Access Statistics for Alexander Wehrli
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 | |
| Classification of flash crashes using the Hawkes(p,q) framework | 0 | 0 | 0 | 58 | 0 | 1 | 4 | 68 |
| Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process | 0 | 0 | 2 | 14 | 0 | 2 | 8 | 37 |
| On the Directional Destabilizing Feedback Effects of Option Hedging | 1 | 1 | 3 | 5 | 1 | 1 | 9 | 21 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 0 | 0 | 0 | 36 | 0 | 0 | 0 | 44 |
| Semiparametric inference for impulse response functions using double/debiased machine learning | 2 | 2 | 22 | 22 | 5 | 10 | 36 | 40 |
| The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality | 0 | 0 | 0 | 24 | 3 | 4 | 7 | 26 |
| Total Working Papers | 3 | 3 | 27 | 159 | 9 | 18 | 64 | 236 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Classification of flash crashes using the Hawkes(p,q) framework | 1 | 1 | 3 | 4 | 3 | 3 | 5 | 12 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 1 | 1 | 1 | 3 | 1 | 1 | 3 | 12 |
| The endo–exo problem in high frequency financial price fluctuations and rejecting criticality | 0 | 0 | 2 | 9 | 1 | 1 | 8 | 24 |
| Total Journal Articles | 2 | 2 | 6 | 16 | 5 | 5 | 16 | 48 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail