Access Statistics for Rob van den Goorbergh

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
A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets 0 0 2 894 0 1 18 1,962
An Anatomy of Futures Returns: Risk Premiums and Trading Strategies 0 0 2 405 0 0 12 1,096
Economic Hedging Portfolios 0 0 1 7 0 0 7 32
Essays on optimal hedging and investment strategies and on derivative pricing 0 0 3 9 2 6 30 68
Multivariate Option Pricing Using Dynamic Copula Models 0 0 2 17 0 0 6 55
Risk Aversion, Price Uncertainty and Irreversible Investments 0 0 0 7 0 0 6 35
Value-at-Risk Analysis of Stock Returns Historical Simulation,Variance Techniques or Tail Index Estimation? 0 1 11 1,269 0 7 55 4,088
Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ? 0 0 3 675 0 1 26 3,065
Value-at-Risk and least squares tail index estimation 0 0 2 280 2 4 10 715
Total Working Papers 0 1 26 3,563 4 19 170 11,116


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Anatomy of Commodity Futures Risk Premia 1 4 9 82 1 10 28 256
Bivariate option pricing using dynamic copula models 0 0 0 79 0 0 2 263
Total Journal Articles 1 4 9 161 1 10 30 519


Statistics updated 2021-01-03