Access Statistics for Bas J.M. Werker

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 Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 2 0 9 13 42
A Note on Robinson's Test of Independence 0 0 0 0 1 1 7 994
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 0 2 0 3 4 30
A note on Robinson's test of independence 0 0 0 3 0 1 1 26
Adaptive Estimation in Time Series Models 0 0 0 0 1 8 12 280
Adaptive estimation in time-series models 0 0 0 3 1 2 3 36
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 1 5 6 24
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 1 2 5 31
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 2 3 189
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 3 5 36
Economic Hedging Portfolios 0 0 0 7 0 4 4 40
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 8 11 349
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 0 3 6 22
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 3 5 41
Exchange rate target zones: A new approach 0 0 0 0 0 4 4 14
GARCH and Irregularly Spaced Data 0 0 0 1 0 2 3 29
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 1 1 10 1 8 11 71
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 0 7 0 0 0 34
Incorporating Estimation Risk in Portfolio Choice 0 0 0 5 0 1 6 21
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 2 4 39
Linear Factor Models and the Estimation of Expected Returns 0 0 1 9 1 8 11 18
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 1 5 10 46
Multivariate Option Pricing Using Dynamic Copula Models 0 0 0 20 0 3 6 73
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 1 4 4 26
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 5 5 56
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 4 4 28
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 2 9 14 61
Optimal Portfolio Choice with Annuitization 0 0 0 13 1 3 5 114
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 4 15 17 88
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 2 5 47
Semiparametric Duration Models 0 0 0 4 0 2 6 32
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 0 3 4 23
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 0 7 7 30
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 1 2 5 43
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 0 11 13 40
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 2 5 49
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 0 0 3 65
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 3 4 59
The Impact of Overnight Periods on Option Pricing 0 0 0 9 1 5 6 61
Total Working Papers 0 1 2 455 19 164 247 3,307

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bivariate option pricing using dynamic copula models 0 0 0 86 1 5 11 292
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 0 2 7 768
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 0 3 6 333
Dynamic factor models 0 0 0 67 0 7 9 194
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 4 6 294
GARCH and irregularly spaced data 0 0 0 43 1 3 4 134
Semiparametric Duration Models 0 0 0 0 1 5 8 358
Yet another look at mutual fund tournaments 0 0 0 55 4 7 12 216
Total Journal Articles 0 0 1 722 7 36 63 2,589

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Statistics updated 2026-03-04