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 1 1 55 0 2 2 80
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 1 2 3 40
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 0 1 1 80
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 2 2 3 70
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 0 2 65 0 0 3 69
Realizing Correlations Across Asset Classes 0 0 1 11 1 1 4 57
Total Working Papers 0 1 4 233 4 8 16 396


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 0 0 1 35
Total Journal Articles 0 0 0 3 0 0 1 35


Statistics updated 2025-03-03