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 0 2 27
A Note on Robinson's Test of Independence 0 0 0 0 0 1 2 987
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 0 2 0 0 0 26
A note on Robinson's test of independence 0 0 1 3 0 1 4 25
Adaptive Estimation in Time Series Models 0 0 0 0 1 3 6 267
Adaptive estimation in time-series models 0 0 0 2 0 1 1 32
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 0 0 0 17
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 1 1 6 0 1 1 24
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 7 0 0 25 183
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 0 0 1 27
Economic Hedging Portfolios 0 0 0 7 0 0 1 36
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 3 6 338
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 0 16
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 3 35
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
GARCH and Irregularly Spaced Data 0 0 0 1 0 0 2 25
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 0 0 1 60
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 0 7 0 0 1 33
Incorporating Estimation Risk in Portfolio Choice 0 0 0 5 0 0 0 15
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 0 0 34
Linear Factor Models and the Estimation of Expected Returns 1 1 1 1 1 1 1 1
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 1 1 6 0 1 1 35
Multivariate Option Pricing Using Dynamic Copula Models 0 0 0 20 0 0 0 67
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 0 0 0 22
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 1 1 51
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 0 1 24
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 0 0 1 47
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 0 1 107
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 0 0 0 71
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 0 0 40
Semiparametric Duration Models 0 0 0 4 0 0 1 26
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 0 0 1 19
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 1 1 2 0 1 1 23
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 0 0 38
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 0 0 2 26
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 0 0 43
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 19 0 0 1 57
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 1 1 1 54
The Impact of Overnight Periods on Option Pricing 0 0 0 9 0 0 2 55
Total Working Papers 1 4 6 441 3 15 71 3,023


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 1 86 0 0 3 279
Closing the GARCH gap: Continuous time GARCH modeling 1 1 3 356 2 4 21 754
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 109 0 0 2 324
Dynamic factor models 0 0 0 67 0 0 0 182
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 1 9 287
GARCH and irregularly spaced data 0 0 0 43 0 0 3 129
Semiparametric Duration Models 0 0 0 0 0 0 1 350
Yet another look at mutual fund tournaments 0 0 0 55 1 1 1 204
Total Journal Articles 1 1 4 716 3 6 40 2,509


Statistics updated 2024-05-04