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Last month |
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12 months |
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A Comparison of Mean-Variance Efficiency Tests |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
102 |

A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |

A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
604 |

A Spectral EM Algorithm for Dynamic Factor Models |
0 |
0 |
1 |
43 |
0 |
0 |
3 |
54 |

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
56 |

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
129 |

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
57 |

A spectral EM algorithm for dynamic factor models |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
72 |

A spectral EM algorithm for dynamic factor models |
0 |
0 |
1 |
27 |
0 |
0 |
1 |
58 |

A unifying approach to the empirical evaluation of asset pricing models |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
127 |

Aggregate Output Measurements: A Common Trend Approach |
0 |
0 |
2 |
7 |
0 |
0 |
3 |
19 |

Aggregate Output Measurements: A Common Trend Approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |

Aggregate Output Measurements: A Common Trend Approach |
0 |
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1 |
7 |
0 |
0 |
2 |
19 |

Aggregate Output Measurements: a Common Trend Approach |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
26 |

Aggregate output measurements: a common trend approach |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
34 |

An EM Algorithm for Conditionally Heteroskedastic Factor Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,143 |

An EM Algorithm for Conditionally Heteroskedastic Factor Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
10 |

An Index of Co-Movements in Financial Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
35 |

An Index of Co-Movements in Financial Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
432 |

CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
83 |

Conditional Means of Time Series Processes and Time Series Processes for Conditional Means |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
934 |

Conditional Means of Time Series Processes and Time Series Processes for Conditional Means |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |

Conditional means of time series processes and time series processes for conditional means |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
171 |

Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators |
0 |
0 |
1 |
18 |
0 |
1 |
2 |
38 |

Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |

Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
27 |

Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
60 |

Constrained EMM and Indirect Inference Estimation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
410 |

Constrained EMM and Indirect Inference Estimation. Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |

Constrained Indirect Inference Estimation |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
269 |

Constrained indirect inference estimation |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
11 |

Did the EMS Reduce the Cost of Capital? |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
514 |

Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
21 |

Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions |
0 |
0 |
4 |
52 |
0 |
0 |
11 |
71 |

Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
84 |

Distributional tests in multivariate dynamic models with Normal and Student t innovations |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
114 |

Duality in Mean-Variance Frontiers with Conditioning Information |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
139 |

Duality in Mean-Variance Frontiers with Conditioning Information |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
84 |

Duality in mean-variance frontiers with conditioning information |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
266 |

Dynamic Specification Tests for Dynamic Factor Models |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
126 |

Dynamic Specification Tests for Static Factor Models |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
107 |

Dynamic Specification Tests for Static Factor Models |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
241 |

Dynamic specification tests for dynamic factor models |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
45 |

Empirical Evaluation of Overspecified Asset Pricing Models |
0 |
0 |
0 |
26 |
0 |
0 |
12 |
88 |

Empirical Evaluation of Overspecified Asset Pricing Models |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
95 |

Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations |
0 |
0 |
1 |
152 |
0 |
0 |
2 |
425 |

Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
362 |

Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations |
0 |
0 |
1 |
156 |
0 |
0 |
1 |
434 |

Estimation and testing of dynamic models with generalised hyperbolic innovations |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
26 |

Factor Representing Portfolios in Large Asset Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
463 |

Factor Representing Portfolios in Large Asset Markets.Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |

Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
98 |

Fast ML estimation of dynamic bifactor models: an application to European inflation |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
37 |

Fast ML estimation of dynamic bifactor models: an application to European inflation |
0 |
0 |
1 |
10 |
0 |
1 |
2 |
50 |

Finite Underidentification |
0 |
0 |
4 |
32 |
0 |
0 |
7 |
34 |

GDP Solera. The Ideal Vintage Mix |
0 |
0 |
3 |
19 |
1 |
2 |
8 |
30 |

GDP Solera: The Ideal Vintage Mix |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

GDP Solera: The Ideal Vintage Mix |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
13 |

Gaussian Rank Correlation and Regression |
0 |
0 |
3 |
14 |
0 |
0 |
12 |
46 |

Gaussian rank correlation and regression |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
70 |

Has the EMS Reduced the Cost of Capital? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
272 |

Has the EMS Reduced the Cost of Capital? Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Highly Irregular Serial Correlation Tests |
0 |
1 |
14 |
14 |
0 |
1 |
10 |
13 |

