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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Chi-Squared Test for Hypothesis Testing 0 0 0 20 1 5 10 106
A Class of Nonlinear Stochastic Volatility Models 0 0 0 3 0 1 7 38
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 8 18 1,207
A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics 0 0 0 16 1 2 8 108
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 37 0 1 5 105
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 50 0 3 8 255
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 1 2 3 33 2 6 21 147
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 1 1 2 41 1 6 18 117
A New Wald Test for Hypothesis Testing Based on MCMC outputs 0 0 0 41 1 2 6 36
A Note on AIC and TIC for Model Selection 0 0 4 16 3 6 40 59
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 0 18 0 1 25 65
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 0 62 2 9 15 90
A Posterior-Based Wald-Type Statistic for Hypothesis Testing 0 0 0 35 2 6 18 70
A Quantile-based Asset Pricing Model 0 0 1 66 2 3 15 112
A Semiparametric Stochastic Volatility Model 0 0 0 7 1 3 8 56
A Specification Test based on the MCMC Output 0 0 0 19 1 2 8 96
A Test Statistic and Its Application in Modelling Daily Stock Returns 0 0 0 0 0 1 6 24
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete 0 0 0 9 0 3 13 91
A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations 0 0 0 243 0 2 9 618
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility 0 0 0 87 5 7 12 275
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 23 0 1 4 81
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 18 0 1 10 87
Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises 0 0 0 21 0 1 4 30
Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model 0 0 1 28 2 5 15 60
Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model 0 0 0 47 1 2 8 27
Asymptotic Theory for Rough Fractional Vasicek Models 0 0 0 44 0 6 15 108
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 1 1 1 5 23 60
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 1 3 0 1 5 55
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 0 27 1 3 6 117
BUGS for a Bayesian Analysis of Stochastic Volatility Models 0 0 0 12 0 3 13 73
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 64 3 8 27 132
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 0 0 1 11 1 1 7 84
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 0 0 0 17 0 3 13 149
Bayesian Hypothesis Testing in Latent Variable Models 0 0 0 45 0 3 15 194
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 5 0 3 9 30
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 46 0 2 6 230
Bias in Estimating Multivariate and Univariate Diffusions 0 0 0 43 0 5 10 199
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 3 0 1 9 71
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 11 0 1 7 124
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 26 2 6 20 175
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 1 1 11 62
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 0 9 125
Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions 0 1 4 11 0 7 22 38
Bubble Testing under Deterministic Trends 0 0 0 32 2 3 8 75
Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde 0 0 0 0 0 2 2 106
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde 0 0 0 92 1 5 10 327
Comments on “A selective overview of nonparametric methods in financial econometrics†0 0 0 2 0 7 9 109
Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan 0 0 0 42 0 3 7 187
Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate" 0 0 0 28 1 4 10 79
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 45 1 2 15 254
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 168 0 3 6 439
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 18 1 4 11 106
Dating the Timeline of Financial Bubbles during the Subprime Crisis 0 0 0 297 1 7 49 1,007
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 70 1 3 10 254
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 13 0 3 8 55
Deviance Information Criterion as a Model Comparison Criterion for Stochastic Volatility Models 0 0 0 8 0 2 11 66
Deviance Information Criterion for Bayesian Model Selection: Justification and Variation 0 0 2 28 3 8 21 122
Deviance Information Criterion for Comparing VAR Models 0 0 0 109 1 2 8 88
Deviance Information Criterion for Model Selection:Theoretical Justification and Applications 0 2 4 7 1 12 31 49
Different Strokes for Different Folks: Long Memory and Roughness 1 1 1 20 3 4 11 25
Do Topics Diffuse from Core to Periphery Journals? 0 0 0 4 0 0 6 45
Double Asymptotics for Explosive Continuous Time Models 0 0 0 41 0 4 9 105
Double Asymptotics for an Explosive Continuous Time Model 0 0 0 11 0 3 6 60
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 83 0 1 8 145
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 4 0 4 9 66
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips’ Work and Some New Results 0 0 0 19 0 5 14 145
Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods 1 1 2 107 2 3 14 101
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 8 0 1 10 35
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 0 9 20 71
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time 0 0 0 34 0 2 7 86
Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data 0 0 1 26 0 2 7 44
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 3 12 686
Estimation of Hyperbolic Diffusion using MCMC Method 0 0 1 2 0 2 13 51
Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method 0 0 1 7 1 3 16 36
Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand 0 0 0 2 3 3 12 37
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 2 80 4 12 26 361
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 2 289 0 6 19 991
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 2 5 9 89
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 1 157 1 7 18 411
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 0 3 10 188
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 2 10 46
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 1 8 52
Forecast combinations in machine learning 0 1 2 145 0 5 12 265
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks 0 0 1 71 0 2 11 136
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 3 11 107
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 2 3 11 118
Forecasting Singapore GDP using the SPF data 0 0 1 21 1 2 11 57
Forecasting Volatility in the New Zealand Stock Market 0 0 1 9 0 2 15 67
Forecasting Volatility:Evidence from the German Stock Market 0 0 0 13 1 2 14 104
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate 0 0 0 331 0 5 16 1,032
Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel 0 0 0 29 0 2 9 91
Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling 0 0 0 35 1 8 11 52
In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory 0 0 0 36 0 1 4 72
Indirect Inference for Dynamic Panel Models 0 0 0 324 0 2 69 901
Indirect Inference for Dynamic Panel Models 0 0 0 17 0 0 6 125
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 34 0 1 9 167
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 97 0 2 7 599
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 2 0 0 8 53
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 41 0 2 3 170
Integrated Deviance Information Criterion for Latent Variable Models 0 0 0 42 0 4 8 87
Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach 0 0 0 18 0 6 16 106
Jackknifing Bond Option Prices 0 0 0 52 1 2 7 289
Jackknifing Bond Option Prices 0 0 0 459 1 4 11 1,631
Jacknifing Bond Option Prices 0 0 0 1 1 2 5 49
Latent Local-to-Unity Models 0 0 0 21 1 7 23 60
Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data 0 0 0 21 0 1 4 91
Limit Theory for an Explosive Autoregressive Process 0 0 0 46 0 1 11 100
Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process 0 0 0 29 0 1 5 21
MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects: Comments on Jacquier, Polson and Rossi (2002) 0 0 0 10 0 2 9 41
Maximum Likelihood Estimation for the Fractional Vasicek Model 1 1 1 86 2 8 15 188
Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data 2 5 13 35 7 24 59 95
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 15 0 3 10 107
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 518 0 4 8 1,821
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 2 2 4 8 55
Measurement and High Finance 0 0 0 22 0 0 5 71
Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors 0 0 0 25 0 0 4 37
Model Selection for Explosive Models 0 0 0 22 0 2 10 37
Model Selection for Explosive Models 0 0 0 1 1 3 5 12
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 0 1 3 21 0 13 50 62
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 0 0 3 24 4 11 18 23
Multivariate Stochastic Volatility 0 0 0 36 0 3 21 210
Multivariate Stochastic Volatility Model with Block Correlations 0 13 13 13 1 6 6 6
Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation 0 0 2 10 1 2 17 40
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 0 0 0 330 0 2 16 735
On Bias in the Estimation of Structural Break Points 0 0 0 32 0 4 9 51
On Leverage in a Stochastic Volatility Model 0 0 0 126 1 8 17 370
On Leverage in a Stochastic Volatility Model 0 0 0 1 1 1 11 464
On leverage in a stochastic volatility model 0 0 0 0 1 3 16 336
On the Optimal Forecast with the Fractional Brownian Motion 0 0 1 35 1 5 11 37
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 1 2 25 2 8 24 46
Optimal Estimation for General Gaussian Processed 0 0 3 3 0 1 35 35
Optimal Estimation for General Gaussian Processes 0 0 4 4 0 3 15 15
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 15 1 3 10 79
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 43 0 1 6 94
Persistent and Rough Volatility 0 1 3 86 1 6 17 204
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 7 0 3 15 70
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 23 2 4 10 80
Realized Volatility Forecasting: Continuous versus Discrete Time Models 0 0 26 26 5 25 106 106
Risk of Predictive Distributions and Bayesian Model Comparison of Misspecified Models 1 2 8 8 4 9 31 31
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 3 0 1 6 35
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 56 1 2 13 223
Robust Testing for Explosive Behavior with Strongly Dependent Errors 2 2 2 6 2 3 9 24
Robust Testing for Explosive Behavior with Strongly Dependent Errors 0 0 0 42 1 3 22 42
Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data 0 0 0 23 2 5 10 48
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 19 0 2 5 87
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 1 35 0 2 7 93
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 1 3 1 2 10 42
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 7 0 3 7 58
Simulation-based Estimation Methods for Financial Time Series Models 0 0 0 99 0 0 5 178
Simulation-based Estimation of Contingent Claims Prices 0 0 0 4 2 4 8 67
Simulation-based Estimation of Contingent-claims Prices 0 0 0 171 1 3 9 622
Simulation-based Estimation of Contingent-claims Prices 0 0 0 5 2 4 11 96
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 43
