| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Better Understanding of Granger Causality Analysis: A Big Data Environment |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
53 |
| A bargaining model for PLS entrepreneurial financing: A game theoretic model using agent‐based simulation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Analytical Value-at-Risk and Expected Shortfall under regime-switching |
0 |
0 |
0 |
91 |
0 |
0 |
2 |
256 |
| Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
133 |
| Bernstein estimator for unbounded copula densities |
0 |
0 |
0 |
15 |
1 |
2 |
5 |
92 |
| Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market |
1 |
1 |
1 |
4 |
2 |
2 |
2 |
12 |
| Covid‐19 Control and the Economy: Test, Test, Test |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
13 |
| Did the euro change the effect of fundamentals on growth and uncertainty? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
53 |
| Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
96 |
| FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |
| Financial frictions and the futures pricing puzzle |
0 |
0 |
2 |
8 |
0 |
0 |
3 |
37 |
| In search of the determinants of European asset market comovements |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
58 |
| Measuring Granger Causality in Quantiles |
0 |
0 |
0 |
1 |
3 |
3 |
9 |
26 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
57 |
| Measuring Nonlinear Granger Causality in Mean |
0 |
1 |
3 |
16 |
1 |
2 |
6 |
60 |
| Moments of multivariate regime switching with application to risk-return trade-off |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
85 |
| Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
76 |
| Nonparametric estimation and inference for conditional density based Granger causality measures |
0 |
0 |
1 |
17 |
1 |
1 |
3 |
85 |
| Nonparametric tests for conditional independence using conditional distributions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
24 |
| Partial Structural Break Identification |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
29 |
| Portfolio risk management in a data-rich environment |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
89 |
| Portfolio selection in a data-rich environment |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
77 |
| Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
53 |
| Short and long run causality measures: Theory and inference |
0 |
0 |
0 |
350 |
1 |
1 |
4 |
1,200 |
| Sovereign credit ratings, market volatility, and financial gains |
0 |
0 |
2 |
21 |
1 |
1 |
4 |
125 |
| Stock market’s reaction to money supply: a nonparametric analysis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
49 |
| Testing Granger non-causality in expectiles |
0 |
0 |
1 |
1 |
1 |
1 |
2 |
3 |
| Testing for Asymmetric Comovements |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
| Testing independence based on Bernstein empirical copula and copula density |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
9 |
| Testing the eigenvalue structure of spot and integrated covariance |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| The information content of forward moments |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
35 |
| The reaction of stock market returns to unemployment |
0 |
0 |
0 |
41 |
2 |
3 |
15 |
202 |
| Value‐at‐Risk under Measurement Error |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
| What drives international equity correlations? Volatility or market direction? |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
183 |
| Total Journal Articles |
1 |
2 |
11 |
849 |
17 |
27 |
92 |
3,315 |
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