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 2 4 84
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 1 4 7 47
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 2 6 10 90
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 2 8 9 79
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 1 2 67 1 9 13 82
Realizing Correlations Across Asset Classes 0 0 0 11 2 6 8 65
Total Working Papers 0 1 2 235 9 35 51 447


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 1 4 8 43
Total Journal Articles 0 0 0 3 1 4 8 43


Statistics updated 2026-03-04