Access Statistics for Marcel P. Visser

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
Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure 0 0 1 157 4 5 15 596
Garch Parameter Estimation Using High-Frequency Data 0 0 2 322 2 4 13 777
Proxies for daily volatility 0 0 3 22 0 7 24 216
Proxies for daily volatility 0 0 0 3 0 2 3 17
Volatility Proxies for Discrete Time Models 0 0 1 191 0 1 4 1,241
Total Working Papers 0 0 7 695 6 19 59 2,847


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GARCH Parameter Estimation Using High-Frequency Data 0 0 1 122 0 3 10 318
Total Journal Articles 0 0 1 122 0 3 10 318


Statistics updated 2020-09-04