Access Statistics for Dick van Dijk

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
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models 0 2 4 403 0 3 35 1,111
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 0 15 475
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 1 1 7 674
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 0 0 12 854
A Recommitment Strategy for Long Term Private Equity Fund Investors 0 0 2 135 0 1 17 436
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 0 1 10 133
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 0 1 12 329
A nonlinear long memory model for US unemployment 0 0 0 45 0 0 7 106
A simple test for PPP among traded goods 0 0 0 12 0 0 11 87
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 14 153
Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model 0 0 0 61 1 3 12 53
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 0 0 22 201
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 0 2 9 97
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 2 3 9 303
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 1 13 267
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 1 1 11 113
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 0 66 3 3 27 160
Bayesian Forecasting of Federal Funds Target Rate Decisions 0 0 0 27 0 2 24 419
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 9 139
Changes in International Business Cycle Affiliations 0 0 0 73 0 2 13 296
Changes in International Business Cycle Affiliations 0 0 0 31 0 0 8 107
Changes in Variability of the Business Cycle in the G7 Countries 0 0 1 132 2 3 17 444
Changes in variability of the business cycle in the G7 countries 0 0 0 14 0 2 17 101
Changes in variability of the business cycle in the G7 countries 0 0 0 66 1 2 12 289
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 0 40 2 4 14 113
Cointegration in a historical perspective 0 0 0 110 1 3 14 155
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 1 1 6 102
Contagion as Domino Effect in Global Stock Markets 0 0 2 105 0 1 28 371
Corporate Governance and the Cost of Debt of Large European Firms 0 0 1 102 1 2 14 293
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 0 92 1 1 10 331
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 1 1 7 52
Do leading indicators lead peaks more than troughs? 0 0 1 93 1 3 21 266
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 0 34 89
Does economic uncertainty predict real activity in real-time? 0 0 1 8 0 1 21 33
Does the absence of cointegration explain the typical findings in long horizon regressions? 0 0 0 72 0 0 9 247
Dynamic Factor Models for the Volatility Surface 0 0 1 50 0 0 13 125
Evaluating real-time forecasts in real-time 0 1 1 22 0 3 9 102
Financial Development and Convergence Clubs 0 0 0 54 1 1 13 169
Forecast comparison of principal component regression and principal covariate regression 0 0 0 50 0 0 7 180
Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices 0 0 1 93 1 1 31 172
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 0 4 18 219
Forecasting US Inflation Using Model Averaging 0 0 0 2 0 2 12 858
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 1 2 12 128
Forecasting Volatility with Copula-Based Time Series Models 0 1 2 206 0 2 33 465
Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading 0 0 0 19 0 0 17 123
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 1 8 90
Forecasting business cycles 0 0 0 0 1 1 6 39
Forecasting business cycles 0 0 0 0 0 0 3 25
Forecasting industrial production with linear, nonlinear, and structural change models 0 0 0 65 0 0 9 193
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 0 2 17 210
Forecasting volatility with switching persistence GARCH models 0 0 0 22 0 0 7 78
Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility 0 0 0 187 1 2 9 254
Good News is No News 0 0 0 34 0 0 2 111
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 0 0 8 44
High-Frequency Technical Trading: The Importance of Speed 0 0 2 82 1 2 18 237
How to Identify and Forecast Bull and Bear Markets? 0 0 1 226 1 8 47 382
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 87 1 1 9 285
Implicit score-driven filters for time-varying parameter models 0 0 12 12 1 2 18 18
Implicit score-driven filters for time-varying parameter models 0 0 2 15 1 1 19 54
Improved Construction of diffusion indexes for macroeconomic forecasting 0 0 0 25 1 1 20 103
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities 0 0 0 65 0 3 11 100
Instability and nonlinearity in the euro area Phillips curve 0 0 1 155 1 1 9 494
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 1 1 15 92
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 0 2 22 1,506
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 2 17 1,515
Localizing Strictly Proper Scoring Rules 0 0 1 9 1 2 15 30
Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience 0 0 0 146 0 0 8 593
Macroeconomic forecasting with real-time data: an empirical comparison 0 0 0 79 0 2 12 135
Market Set-Up in Advance of Federal Reserve Policy Decisions 0 0 0 40 2 3 9 123
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 1 3 6 98
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 3 4 16 300
Measuring volatility with the realized range 0 0 2 91 0 1 27 298
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 0 89 0 1 14 238
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 1 824 4 8 20 2,430
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 1 1 10 83
Modeling regional house prices 0 0 0 159 0 0 18 308
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 0 0 12 180
