,318 |
14,310 |
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