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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 3 3 13 117
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 3 3 7 29
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 4 6 15 622
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 1 2 23 80
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 1 1 6 2 4 13 72
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 0 1 1 12 1 2 18 76
A spectral EM algorithm for dynamic factor models 0 1 1 29 2 4 19 84
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 1 10 86
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 2 3 16 144
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 3 4 13 33
Aggregate Output Measurements: A Common Trend Approach 1 1 1 10 3 4 16 39
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 4 6 18 36
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 3 17 44
Aggregate output measurements: a common trend approach 0 0 0 10 2 2 3 42
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 2 5 17 28
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 3 4 10 1,155
An Index of Co-Movements in Financial Time Series 0 0 0 0 3 3 5 43
An Index of Co-Movements in Financial Time Series 0 0 0 0 1 1 6 439
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 2 9 42
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 2 12 947
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 1 4 17 190
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 2 2 8 48
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 1 2 13 47
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 0 1 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 2 5 14 43
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 2 2 5 13
Constrained Indirect Inference Estimation 0 0 0 99 5 6 12 281
Constrained indirect inference estimation 0 0 0 1 1 2 7 20
Did the EMS Reduce the Cost of Capital? 0 0 0 113 9 9 17 537
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 2 5 11 33
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 2 2 13 88
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 3 3 13 100
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 2 3 12 128
Duality in Mean-Variance Frontiers with Conditioning Information 0 1 1 8 4 7 13 102
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 49 1 1 8 151
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 2 2 19 146
Dynamic Specification Tests for Static Factor Models 0 0 0 66 6 7 20 262
Dynamic Specification Tests for Static Factor Models 0 0 0 43 1 1 15 124
Dynamic specification tests for dynamic factor models 0 0 0 12 1 2 13 60
Empirical Evaluation of Overspecified Asset Pricing Models 1 1 1 50 3 4 14 112
Empirical Evaluation of Overspecified Asset Pricing Models 0 1 1 27 0 2 9 99
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 98 5 5 16 381
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 156 1 3 14 448
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 4 5 26 465
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 3 3 12 40
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 2 3 8 473
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 1 1 7 10
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 1 2 14 113
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 1 2 13 67
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 1 2 11 49
Finite Underidentification 0 0 0 35 2 3 20 61
GDP Solera. The Ideal Vintage Mix 0 0 0 21 2 3 13 47
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 2 12 17
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 2 10 25
Gaussian Rank Correlation and Regression 0 0 1 15 1 2 11 64
Gaussian rank correlation and regression 0 0 0 12 1 1 9 88
Has the EMS Reduced the Cost of Capital? 0 0 0 0 3 4 13 288
Has the EMS Reduced the Cost of Capital? Versión Revisada 0 0 0 0 5 6 10 20
Highly Irregular Serial Correlation Tests 0 0 2 16 4 4 14 29
Hypothesis Tests with a Repeatedly Singular Information Matrix 0 0 0 16 4 5 17 111
Hypothesis tests with a repeatedly singular information matrix 0 0 0 25 2 2 13 64
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 3 3 12 903
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 1 1 5 5 9 16
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 38 1 4 13 132
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 4 4 16 588
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 3 4 6 20 64
Information matrix tests for multinomial logit models 0 0 0 17 2 2 18 43
Information matrix tests for switching regressions 0 0 17 17 3 3 11 11
Is a Normal Copula the Right Copula? 0 1 1 26 2 3 22 91
Is a normal copula the right copula? 0 0 0 40 2 5 14 74
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 1 1 24 167
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 4 4 15 761
Least Squares Predictions and Mean-Variance Analysis 0 0 0 235 5 5 17 1,118
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 3 3 13 1,442
Least Squares Predictions and Mean-Variance Analysis. Versión Revisada 0 0 0 1 3 3 3 8
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 3 4 12 39
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 2 2 8 27
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 3 3 12 496
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 2 4 16 325
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 3 4 21 64
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 1 16 264
