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 53 0 0 5 67
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 1 7 0 0 6 34
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 1 4 13 70
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 1 1 30 2 4 9 51
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 0 0 60 0 0 6 55
Realizing Correlations Across Asset Classes 0 0 1 7 0 0 10 38
Total Working Papers 0 1 3 221 3 8 49 315


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 2 9 27
Total Journal Articles 0 0 0 3 0 2 9 27


Statistics updated 2021-01-03