Hypothesis Tests with a Repeatedly Singular Information Matrix |
0 |
0 |
2 |
15 |
0 |
0 |
7 |
86 |

Hypothesis tests with a repeatedly singular information matrix |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
50 |

Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
889 |

Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

Identification, estimation and testing of conditionally heteroskedastic factor models |
0 |
0 |
1 |
37 |
0 |
0 |
3 |
115 |

Indirect Estimation of Conditionally Heteroskedastic Factor Models |
0 |
0 |
0 |
195 |
0 |
0 |
2 |
569 |

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
41 |

Is a Normal Copula the Right Copula? |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
67 |

Is a normal copula the right copula? |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
58 |

LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
141 |

Least Squares Predictions and Mean-Variance Analysis |
0 |
0 |
0 |
234 |
0 |
0 |
0 |
1,098 |

Least Squares Predictions and Mean-Variance Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,428 |

Least Squares Predictions and Mean-Variance Analysis |
0 |
0 |
0 |
175 |
0 |
0 |
2 |
741 |

Least Squares Predictions and Mean-Variance Analysis. Versión Revisada |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |

Likelihood-Based Estimation of Latent Generalised ARCH Structures |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
22 |

Likelihood-based estimation of latent generalised ARCH |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |

Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
39 |

Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
109 |
1 |
1 |
1 |
308 |

Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
159 |
0 |
0 |
0 |
482 |

Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
246 |

Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |

Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
584 |

Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
235 |

Marginalization and contemporaneous aggregation in multivariate GARCH processes |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
34 |

Marginalization and contemporaneous aggregation in multivariate GARCH processes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |

Marginalization and contemporaneous aggregation in multivariate GARCH processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Mean Variance Portfolio Allocation with a Value at Risk Constraint |
0 |
0 |
0 |
327 |
0 |
0 |
0 |
710 |

Mean-Variance Portfolio Allocation with a Value at Risk Constraint |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
1,288 |

Mean-Variance Portfolio Allocation with a Value at Risk Constraint |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
28 |

Mean-Variance Portfolio allocation with a Value at Risk Constraint |
0 |
0 |
0 |
615 |
0 |
0 |
0 |
1,030 |

Mean-variance portfolio allocation with a value at risk constraint |
1 |
1 |
2 |
4 |
1 |
1 |
2 |
37 |

Moment tests of independent components |
0 |
0 |
2 |
30 |
0 |
1 |
5 |
46 |

Multivariate Hermite polynomials and information matrix tests |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |

Multivariate Hermite polynomials and information matrix tests |
0 |
1 |
1 |
16 |
0 |
1 |
2 |
27 |

Multivariate Hermite polynomials and information matrix tests |
0 |
0 |
2 |
9 |
0 |
0 |
6 |
28 |

Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
100 |

Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
199 |

Neglected Serial Correlation Tests in UCARIMA Models |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
56 |

New Testing Approaches for Mean-Variance Predictability |
0 |
0 |
2 |
7 |
0 |
0 |
2 |
29 |

New testing approaches for mean-variance predictability |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
95 |

New testing approaches for mean-variance predictability |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
33 |

New testing approaches for mean-variance predictability |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
40 |

Normal but Skewed? |
0 |
0 |
2 |
29 |
0 |
1 |
6 |
49 |

Normality Tests for Latent Variables |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
92 |

On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models |
0 |
1 |
2 |
48 |
0 |
1 |
3 |
198 |

On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |

On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
40 |

PML vs minimum χ 2: the comeback |
0 |
0 |
2 |
13 |
0 |
0 |
4 |
12 |

Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
235 |

Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
252 |

Parametric properties of semi-nonparametric distributions, with applications to option valuation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |

Parametric properties of semi-nonparametric distributions, with applications to option valuation |
0 |
0 |
0 |
84 |
1 |
1 |
2 |
294 |

Portfolio management with big data |
7 |
8 |
8 |
8 |
10 |
11 |
11 |
11 |

Pricing Options on Assets with Predictable White Noise Returns |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |

Pricing Options on Assets with Predictable White Noise Returns |
0 |
0 |
0 |
141 |
1 |
1 |
1 |
651 |

Pricing options on assets with predictable white noise returns |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Quadratic ARCH Models |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
81 |

Quadratic Arch Models |
0 |
0 |
0 |
1 |
0 |
2 |
7 |
895 |

Riesgo y rentabilidad en el mercado de valores español |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |

