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 5 8 9 38
A Note on Robinson's Test of Independence 0 0 0 0 0 0 6 993
A Simple Asymptotic Analysis of Residual-Based Statistics 0 0 0 2 0 0 1 27
A note on Robinson's test of independence 0 0 0 3 1 1 1 26
Adaptive Estimation in Time Series Models 0 0 0 0 2 5 7 274
Adaptive estimation in time-series models 0 0 0 3 0 0 1 34
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 2 2 3 21
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 0 1 5 29
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 0 2 187
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 2 4 34
Economic Hedging Portfolios 0 0 0 7 1 1 1 37
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 3 4 6 344
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 1 4 4 20
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 1 2 4 39
Exchange rate target zones: A new approach 0 0 0 0 3 3 3 13
GARCH and Irregularly Spaced Data 0 0 0 1 0 1 2 27
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 1 3 4 64
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 2 5 20
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 1 2 37
Linear Factor Models and the Estimation of Expected Returns 0 1 2 9 1 3 5 11
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 2 4 7 43
Multivariate Option Pricing Using Dynamic Copula Models 0 0 0 20 1 4 4 71
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 2 2 2 53
On the Pricing of Options in Incomplete Markets 0 0 0 6 1 1 1 25
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 1 6 6 53
Optimal Portfolio Choice with Annuitization 0 0 0 13 1 2 4 112
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 1 2 3 74
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 1 3 4 46
Semiparametric Duration Models 0 0 0 4 1 3 5 31
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 0 1 1 20
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 1 1 1 24
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 2 3 41
Stochatic Volatility Models with Transaction Time Risk 0 0 0 0 1 3 4 30
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 2 2 5 49
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 1 22 0 2 4 65
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 1 1 2 57
The Impact of Overnight Periods on Option Pricing 0 0 0 9 3 4 4 59
Total Working Papers 0 1 3 454 41 86 135 3,184

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 6 8 288
Closing the GARCH gap: Continuous time GARCH modeling 0 1 1 359 0 1 5 766
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 2 2 5 332
Dynamic factor models 0 0 0 67 4 5 6 191
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 3 4 6 293
GARCH and irregularly spaced data 0 0 0 43 1 2 2 132
Semiparametric Duration Models 0 0 0 0 0 1 3 353
Yet another look at mutual fund tournaments 0 0 0 55 1 4 6 210
Total Journal Articles 0 1 1 722 12 25 41 2,565

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Statistics updated 2026-01-09