Access Statistics for Daniel R. Smith

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Comparing Different Explanations of the Volatility Trend	0	0	0	15	0	4	4	125
Evaluating Value-at-Risk Models via Quantile Regression	0	0	0	146	2	9	13	391
Evaluating Value-at-Risk models via Quantile Regression	0	0	0	201	3	6	8	553
Forecasting Equicorrelation	0	1	1	112	1	2	3	285
Modeling Yield-Factor Volatility	0	0	0	224	0	0	3	953
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks	0	0	0	0	2	4	7	38
The level and quality of Value-at-Risk disclosure by commercial banks	0	0	1	2	1	2	7	58
Yield-factor volatility models	0	0	0	0	1	2	4	19
Total Working Papers	0	1	2	700	10	29	49	2,422

2 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A further note on the three phases of the US business cycle	0	0	0	37	0	2	6	203
An Empirical Investigation of the Level Effect in Australian Interest Rates	0	0	0	3	0	2	2	34
Asymmetry in Stochastic Volatility Models: Threshold or Correlation?	0	0	0	50	1	3	4	164
Business cycle dynamics with duration dependence and leading indicators	0	0	0	32	1	2	4	103
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models	0	0	0	51	1	3	5	172
Comparing different explanations of the volatility trend	0	0	0	23	2	3	8	195
Conditional coskewness and asset pricing	0	0	0	59	1	2	5	208
Delisted stocks and momentum: Evidence from a new Australian dataset	0	0	1	15	1	3	8	56
Diversification and Value-at-Risk	0	0	0	158	2	5	7	651
Evaluating Specification Tests for Markov‐Switching Time‐Series Models	0	0	0	106	4	4	8	216
Evaluating Value-at-Risk Models via Quantile Regression	0	0	0	149	1	3	4	386
Institutional ownership, volatility and dividends	0	1	3	110	3	10	22	422
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates	0	0	0	0	0	1	2	650
Testing for structural breaks in GARCH models	0	1	1	117	2	3	7	291
The Distribution of the Sample Minimum-Variance Frontier	0	0	1	12	5	5	7	108
The level and quality of Value-at-Risk disclosure by commercial banks	0	2	9	324	3	11	35	1,011
Why common factors in international bond returns are not so common	0	0	2	64	3	5	9	184
Yield-factor volatility models	0	0	0	22	1	2	5	109
Total Journal Articles	0	4	17	1,332	31	69	148	5,163

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-01-09