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 6 86
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 1 5 12 52
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 1 2 11 92
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 0 2 11 81
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 0 2 67 0 4 16 86
Realizing Correlations Across Asset Classes 0 0 0 11 1 2 10 67
Total Working Papers 0 0 2 235 4 17 66 464


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


Statistics updated 2026-06-04