Risk and Return in the Spanish Stock Market |
0 |
0 |
0 |
279 |
0 |
0 |
0 |
1,163 |

Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |

Risk and return in the Spanish stock market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Score-type tests for normal mixtures |
0 |
0 |
2 |
19 |
0 |
0 |
10 |
28 |

Score-type tests for normal mixtures |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |

Sequential Estimation of Shape Parameters in Multivariate Dynamic Models |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
146 |

Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
251 |

Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
301 |

Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach |
0 |
0 |
0 |
127 |
0 |
0 |
1 |
516 |

Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach |
0 |
0 |
0 |
84 |
0 |
0 |
2 |
377 |

Specification Tests for Non-Gaussian Maximum Likelihood Estimators |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
15 |

Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
21 |

Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
43 |

Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
42 |

Specification tests for non-Gaussian structural vector autoregressions |
2 |
3 |
15 |
84 |
3 |
6 |
27 |
61 |

THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
107 |

Testing Distributional Assumptions Using a Continuum of Moments |
0 |
2 |
3 |
26 |
0 |
5 |
6 |
44 |

Testing Uncovered Interest Parity: A Continuous-Time Approach |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
155 |

Testing Uncovered Interest Parity: A Continuous-Time Approach |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
254 |

Testing Uncovered Interest Parity: A Continuous-Time Approach |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
222 |

Testing for GARCH Effects: A One-Sided Approach |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
57 |

Tests for Serial Dependence in Static, Non-Gaussian Factor Models |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
104 |

Tests for random coefficient variation in vector autoregressive models |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
11 |

Tests for random coefficient variation in vector autoregressive models |
0 |
0 |
4 |
61 |
0 |
0 |
5 |
38 |

Tests for random coefficient variation in vector autoregressive models |
0 |
0 |
2 |
11 |
0 |
0 |
4 |
22 |

The Econometrics of Mean-Variance Efficiency Tests: A Survey |
0 |
0 |
1 |
65 |
1 |
3 |
8 |
245 |

The Jacobian of the Exponential Function |
0 |
0 |
1 |
27 |
0 |
2 |
5 |
55 |

The Jacobian of the exponential function |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
43 |

The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
335 |

The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |

The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
655 |

The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |

The Rise and Fall of the Natural Interest Rate |
0 |
0 |
1 |
109 |
0 |
0 |
5 |
188 |

The Rise and Fall of the Natural Interest Rate |
0 |
0 |
3 |
113 |
0 |
1 |
12 |
283 |

The Rise and Fall of the Natural Interest Rate |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
62 |

The Rise and Fall of the Natural Interest Rate |
0 |
0 |
5 |
91 |
0 |
2 |
15 |
181 |

The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
567 |

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 |
0 |
0 |
8 |

The information matrix test for Gaussian mixtures |
0 |
1 |
16 |
16 |
0 |
5 |
25 |
25 |

The rise and fall of the natural interest rate |
0 |
2 |
11 |
86 |
0 |
3 |
20 |
177 |

Underidentification? |
0 |
0 |
0 |
69 |
0 |
0 |
3 |
301 |

Underidentification? |
0 |
0 |
0 |
267 |
0 |
1 |
7 |
1,090 |

Underidentification? (Resumen) |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
199 |

Valuation of VIX Derivatives |
0 |
0 |
2 |
102 |
0 |
1 |
8 |
293 |

Valuation of VIX Derivatives |
0 |
0 |
1 |
26 |
0 |
1 |
2 |
166 |

Valuation of vix derivatives |
0 |
0 |
0 |
23 |
1 |
4 |
9 |
165 |

Volatility, Diversification and Contagion |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
44 |

Volatility, diversification and contagion |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |

Volatility-Related Exchange Traded Assets: An Econometric Investigation |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
41 |

Volatility-related exchange traded assets: an econometric investigation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Volatility-related exchange traded assets: an econometric investigation |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
39 |

Volatiltiy and Links Between National Stock Markets |
0 |
0 |
0 |
406 |
0 |
1 |
5 |
1,169 |

Zero-Diagonality as a Linear Structure |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
8 |

Zero-diagonality as a linear structure |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
15 |

Total Working Papers |
10 |
20 |
141 |
7,349 |
27 |
76 |
439 |
33,750 |