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 1 3 8 22
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 2 2 14 599
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 0 1 1 11 15
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 1 1 12 36
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 9 0 1 6 41
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 3 5 17 730
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 3 4 10 1,300
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 3 3 11 39
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 2 2 13 1,044
Mean-variance portfolio allocation with a value at risk constraint 0 0 0 4 1 1 8 48
Moment tests of independent components 0 0 0 30 2 4 21 72
Multivariate Hermite polynomials and information matrix tests 0 0 0 19 0 0 1 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 1 2 15 46
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 4 5 12 22
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 2 3 16 119
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 1 1 12 217
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 6 6 13 73
New Testing Approaches for Mean-Variance Predictability 1 1 1 9 3 4 6 37
New testing approaches for mean-variance predictability 0 0 0 18 0 1 8 50
New testing approaches for mean-variance predictability 0 0 0 12 2 2 7 41
New testing approaches for mean-variance predictability 0 0 0 55 0 0 1 103
Normal but Skewed? 0 0 0 29 3 4 13 62
Normality Tests for Latent Variables 0 0 0 18 0 2 10 105
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 1 2 15 219
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 4 8 21 30
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 4 6 14 60
PML vs minimum χ 2: the comeback 0 0 0 15 4 5 14 31
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 3 5 15 250
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 4 4 20 275
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 2 3 17 316
Parametric properties of semi-nonparametric distributions, with applications to option valuation 1 1 1 1 2 4 7 10
Portfolio management with big data 0 1 3 5 1 5 21 31
Portfolio management with big data 0 0 3 38 5 6 37 94
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 2 2 11 18
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 142 2 2 10 663
Pricing options on assets with predictable white noise returns 0 0 0 0 2 3 11 12
Quadratic ARCH Models 0 0 0 0 5 15 23 111
Quadratic Arch Models 0 0 0 1 1 3 11 914
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 1 1 7 30
Risk and Return in the Spanish Stock Market 0 0 0 279 1 1 6 1,169
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets 0 0 0 0 1 1 4 13
Risk and return in the Spanish stock market 0 0 0 0 2 2 8 10
Score-type tests for normal mixtures 0 0 0 1 3 3 13 21
Score-type tests for normal mixtures 0 0 0 19 2 2 15 49
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 1 22 170
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 1 1 5 257
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 0 1 7 526
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 3 3 15 318
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 0 85 1 4 13 395
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 3 4 15 32
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 3 4 10 58
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 1 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 1 4 20 89
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 1 13 121
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 1 3 14 61
Testing Shock Independence in Gaussian Structural VARs 0 2 5 5 1 3 3 3
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 2 4 11 265
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 2 4 20 244
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 1 1 14 171
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 1 14 75
Testing shock independence in Gaussian structural VARs 0 0 23 23 4 4 17 17
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 2 3 14 118
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 29
Tests for random coefficient variation in vector autoregressive models 0 0 0 65 0 0 9 55
Tests for random coefficient variation in vector autoregressive models 0 0 0 6 0 0 18 31
The Econometrics of Mean-Variance Efficiency Tests: A Survey 1 1 1 67 4 6 18 267
The Jacobian of the Exponential Function 0 0 0 27 1 4 17 77
The Jacobian of the exponential function 0 0 0 44 2 11 19 64
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 3 3 13 349
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 3 3 9 16
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 1 1 8 664
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 2 2 20 32
The Rise and Fall of the Natural Interest Rate 0 0 1 114 2 5 20 312
The Rise and Fall of the Natural Interest Rate 0 1 1 34 1 3 20 83
The Rise and Fall of the Natural Interest Rate 0 0 0 109 2 2 5 195
The Rise and Fall of the Natural Interest Rate 0 0 1 94 4 8 25 218
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 4 14 582
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 2 3 7 15
The information matrix test for Gaussian mixtures 0 0 1 21 0 0 11 45
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 0 10 22 1 2 30 56
The rise and fall of the natural interest rate 0 0 2 97 3 4 16 221
Underidentification? 0 0 1 268 2 3 14 1,109
Underidentification? 0 0 0 69 4 4 14 317
Underidentification? (Resumen) 0 0 0 63 2 9 29 228
Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves 0 2 4 4 1 6 13 13
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 2 8 21 21 4 17 32 32
Valuation of VIX Derivatives 0 0 0 26 1 2 12 185
Valuation of VIX Derivatives 0 0 0 102 1 3 26 325
Valuation of vix derivatives 0 1 1 26 3 4 19 194
Volatility, Diversification and Contagion 0 0 0 12 0 2 19 68
Volatility, diversification and contagion 0 0 0 4 2 3 15 49
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 4 4 9 50
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 0 0 12 54
Volatility-related exchange traded assets: an econometric investigation 0 0 0 0 3 3 7 9
Volatiltiy and Links Between National Stock Markets 0 0 1 410 3 3 28 1,206
Zero-Diagonality as a Linear Structure 0 0 0 4 2 4 18 26
Zero-diagonality as a linear structure 0 0 0 3 0 0 13 29
Total Working Papers 7 26 112 7,592 373 581 2,465 36,863

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 3 4 16 135
A comparison of mean-variance efficiency tests 0 0 0 89 1 3 19 420
A spectral EM algorithm for dynamic factor models 0 0 0 10 2 2 15 71
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 1 1 7 561
Comment 0 0 0 6 1 2 8 42
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference 0 0 0 3 2 2 13 44
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 3 3 14 359
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 2 3 17 32
Constrained Indirect Estimation 0 0 0 78 5 6 15 304
Did the EMS Reduce the Cost of Capital? 0 0 0 74 1 1 10 425
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 2 2 9 14
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 0 18 151
Duality in mean-variance frontiers with conditioning information 0 1 1 7 2 4 12 47
Dynamic specification tests for dynamic factor models 0 0 0 8 1 2 13 66
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 0 1 7 712
Empirical evaluation of overspecified asset pricing models 2 4 4 13 3 8 19 62
Factor representing portfolios in large asset markets 0 0 0 49 1 2 18 184
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 0 1 3 669 6 7 34 1,962
Finite underidentification 0 0 1 4 4 6 12 20
GDP Solera: The Ideal Vintage Mix 0 1 2 6 2 4 12 21
Highly irregular serial correlation tests 0 0 0 0 2 4 4 4
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 233 3 4 18 510
Identification, inference and risk 0 1 10 14 3 5 22 35
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 3 3 12 147
Information matrix tests for multinomial logit models 0 0 0 0 3 3 18 22
Is a Normal Copula the Right Copula? 0 0 1 6 1 3 14 45
Least Squares Predictions and Mean-Variance Analysis 0 0 1 189 2 4 23 788
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 6 7 16 642
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 4 4 14 271
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 2 17 801
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 1 2 13 808
Moment tests of independent components 0 0 0 4 2 2 16 36
Multivariate Hermite polynomials and information matrix tests 0 1 1 1 2 4 4 4
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 2 4 30 262
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 2 9 27
Normal but skewed? 0 0 0 1 1 1 10 26
Normality tests for latent variables 0 0 0 3 1 1 17 62
Nota sobre la inclusión en el sistema de precios en un modelo de Leontief de dos regímenes de imposición indirecta sobre el consumo 0 0 1 30 3 3 9 219
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 2 2 12 1,215
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 2 2 12 15
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 3 4 9 168
Quadratic ARCH Models 1 3 7 566 1 6 28 1,437
Reprint of: Finite underidentification 0 0 1 1 1 1 17 20
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 2 2 5 146
Score-type tests for normal mixtures 0 2 3 3 1 4 18 24
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 7 7 23 224
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 2 15 191
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 0 26 2 3 26 158
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 5 6 24 42
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 2 2 15 144
Testing distributional assumptions using a continuum of moments 0 0 0 3 1 1 23 49
Testing for GARCH effects: a one-sided approach 0 0 0 177 0 0 12 520
The Jacobian of the exponential function 0 0 0 4 2 4 17 46
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 2 3 12 33
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 1 1 15 417
The econometrics of the stock market I: rationality tests 0 0 0 139 2 2 16 370
The econometrics of the stock market II: asset pricing 0 0 0 196 3 3 19 539
The information matrix test for Gaussian mixtures 0 0 0 0 2 4 4 4
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 1 1 9 517
Underidentification? 0 0 1 46 2 3 18 284
Unobserved component time series models with Arch disturbances 1 1 1 650 3 4 19 1,168
Valuation of VIX derivatives 0 1 3 115 4 7 23 410
Volatility and Links between National Stock Markets 0 0 1 1,116 1 3 74 3,033
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 1 26 39
Zero-diagonality as a linear structure 0 0 0 1 0 1 9 24
Total Journal Articles 4 16 43 5,749 136 201 1,088 21,660

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 3 3 16 46
Gaussian Rank Correlation and Regression 0 0 2 6 5 7 20 36
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 1 2 18 21
Total Chapters 0 0 2 10 9 12 70 130

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