Access Statistics for Daniel R. Smith

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 2 6 127
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 2 10 19 399
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 3 11 16 561
Forecasting Equicorrelation 0 0 1 112 0 3 5 287
Modeling Yield-Factor Volatility 0 0 0 224 0 7 9 960
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 0 4 7 40
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 1 8 11 65
Yield-factor volatility models 0 0 0 0 0 2 5 20
Total Working Papers 0 0 1 700 7 47 78 2,459
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 5 11 208
An Empirical Investigation of the Level Effect in Australian Interest Rates 0 0 0 3 0 3 5 37
Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 0 0 0 50 1 10 13 173
Business cycle dynamics with duration dependence and leading indicators 0 0 0 32 0 4 7 106
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models 0 0 0 51 0 4 8 175
Comparing different explanations of the volatility trend 1 1 1 24 1 5 11 198
Conditional coskewness and asset pricing 0 0 0 59 0 4 8 211
Delisted stocks and momentum: Evidence from a new Australian dataset 0 0 1 15 1 3 8 58
Diversification and Value-at-Risk 0 0 0 158 0 3 7 652
Evaluating Specification Tests for Markov‐Switching Time‐Series Models 0 0 0 106 2 8 12 220
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 1 8 10 393
Institutional ownership, volatility and dividends 0 1 4 111 1 10 27 429
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates 0 0 0 0 1 4 6 654
Testing for structural breaks in GARCH models 0 1 2 118 1 7 11 296
The Distribution of the Sample Minimum-Variance Frontier 0 0 0 12 1 8 9 111
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 7 324 2 8 34 1,016
Why common factors in international bond returns are not so common 0 0 2 64 0 8 13 189
Yield-factor volatility models 0 0 0 22 0 6 10 114
Total Journal Articles 1 3 17 1,335 12 108 210 5,240

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Statistics updated 2026-03-04