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 0 2 7 128
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 146 2 4 20 401
Evaluating Value-at-Risk models via Quantile Regression 0 0 0 201 4 9 21 567
Forecasting Equicorrelation 0 0 1 112 0 0 4 287
Modeling Yield-Factor Volatility 0 0 0 224 2 4 13 964
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 1 1 8 41
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 4 5 14 69
Yield-factor volatility models 0 0 0 0 0 0 5 20
Total Working Papers 0 0 1 700 13 25 92 2,477
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 2 2 12 210
An Empirical Investigation of the Level Effect in Australian Interest Rates 0 0 0 3 1 1 6 38
Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 0 0 0 50 1 3 14 175
Business cycle dynamics with duration dependence and leading indicators 0 0 0 32 3 5 12 111
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models 0 0 0 51 2 5 13 180
Comparing different explanations of the volatility trend 0 1 1 24 6 7 16 204
Conditional coskewness and asset pricing 0 0 0 59 5 8 16 219
Delisted stocks and momentum: Evidence from a new Australian dataset 0 0 0 15 7 8 14 65
Diversification and Value-at-Risk 1 1 1 159 5 6 13 658
Evaluating Specification Tests for Markov‐Switching Time‐Series Models 0 0 0 106 4 7 16 225
Evaluating Value-at-Risk Models via Quantile Regression 0 0 0 149 2 4 13 396
Institutional ownership, volatility and dividends 0 0 4 111 8 10 36 438
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates 0 0 0 0 1 2 6 655
Testing for structural breaks in GARCH models 0 0 2 118 2 5 15 300
The Distribution of the Sample Minimum-Variance Frontier 0 0 0 12 1 4 12 114
The level and quality of Value-at-Risk disclosure by commercial banks 2 2 7 326 7 9 34 1,023
Why common factors in international bond returns are not so common 0 0 2 64 0 0 13 189
Yield-factor volatility models 0 0 0 22 2 2 12 116
Total Journal Articles 3 4 17 1,338 59 88 273 5,316

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Statistics updated 2026-05-06