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 2 4 17 48
A Note on Robinson's Test of Independence 0 0 0 0 1 1 3 996
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 0 2 0 0 5 32
A note on Robinson's test of independence 0 0 0 3 1 1 5 30
Adaptive Estimation in Time Series Models 0 0 0 0 1 1 17 287
Adaptive estimation in time-series models 0 0 0 3 0 0 6 40
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 1 2 10 29
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 0 1 7 35
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 1 5 192
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 2 2 10 42
Economic Hedging Portfolios 0 0 0 7 1 1 11 47
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 1 2 14 355
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 0 0 6 23
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 3 3 8 46
Exchange rate target zones: A new approach 0 0 0 0 1 1 9 19
GARCH and Irregularly Spaced Data 0 0 0 1 0 0 7 34
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 1 10 0 2 16 77
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 0 7 0 0 2 36
Incorporating Estimation Risk in Portfolio Choice 0 0 0 5 1 2 8 27
Labor Income and the Demand for Long-term Bonds 0 0 0 10 3 4 9 45
Linear Factor Models and the Estimation of Expected Returns 0 0 0 9 1 2 16 25
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 2 2 10 51
Multivariate Option Pricing Using Dynamic Copula Models 0 0 0 20 2 4 11 79
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 3 4 11 33
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 1 1 6 57
On the Pricing of Options in Incomplete Markets 0 0 0 6 1 2 9 33
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 1 1 21 68
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 2 7 118
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 3 3 24 96
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 0 4 48
Semiparametric Duration Models 0 0 0 4 1 1 4 33
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 3 5 11 31
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 0 0 11 34
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 3 4 10 50
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 2 2 17 44
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 2 7 17 64
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 0 1 8 72
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 1 1 8 64
The Impact of Overnight Periods on Option Pricing 0 0 0 9 0 2 12 68
Total Working Papers 0 0 1 455 44 72 392 3,508

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 1 1 87 1 3 14 298
Closing the GARCH gap: Continuous time GARCH modeling 1 1 2 360 1 2 7 772
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 1 113 3 5 12 342
Dynamic factor models 0 0 0 67 2 2 10 197
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 2 2 8 298
GARCH and irregularly spaced data 0 1 1 44 2 3 10 140
Semiparametric Duration Models 0 0 0 0 1 1 11 364
Yet another look at mutual fund tournaments 0 0 0 55 4 4 18 225
Total Journal Articles 1 3 5 726 16 22 90 2,636

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12