Access Statistics for Harry Vander Elst

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
Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices 0 0 0 55 1 1 3 83
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 3 6 7 46
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 1 4 8 88
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 6 7 9 77
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 1 2 67 5 9 12 81
Realizing Correlations Across Asset Classes 0 0 0 11 2 4 7 63
Total Working Papers 0 1 2 235 18 31 46 438


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances 0 0 0 3 2 5 7 42
Total Journal Articles 0 0 0 3 2 5 7 42


Statistics updated 2026-02-12