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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Mean-Variance Efficiency Tests 0 0 0 23 0 0 10 114
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 0 6 26
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 1 2 12 618
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 0 2 22 79
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 1 1 1 12 1 1 17 75
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 42 0 0 11 141
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 1 1 1 6 2 2 12 70
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 1 11 86
A spectral EM algorithm for dynamic factor models 0 1 1 29 1 2 19 82
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 1 1 14 142
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 1 10 30
Aggregate Output Measurements: A Common Trend Approach 0 0 0 9 0 1 13 36
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 0 2 14 32
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 2 16 43
Aggregate output measurements: a common trend approach 0 0 0 10 0 0 1 40
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 1 3 15 26
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 8 1,152
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 0 5 438
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 0 2 40
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 3 87
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 1 9 41
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 1 11 946
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 1 3 18 189
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 0 6 46
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 1 1 12 46
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 0 2 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 3 3 12 41
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 1 8 420
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 4 11
Constrained Indirect Inference Estimation 0 0 0 99 0 1 7 276
Constrained indirect inference estimation 0 0 0 1 0 1 7 19
Did the EMS Reduce the Cost of Capital? 0 0 0 113 0 0 10 528
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 1 3 9 31
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 0 13 86
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 0 12 97
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 1 10 126
Duality in Mean-Variance Frontiers with Conditioning Information 0 1 1 8 0 3 11 98
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 49 0 0 7 150
Duality in mean-variance frontiers with conditioning information 0 0 0 76 0 0 10 278
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 1 18 144
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 0 15 123
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 2 14 256
Dynamic specification tests for dynamic factor models 0 0 0 12 0 1 12 59
Empirical Evaluation of Overspecified Asset Pricing Models 1 1 1 27 1 2 9 99
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 49 1 1 12 109
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 98 0 0 12 376
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 156 1 2 13 447
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 1 24 461
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 9 37
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 0 1 6 471
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 0 0 6 9
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 1 1 13 112
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 1 13 66
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 1 11 48
Finite Underidentification 0 0 0 35 0 2 18 59
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 1 11 45
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 2 10 25
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 2 13 17
Gaussian Rank Correlation and Regression 0 0 1 15 0 1 10 63
Gaussian rank correlation and regression 0 0 0 12 0 0 8 87
Has the EMS Reduced the Cost of Capital? 0 0 0 0 0 1 10 285
Has the EMS Reduced the Cost of Capital? Versión Revisada 0 0 0 0 1 1 5 15
Highly Irregular Serial Correlation Tests 0 0 2 16 0 0 10 25
Hypothesis Tests with a Repeatedly Singular Information Matrix 0 0 1 16 1 1 15 107
Hypothesis tests with a repeatedly singular information matrix 0 0 0 25 0 0 11 62
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 9 900
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 1 1 0 0 4 11
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 38 2 4 13 131
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 14 584
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 3 1 2 16 60
Information matrix tests for multinomial logit models 0 0 0 17 0 0 16 41
Information matrix tests for switching regressions 0 1 17 17 0 1 8 8
Is a Normal Copula the Right Copula? 0 1 1 26 0 1 20 89
Is a normal copula the right copula? 0 0 0 40 0 3 14 72
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 1 23 166
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 0 0 12 757
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 0 0 10 1,439
Least Squares Predictions and Mean-Variance Analysis 0 0 0 235 0 1 12 1,113
Least Squares Predictions and Mean-Variance Analysis. Versión Revisada 0 0 0 1 0 0 1 5
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 1 1 9 36
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 0 6 25
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 16 263
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 1 18 61
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 2 15 323
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 10 493
