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 1 1 14 43
A Note on Robinson's Test of Independence 0 0 0 0 0 1 1 994
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 0 2 1 1 5 31
A note on Robinson's test of independence 0 0 0 3 2 2 3 28
Adaptive Estimation in Time Series Models 0 0 0 0 2 4 15 283
Adaptive estimation in time-series models 0 0 0 3 1 2 4 37
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 2 3 8 26
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 2 4 8 34
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 2 2 5 191
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 3 4 8 39
Economic Hedging Portfolios 0 0 0 7 4 5 9 45
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 2 2 13 351
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 1 1 7 23
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 2 2 7 43
Exchange rate target zones: A new approach 0 0 0 0 4 4 8 18
GARCH and Irregularly Spaced Data 0 0 0 1 3 3 6 32
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 1 10 1 2 12 72
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 0 7 2 2 2 36
Incorporating Estimation Risk in Portfolio Choice 0 0 0 5 3 4 8 25
Labor Income and the Demand for Long-term Bonds 0 0 0 10 2 2 6 41
Linear Factor Models and the Estimation of Expected Returns 0 0 1 9 4 5 15 22
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 3 4 13 49
Multivariate Option Pricing Using Dynamic Copula Models 0 0 0 20 1 1 7 74
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 2 3 6 28
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 0 5 56
On the Pricing of Options in Incomplete Markets 0 0 0 6 3 3 7 31
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 3 6 18 65
Optimal Portfolio Choice with Annuitization 0 0 0 13 1 3 6 116
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 3 7 20 91
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 1 1 5 48
Semiparametric Duration Models 0 0 0 4 0 0 6 32
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 3 3 7 26
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 1 2 9 32
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 2 4 8 46
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 2 2 15 42
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 3 3 7 52
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 4 4 7 69
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 4 4 8 63
The Impact of Overnight Periods on Option Pricing 0 0 0 9 3 5 10 65
Total Working Papers 0 0 2 455 83 111 328 3,399

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 2 4 14 295
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 1 1 6 769
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 2 2 8 335
Dynamic factor models 0 0 0 67 1 1 10 195
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 1 7 295
GARCH and irregularly spaced data 0 0 0 43 2 3 6 136
Semiparametric Duration Models 0 0 0 0 3 4 10 361
Yet another look at mutual fund tournaments 0 0 0 55 3 7 15 219
Total Journal Articles 0 0 1 722 14 23 76 2,605

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Statistics updated 2026-05-06