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 0 0 17 37
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 0 3 16 85
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 1 1 2 72 1 2 15 194
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 1 12 487
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 0 2 15 263
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 0 9 155
On the Effects of Private Information on Volatility 0 0 0 40 1 2 11 144
On the Effects of Private Information on Volatility 0 0 0 15 1 2 13 112
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 0 0 20 328
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 2 10 194
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 2 16 191
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 0 1 7 41
Outlier detection in the GARCH (1,1) model 0 0 0 34 0 0 15 124
Panel Smooth Transition Regression Models 0 0 3 258 2 6 49 982
Panel Smooth Transition Regression Models 1 2 3 851 3 12 56 2,559
Panel Smooth Transition Regression Models 5 13 51 3,314 20 58 308 10,199
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 0 1 12 230
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 2 3 14 232
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 1 39 0 7 23 227
Predicting Covariance Matrices with Financial Conditions Indexes 0 0 0 13 0 3 9 83
Predicting Growth Cycle Regimes for European Countries 0 0 0 143 0 0 13 451
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 1 1 1 365 2 3 20 1,321
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 0 2 12 921
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 11 378
Range-based covariance estimation using high-frequency data: The realized co-range 0 1 2 91 0 1 19 234
Realized mixed-frequency factor models for vast dimensional covariance estimation 0 0 0 60 0 0 6 138
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 7 1,390
Seasonal smooth transition autoregression 0 0 0 39 0 0 11 134
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 0 2 16 86
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 1 2 16 155
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 1 2 14 1,030
Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 58 0 0 7 302
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 134 0 1 13 470
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 99 0 0 15 715
Short-term volatility versus long-term growth: evidence in US macroeconomic time series 0 0 0 7 0 0 11 88
Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models 0 0 1 46 0 1 16 46
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,811 1 7 32 3,444
Smooth transition autoregressive models - A survey of recent developments 1 1 4 464 2 3 52 934
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 1 1 1 72 4 7 30 227
Stock Selection Strategies in Emerging Markets 0 0 0 803 0 0 29 1,950
Structural Breaks in the International Transmission of Inflation 0 0 0 211 2 4 14 480
Structural Differences in Economic Growth 0 0 0 121 0 1 12 279
Term structure forecasting using macro factors and forecast combination 0 0 0 101 0 4 24 325
Term structure forecasting using macro factors and forecast combination 0 0 1 157 2 4 20 351
Testing for ARCH in the Presence of Additive Outliers 1 1 1 27 1 2 12 153
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 2 8 151
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 1 2 16 69
Testing for Volatility Changes in US Macroeconomic Time Series 0 0 0 334 1 1 9 828
Testing for causality in variance in the presence of breaks 0 0 0 16 0 0 8 83
Testing for causality in variance in the presence of breaks 0 0 0 154 1 2 16 387
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 0 0 12 217
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets 0 0 0 209 0 1 14 491
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 1 2 3 304 1 4 18 596
The Euro Introduction and Non-Euro Currencies 0 0 1 217 0 0 9 903
The Euro-introduction and non-Euro currencies 0 0 0 0 0 1 7 20
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets 0 0 0 79 0 0 16 223
The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias? 0 0 1 147 0 0 11 461
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 1 1 12 105
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 0 1 9 976
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 1 8 93
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 0 1 18 168
Time series forecasting by principal covariate regression 0 0 0 86 0 1 11 308
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 0 17 2,161
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 0 1 7 92
Unit root tests and assymmetric adjustment 0 0 0 6 0 0 9 55
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 0 0 0 146 0 1 29 507
Why do Pit-Hours outlive the Pit? 0 0 0 9 1 5 27 88
Total Working Papers 12 27 120 20,915 99 298 2,497 64,437

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of biased simulation schemes for stochastic volatility models 1 6 10 92 5 13 42 354
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 0 1 23 1,047
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 1 6 17 362
A simple test for PPP among traded goods 0 0 0 93 0 3 8 301
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 0 15 422
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 1 1 7 166
Accelerating peak dating in a dynamic factor Markov-switching model 0 0 1 1 1 2 10 13
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 0 0 11 311
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 1 2 3 4 8 12 40 48
Bayesian forecasting of federal funds target rate decisions 0 0 1 17 1 2 13 215
