| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
295 |
| A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality |
0 |
0 |
0 |
87 |
0 |
1 |
3 |
365 |
| A nonparametric copula based test for conditional independence with applications to Granger causality |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
146 |
| A nonparametric copula based test for conditional independence with applications to granger causality |
0 |
0 |
0 |
182 |
0 |
0 |
2 |
605 |
| Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
| Asymptotic properties of the Bernstein density copula for dependent data |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
153 |
| Asymptotic properties of the Bernstein density copula for dependent data |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
250 |
| Bernstein Estimator for Unbounded Density Copula |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Bernstein estimator for unbounded copula densities |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Bernstein estimator for unbounded density copula |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
112 |
| Copula-based estimation of health concentration curves with an application to COVID-19 |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
16 |
| Copula-based estimation of health inequality measures with an application to COVID-19 |
0 |
0 |
1 |
24 |
0 |
1 |
7 |
31 |
| Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? |
0 |
0 |
0 |
136 |
0 |
0 |
0 |
315 |
| Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
210 |
| Financial Frictions and the Futures Pricing Puzzle |
0 |
0 |
1 |
6 |
1 |
1 |
3 |
53 |
| Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach |
1 |
1 |
7 |
8 |
1 |
1 |
8 |
11 |
| Machine Learning Based Portfolio Selection Under Systemic Risk |
0 |
0 |
3 |
5 |
0 |
0 |
8 |
11 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility |
0 |
0 |
0 |
127 |
0 |
1 |
2 |
339 |
| Measuring causality between volatility and returns with high-frequency data |
0 |
0 |
0 |
96 |
1 |
1 |
1 |
402 |
| Nonparametric Estimation and Inference for Granger Causality Measures |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| Nonparametric estimation and inference for Granger causality measures |
0 |
0 |
0 |
10 |
2 |
2 |
2 |
59 |
| Nonparametric estimation and inference for conditional density based Granger causality measures |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Nonparametric tests for conditional independence using conditional distributions |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
171 |
| Parametric Portfolio Policies with Common Volatility Dynamics |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
94 |
| Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach |
1 |
1 |
2 |
4 |
1 |
1 |
3 |
6 |
| Portfolio Selection Under Systemic Risk |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| Quantile Consumption-Capital Asset Pricing |
0 |
0 |
0 |
20 |
0 |
1 |
5 |
48 |
| Risk Premium, Variance Premium and the Maturity Structure of Uncertainty |
1 |
1 |
1 |
30 |
1 |
2 |
3 |
132 |
| Risk premium, variance premium and the maturity structure of uncertainty |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
118 |
| Short and long run causality measures: theory and inference |
0 |
2 |
2 |
272 |
1 |
4 |
5 |
774 |
| Sovereign credit ratings, market volatility, and financial gains |
0 |
0 |
2 |
33 |
1 |
2 |
9 |
185 |
| Sovereign credit ratings, market volatility, and financial gains |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
196 |
| Testing Granger Non-Causality in Expectiles |
0 |
0 |
4 |
14 |
0 |
1 |
7 |
15 |
| Testing Granger Non-Causality in Expectiles |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
26 |
| The Reaction of Stock Market Returns to Unemployment |
0 |
0 |
16 |
427 |
0 |
0 |
347 |
3,688 |
| The reaction of stock market returns to anticipated unemployment |
0 |
0 |
1 |
73 |
0 |
0 |
6 |
424 |
| The reaction of stock market returns to anticipated unemployment |
0 |
0 |
0 |
123 |
0 |
0 |
2 |
626 |
| Value-at Risk under Measurement Error |
0 |
0 |
2 |
5 |
0 |
0 |
3 |
9 |
| What Drives International Equity Correlations? Volatility or Market Direction? |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
369 |
| Total Working Papers |
3 |
5 |
45 |
2,310 |
9 |
24 |
457 |
10,295 |
| 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 |
0 |
2 |
6 |
54 |
| 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 |
2 |
2 |
4 |
258 |
| 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 |
0 |
1 |
5 |
92 |
| Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market |
1 |
2 |
2 |
5 |
1 |
3 |
3 |
13 |
| Covid‐19 Control and the Economy: Test, Test, Test |
0 |
0 |
0 |
3 |
0 |
0 |
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 |
0 |
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 |
1 |
1 |
3 |
59 |
| Measuring Granger Causality in Quantiles |
0 |
0 |
0 |
1 |
1 |
5 |
11 |
28 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
57 |
| Measuring Nonlinear Granger Causality in Mean |
1 |
3 |
6 |
19 |
2 |
5 |
9 |
64 |
| Moments of multivariate regime switching with application to risk-return trade-off |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
85 |
| Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
76 |
| Nonparametric estimation and inference for conditional density based Granger causality measures |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
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 |
0 |
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 |
0 |
2 |
53 |
| Short and long run causality measures: Theory and inference |
0 |
0 |
0 |
350 |
2 |
3 |
5 |
1,202 |
| Sovereign credit ratings, market volatility, and financial gains |
0 |
0 |
2 |
21 |
1 |
2 |
5 |
126 |
| 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 |
0 |
1 |
0 |
1 |
1 |
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 |
1 |
1 |
10 |
| Testing the eigenvalue structure of spot and integrated covariance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| The information content of forward moments |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
35 |
| The reaction of stock market returns to unemployment |
0 |
1 |
1 |
42 |
1 |
6 |
13 |
206 |
| Value‐at‐Risk under Measurement Error |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| What drives international equity correlations? Volatility or market direction? |
1 |
1 |
1 |
37 |
1 |
1 |
3 |
184 |
| Total Journal Articles |
3 |
7 |
15 |
855 |
12 |
37 |
95 |
3,335 |
LogEc is hosted by the
Örebro University School of Business.