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 1 54 0 0 2 78
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 0 1 1 38
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 0 0 1 79
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 0 0 1 67
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 0 0 63 0 0 1 66
Realizing Correlations Across Asset Classes 1 1 1 11 2 2 4 55
Total Working Papers 1 1 2 230 2 3 10 383


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 2 35
Total Journal Articles 0 0 0 3 0 0 2 35


Statistics updated 2024-09-04