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 1 1 4 7
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 1 4 0 2 12 33
Cointegration in a historical perspective 0 0 0 29 0 0 8 143
Combining expert‐adjusted forecasts 0 0 0 1 0 2 8 20
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 12 0 1 13 75
Contagion as a domino effect in global stock markets 0 0 0 125 2 2 16 474
Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis 1 1 1 2 1 1 3 8
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 0 11 1 2 12 67
Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective 0 0 1 2 0 2 11 25
Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana 0 0 0 0 0 0 6 246
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 0 2 22 262
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 0 2 15 407
Does economic uncertainty predict real activity in real time? 0 0 3 4 2 3 30 31
Forecast comparison of principal component regression and principal covariate regression 0 0 0 70 0 3 12 220
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 1 1 2 172 1 6 17 461
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 1 16 0 1 25 81
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 0 8 180
Forecasting day-ahead electricity prices: Utilizing hourly prices 0 0 1 51 0 2 12 172
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 0 1 10 226
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model 0 0 0 0 0 1 8 79
Forecasting volatility with the realized range in the presence of noise and non-trading 0 0 0 9 0 2 14 74
Forecasting with Leading Indicators by means of the Principal Covariate Index 0 0 0 18 0 1 10 100
Getting the most out of macroeconomic information for predicting excess stock returns 0 0 0 27 1 2 10 93
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 1 24 0 0 16 101
Instability and Nonlinearity in the Euro-Area Phillips Curve 0 0 0 84 1 4 13 368
Intraday price discovery in fragmented markets 0 0 0 22 0 1 15 88
Likelihood-based scoring rules for comparing density forecasts in tails 1 1 4 119 2 5 36 387
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 2 302 0 0 17 672
MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP 0 0 0 47 1 1 17 163
Macroeconomic forecasting with matched principal components 1 1 2 47 1 1 7 207
Market Set‐up in Advance of Federal Reserve Policy Rate Decisions 0 0 0 3 2 2 5 25
Measuring and predicting heterogeneous recessions 0 0 0 16 0 0 9 110
Measuring volatility with the realized range 0 1 5 237 1 8 31 706
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 0 1 0 2 14 15
Modelling regional house prices 0 0 1 39 1 2 24 148
Moments, shocks and spillovers in Markov-switching VAR models 0 1 2 10 1 3 70 99
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 0 2 26 41
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 3 25 2 4 30 139
On SETAR non-linearity and forecasting 0 0 0 206 0 1 18 679
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 2 6 13
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 1 12 221
Order flow and volatility: An empirical investigation 0 0 0 17 0 2 21 109
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 2 11 166
Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages 0 0 0 217 2 2 6 679
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 1 174 0 2 15 703
Predicting volatility and correlations with Financial Conditions Indexes 0 0 0 18 2 2 18 104
Private Equity Recommitment Strategies for Institutional Investors 1 1 5 9 3 8 58 65
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-* 0 0 1 31 2 3 15 140
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 29 0 0 21 265
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 8 1 2 6 58
Reply 0 0 0 24 1 2 11 103
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 2 2 3 2,460 5 6 46 4,839
Sample size, lag order and critical values of seasonal unit root tests 0 0 0 22 0 0 6 112
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 0 1 10 109
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 0 4 18 229
Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models 0 0 0 0 0 2 14 14
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 85 6 13 35 359
Stock selection strategies in emerging markets 0 0 1 283 2 2 14 826
Structural Breaks in the International Dynamics of Inflation 0 1 1 69 1 2 9 221
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 1 1 16 188
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 0 1 12 803
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 1 9 525
Testing for Volatility Changes in U.S. Macroeconomic Time Series 0 1 1 286 0 1 11 771
Testing for causality in variance in the presence of breaks 0 0 0 66 1 1 13 217
The economic value of fundamental and technical information in emerging currency markets 0 0 1 170 2 4 17 513
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 0 0 10 478
The euro introduction and noneuro currencies 0 0 0 39 0 0 10 209
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 0 2 14 289
The success of stock selection strategies in emerging markets: Is it risk or behavioral bias? 0 0 1 75 0 3 11 251
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 0 0 16 1,703
Twenty years of cointegration 0 0 0 43 0 1 7 97
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 0 0 1 31 1 1 14 138
Total Journal Articles 9 20 64 7,860 68 189 1,332 26,188
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 1 0 1 8 10
Dynamic Factor Models for the Volatility Surface☆ 0 1 2 25 0 2 11 115
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 1 2 16 21
Total Chapters 0 1 2 26 1 5 35 146

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11