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 0 2 7 21
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 0 12 597
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 0 12 247
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 9 1 1 6 41
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 0 0 13 35
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 0 0 0 11 14
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 1 2 14 727
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 0 1 7 1,297
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 0 0 8 36
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 0 0 11 1,042
Mean-variance portfolio allocation with a value at risk constraint 0 0 0 4 0 0 8 47
Moment tests of independent components 0 0 0 30 1 2 20 70
Multivariate Hermite polynomials and information matrix tests 0 0 0 19 0 0 2 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 1 1 14 45
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 1 9 18
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 1 15 117
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 0 13 216
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 1 8 67
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 1 3 34
New testing approaches for mean-variance predictability 0 0 0 18 0 2 8 50
New testing approaches for mean-variance predictability 0 0 0 12 0 0 6 39
New testing approaches for mean-variance predictability 0 0 0 55 0 0 1 103
Normal but Skewed? 0 0 0 29 1 1 10 59
Normality Tests for Latent Variables 0 0 0 18 2 2 10 105
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 1 14 218
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 3 4 17 26
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 11 56
PML vs minimum χ 2: the comeback 0 0 0 15 1 1 10 27
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 2 12 247
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 0 16 271
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 0 0 2 5 8
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 2 16 314
Portfolio management with big data 0 0 3 38 0 1 36 89
Portfolio management with big data 1 2 3 5 1 5 20 30
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 0 0 9 16
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 142 0 0 8 661
Pricing options on assets with predictable white noise returns 0 0 0 0 0 1 9 10
Quadratic ARCH Models 0 0 0 0 3 10 19 106
Quadratic Arch Models 0 0 0 1 1 2 11 913
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 0 0 6 29
Risk and Return in the Spanish Stock Market 0 0 0 279 0 0 5 1,168
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets 0 0 0 0 0 0 4 12
Risk and return in the Spanish stock market 0 0 0 0 0 0 6 8
Score-type tests for normal mixtures 0 0 0 1 0 0 10 18
Score-type tests for normal mixtures 0 0 0 19 0 0 16 47
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 1 1 22 170
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 0 0 4 256
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 0 0 12 315
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 1 2 8 526
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 0 85 1 3 13 394
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 1 2 12 29
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 1 1 8 55
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 2 5 29
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 1 13 58
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 2 3 21 88
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 1 1 13 121
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 2 2 15 60
Testing Shock Independence in Gaussian Structural VARs 0 5 5 5 0 2 2 2
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 1 2 9 263
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 0 1 13 170
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 2 18 242
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 1 14 75
Testing shock independence in Gaussian structural VARs 0 1 23 23 0 1 13 13
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 1 1 12 116
Tests for random coefficient variation in vector autoregressive models 0 0 0 65 0 0 10 55
Tests for random coefficient variation in vector autoregressive models 0 0 0 6 0 0 19 31
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 29
The Econometrics of Mean-Variance Efficiency Tests: A Survey 0 0 0 66 1 2 15 263
The Jacobian of the Exponential Function 0 0 0 27 1 3 16 76
The Jacobian of the exponential function 0 0 0 44 2 9 17 62
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 0 0 10 346
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 0 0 7 13
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 0 0 7 663
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 0 0 18 30
The Rise and Fall of the Natural Interest Rate 0 0 1 114 2 3 18 310
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 3 193
The Rise and Fall of the Natural Interest Rate 0 0 1 94 1 4 22 214
The Rise and Fall of the Natural Interest Rate 1 1 1 34 1 2 20 82
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 2 3 14 581
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 2 0 1 5 13
The information matrix test for Gaussian mixtures 0 0 1 21 0 0 12 45
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 1 10 22 0 2 31 55
The rise and fall of the natural interest rate 0 0 3 97 0 1 16 218
Underidentification? 0 0 0 69 0 0 11 313
Underidentification? 0 0 1 268 0 1 15 1,107
Underidentification? (Resumen) 0 0 0 63 0 7 27 226
Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves 1 3 4 4 3 10 12 12
