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) 1 1 1 2 1 3 6 20
A Note on Robinson's Test of Independence 0 0 0 0 0 1 3 976
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 1 2 0 0 4 20
A note on Robinson's test of independence 0 0 0 2 0 0 1 19
Adaptive Estimation in Time Series Models 0 0 0 0 0 1 6 251
Adaptive estimation in time-series models 0 0 0 1 0 1 5 26
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 0 0 1 17
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 5 0 0 1 22
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 4 2 3 13 52
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 0 0 3 24
Economic Hedging Portfolios 0 0 1 7 0 0 8 32
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 1 191 1 1 7 322
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 1 4 0 0 2 15
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 5 30
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 8
GARCH and Irregularly Spaced Data 0 0 0 1 0 1 1 19
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 8 0 0 5 51
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 1 7 0 0 5 31
Incorporating Estimation Risk in Portfolio Choice 0 0 1 4 0 0 3 10
Labor Income and the Demand for Long-term Bonds 0 0 3 10 0 0 4 33
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 4 0 0 5 31
Multivariate Option Pricing Using Dynamic Copula Models 0 0 2 17 0 1 8 55
Note on Integer-Valued Bilinear Time Series Models 0 0 0 6 0 0 3 19
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 1 6 1 1 13 41
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 1 1 20
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 1 1 7 0 1 6 40
Optimal Portfolio Choice with Annuitization 1 2 3 13 4 8 18 66
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 1 34 0 0 7 65
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 2 2 8 38
Semiparametric Duration Models 0 0 0 3 1 1 5 20
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 0 0 0 17
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 1 0 2 8 21
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 2 9 30
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 1 6 9 19
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 2 12 1 2 9 37
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 1 17 0 1 7 49
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 1 8 1 2 7 48
The Impact of Overnight Periods on Option Pricing 0 0 0 9 1 2 6 38
Total Working Papers 2 4 22 410 16 43 212 2,632


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 79 0 0 4 263
Closing the GARCH gap: Continuous time GARCH modeling 0 1 1 346 0 5 14 673
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 1 106 0 1 8 311
Dynamic factor models 0 0 0 64 1 3 5 176
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 1 2 9 228
GARCH and irregularly spaced data 0 0 0 42 1 2 3 122
Semiparametric Duration Models 0 0 0 0 1 1 5 343
Yet another look at mutual fund tournaments 0 0 1 54 0 0 5 192
Total Journal Articles 0 1 3 691 4 14 53 2,308


Statistics updated 2020-11-03