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 0 2 5 85
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 3 5 11 51
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 0 3 10 91
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 2 4 11 81
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 0 2 67 3 5 16 86
Realizing Correlations Across Asset Classes 0 0 0 11 1 3 9 66
Total Working Papers 0 0 2 235 9 22 62 460


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 2 8 44
Total Journal Articles 0 0 0 3 1 2 8 44


Statistics updated 2026-05-06