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	0	1	121
Evaluating Value-at-Risk Models via Quantile Regression	0	0	0	146	0	1	4	381
Evaluating Value-at-Risk models via Quantile Regression	0	0	1	201	0	1	4	546
Forecasting Equicorrelation	0	0	0	111	0	1	2	283
Modeling Yield-Factor Volatility	0	0	0	224	0	0	2	951
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks	0	0	0	0	0	0	2	33
The level and quality of Value-at-Risk disclosure by commercial banks	0	0	1	2	0	1	6	55
Yield-factor volatility models	0	0	0	0	0	0	0	15
Total Working Papers	0	0	2	699	0	4	21	2,385

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	1	2	198
An Empirical Investigation of the Level Effect in Australian Interest Rates	0	0	0	3	0	0	0	32
Asymmetry in Stochastic Volatility Models: Threshold or Correlation?	0	0	1	50	0	1	5	161
Business cycle dynamics with duration dependence and leading indicators	0	0	0	32	1	1	7	100
Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models	0	0	0	51	0	0	0	167
Comparing different explanations of the volatility trend	0	0	0	23	0	1	2	188
Conditional coskewness and asset pricing	0	0	0	59	1	1	1	204
Delisted stocks and momentum: Evidence from a new Australian dataset	0	1	1	15	1	2	4	52
Diversification and Value-at-Risk	0	0	0	158	1	1	2	646
Evaluating Specification Tests for Markov‐Switching Time‐Series Models	0	0	2	106	2	3	5	211
Evaluating Value-at-Risk Models via Quantile Regression	0	0	1	149	0	0	6	383
Institutional ownership, volatility and dividends	0	0	0	107	0	0	7	402
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates	0	0	0	0	0	1	1	649
Testing for structural breaks in GARCH models	0	0	0	116	0	0	1	285
The Distribution of the Sample Minimum-Variance Frontier	0	0	1	12	0	0	2	102
The level and quality of Value-at-Risk disclosure by commercial banks	1	3	11	320	4	11	31	993
Why common factors in international bond returns are not so common	0	0	0	62	0	0	3	176
Yield-factor volatility models	0	0	0	22	0	0	2	104
Total Journal Articles	1	4	17	1,322	10	23	81	5,053

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-06-06