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 55 0 2 4 82
Disentangled jump-robust realized covariances and correlations with non-synchronous prices 0 0 0 7 3 3 5 43
FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility 0 0 0 64 0 2 5 84
FloGARCH: Realizing long memory and asymmetries in returns volatility 0 0 0 31 1 1 3 71
Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data 0 1 1 66 1 3 4 73
Realizing Correlations Across Asset Classes 0 0 0 11 0 1 3 59
Total Working Papers 0 1 2 234 5 12 24 412


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 2 3 4 39
Total Journal Articles 0 0 0 3 2 3 4 39


Statistics updated 2025-12-06