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 2 7 19 19 5 16 28 28
Valuation of VIX Derivatives 0 0 0 26 0 1 12 184
Valuation of VIX Derivatives 0 0 0 102 0 3 28 324
Valuation of vix derivatives 1 1 1 26 1 1 18 191
Volatility, Diversification and Contagion 0 0 0 12 1 2 21 68
Volatility, diversification and contagion 0 0 0 4 1 2 14 47
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 0 5 46
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 0 1 12 54
Volatility-related exchange traded assets: an econometric investigation 0 0 0 0 0 0 5 6
Volatiltiy and Links Between National Stock Markets 0 0 1 410 0 0 28 1,203
Zero-Diagonality as a Linear Structure 0 0 0 4 0 3 16 24
Zero-diagonality as a linear structure 0 0 0 3 0 0 13 29
Total Working Papers 9 28 107 7,585 79 238 2,196 36,490

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 24 1 1 13 132
A comparison of mean-variance efficiency tests 0 0 0 89 1 2 18 419
A spectral EM algorithm for dynamic factor models 0 0 0 10 0 1 15 69
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 6 560
Comment 0 0 0 6 0 1 7 41
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference 0 0 0 3 0 0 11 42
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 13 356
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 1 1 15 30
Constrained Indirect Estimation 0 0 0 78 1 1 10 299
Did the EMS Reduce the Cost of Capital? 0 0 0 74 0 0 9 424
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 0 7 12
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 1 18 151
Duality in mean-variance frontiers with conditioning information 0 1 1 7 1 2 10 45
Dynamic specification tests for dynamic factor models 0 0 0 8 0 2 12 65
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 0 1 8 712
Empirical evaluation of overspecified asset pricing models 1 2 2 11 4 5 16 59
Factor representing portfolios in large asset markets 0 0 0 49 1 2 18 183
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 0 1 4 669 0 5 29 1,956
Finite underidentification 0 0 1 4 1 2 8 16
GDP Solera: The Ideal Vintage Mix 1 1 2 6 2 2 10 19
Highly irregular serial correlation tests 0 0 0 0 1 2 2 2
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 233 1 2 18 507
Identification, inference and risk 1 1 11 14 2 3 20 32
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 0 9 144
Information matrix tests for multinomial logit models 0 0 0 0 0 1 17 19
Is a Normal Copula the Right Copula? 0 0 1 6 1 2 14 44
Least Squares Predictions and Mean-Variance Analysis 0 0 1 189 1 4 21 786
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 2 10 636
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 2 10 267
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 17 799
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 1 1 12 807
Moment tests of independent components 0 0 0 4 0 1 15 34
Multivariate Hermite polynomials and information matrix tests 0 1 1 1 0 2 2 2
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 2 28 260
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 1 18 60
New testing approaches for mean–variance predictability 0 0 0 3 1 1 9 26
Normal but skewed? 0 0 0 1 0 0 12 25
Normality tests for latent variables 0 0 0 3 0 0 18 61
Nota sobre la inclusión en el sistema de precios en un modelo de Leontief de dos regímenes de imposición indirecta sobre el consumo 0 1 1 30 0 2 6 216
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 10 1,213
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 0 10 13
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 0 2 7 165
Quadratic ARCH Models 2 2 6 565 5 6 30 1,436
Reprint of: Finite underidentification 0 0 1 1 0 0 16 19
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 0 0 5 144
Score-type tests for normal mixtures 1 2 3 3 1 3 18 23
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 0 0 16 217
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 1 2 15 191
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 0 26 1 1 24 156
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 0 0 16 22
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 2 19 37
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 0 1 13 142
Testing distributional assumptions using a continuum of moments 0 0 0 3 0 0 23 48
Testing for GARCH effects: a one-sided approach 0 0 0 177 0 2 13 520
The Jacobian of the exponential function 0 0 0 4 2 3 15 44
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 1 1 10 31
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 0 1 15 416
The econometrics of the stock market I: rationality tests 0 0 0 139 0 0 16 368
The econometrics of the stock market II: asset pricing 0 0 0 196 0 1 16 536
The information matrix test for Gaussian mixtures 0 0 0 0 1 2 2 2
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 0 0 8 516
Underidentification? 0 0 1 46 0 1 17 282
Unobserved component time series models with Arch disturbances 0 0 0 649 1 2 19 1,165
Valuation of VIX derivatives 1 1 3 115 2 4 25 406
Volatility and Links between National Stock Markets 0 0 1 1,116 1 2 75 3,032
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 1 27 39
Zero-diagonality as a linear structure 0 0 0 1 0 1 9 24
Total Journal Articles 7 13 42 5,745 38 95 1,000 21,524

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Output Measurements: A Common Trend Approach 0 0 0 1 0 0 16 27
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 0 13 43
Gaussian Rank Correlation and Regression 0 0 2 6 2 2 18 31
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 1 17 20
Total Chapters 0 0 2 10 2 3 64 121

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