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 1 2 29
A Note on Robinson's Test of Independence 0 0 0 0 0 0 1 987
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 0 3 0 0 0 25
Adaptive Estimation in Time Series Models 0 0 0 0 0 1 3 268
Adaptive estimation in time-series models 0 0 1 3 0 0 2 33
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 4 0 0 1 18
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 1 2 2 26
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 8 0 1 3 186
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 1 4 31
Economic Hedging Portfolios 0 0 0 7 0 0 0 36
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 0 0 338
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 1 1 1 36
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
GARCH and Irregularly Spaced Data 0 0 0 1 1 1 1 26
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 0 0 0 60
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known 0 0 0 7 0 0 1 34
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 1 35
Linear Factor Models and the Estimation of Expected Returns 1 1 8 8 1 1 7 7
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 1 6 0 0 2 36
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 0 0 51
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 0 0 24
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 0 0 0 47
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 2 2 109
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 2 42
Semiparametric Duration Models 0 0 0 4 0 0 0 26
Semiparametric Lower Bounds for Tail Index Estimation 0 0 0 3 0 0 0 19
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 1 2 0 0 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 1 1 27
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 0 1 44
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 1 1 3 22 1 1 5 62
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 0 2 55
The Impact of Overnight Periods on Option Pricing 0 0 0 9 0 0 0 55
Total Working Papers 2 2 15 453 6 13 45 3,060

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 0 1 2 281
Closing the GARCH gap: Continuous time GARCH modeling 0 0 3 358 0 0 9 761
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 3 112 0 0 3 327
Dynamic factor models 0 0 0 67 0 0 3 185
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 1 1 1 288
GARCH and irregularly spaced data 0 0 0 43 0 0 1 130
Semiparametric Duration Models 0 0 0 0 0 0 0 350
Yet another look at mutual fund tournaments 0 0 0 55 0 0 1 204
Total Journal Articles 0 0 6 721 1 2 20 2,526

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Statistics updated 2025-03-03