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 0 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 6 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 3 14 312
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 1 8 126
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 1 5 29
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 19 1 4 7 93
Teaching Financial Econometrics to Students Converting to Finance 1 1 8 37 3 5 33 84
Temporal Aggregation and Risk-Return Relation 0 0 0 15 0 1 6 77
Testing Predictability in the Presence of Persistent Errors 0 0 2 13 1 7 23 50
Testing for Multiple Bubbles 0 1 2 108 1 5 23 378
Testing for Multiple Bubbles 0 1 2 17 1 5 15 75
Testing for Multiple Bubbles 0 1 1 246 1 9 25 815
Testing for Multiple Bubbles 0 0 1 196 9 14 62 587
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 2 300 2 8 21 498
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 8 15 92
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 4 21 270
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 3 4 334 2 16 97 893
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 1 7 22 454
Testing for an Explosive Bubble using High-Frequency Volatility 0 0 2 10 1 5 27 53
Testing for an Explosive Bubble using High-Frequency Volatility 0 0 1 16 1 7 18 49
The Grid Bootstrap for Continuous Time Models 0 0 0 35 0 1 6 69
The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China 0 0 2 4 1 6 52 68
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 6 15 30
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 4 16 28 157
Total Working Papers 12 45 156 10,095 154 716 2,627 32,768
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian chi-squared test for hypothesis testing 0 0 0 11 1 6 18 147
A Gaussian approach for continuous time models of the short-term interest rate 0 0 0 14 0 6 13 446
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR 0 1 1 6 2 12 19 40
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 2 11 188
A flexible and automated likelihood based framework for inference in stochastic volatility models 0 0 0 4 2 4 7 42
A new approach to Bayesian hypothesis testing 0 0 0 30 0 9 16 151
A semiparametric stochastic volatility model 0 0 0 41 1 2 102 233
A two-stage realized volatility approach to estimation of diffusion processes with discrete data 0 0 0 32 0 1 9 139
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL 0 0 0 3 0 0 3 27
An Improved Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 6 0 1 7 53
Asymptotic theory for linear diffusions under alternative sampling schemes 0 0 0 3 1 4 10 52
Asymptotic theory for rough fractional Vasicek models 0 0 0 1 2 6 12 67
BUGS for a Bayesian analysis of stochastic volatility models 0 0 0 32 0 3 7 1,266
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 7 0 2 7 61
Bayesian analysis of structural credit risk models with microstructure noises 0 0 0 26 2 6 12 132
Bayesian hypothesis testing in latent variable models 0 0 0 28 1 3 6 187
Bias in estimating multivariate and univariate diffusions 0 0 0 22 1 2 12 121
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 10 17 48
Bias in the estimation of the mean reversion parameter in continuous time models 0 0 0 66 1 6 20 387
Bubble testing under polynomial trends 0 0 0 0 1 2 11 11
CTE Solvability, Nonlocal Symmetry, and Interaction Solutions of Coupled Integrable Dispersionless System 0 0 0 0 0 2 2 2
Comment 0 0 0 11 0 0 5 110
Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24) 0 0 0 0 0 2 9 36
Dating the timeline of financial bubbles during the subprime crisis 0 1 2 99 1 8 22 333
Detecting bubbles in Hong Kong residential property market 0 0 2 45 0 5 25 233
Deviance Information Criterion for Comparing Stochastic Volatility Models 0 0 0 0 0 3 12 576
Deviance information criterion for latent variable models and misspecified models 0 0 0 20 0 5 16 117
Do Stock Returns Follow a Finite Variance Distribution? 0 0 0 25 0 3 5 202
Double asymptotics for explosive continuous time models 0 0 0 12 0 1 18 86
ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS 0 0 0 11 0 2 8 74
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 0 0 1 35 1 7 12 165
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 4 20 40 736
Editorial 0 0 0 2 1 4 24 78
Empirical Characteristic Function Estimation and Its Applications 0 0 0 293 1 3 14 714
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method 0 0 0 4 0 3 9 37
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks* 0 0 0 2 1 2 7 16
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 1 3 15 37
Forecasting volatility in the New Zealand stock market 0 0 0 246 0 5 7 720
Fractional Gaussian Noise: Spectral Density and Estimation Methods 2 6 8 8 4 14 23 23
Fractional stochastic volatility model 0 0 0 0 1 4 11 14
Housing equity and household consumption in retirement: evidence from the Singapore Life Panel© 1 1 1 1 2 3 9 18
Improved marginal likelihood estimation via power posteriors and importance sampling 0 0 0 6 2 18 27 52
In-fill asymptotic theory for structural break point in autoregressions 0 0 0 0 0 2 19 25
Indirect inference for dynamic panel models 0 0 0 213 1 3 13 546
Inference in continuous systems with mildly explosive regressors 0 0 0 8 2 2 5 68
Information loss in volatility measurement with flat price trading 0 0 0 1 3 5 26 41
Jackknifing Bond Option Prices 0 0 0 81 1 3 11 307
Latent local-to-unity models 0 0 0 1 1 2 9 15
Limit theory for an explosive autoregressive process 0 0 0 8 0 0 8 74
Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process 0 0 0 0 2 2 17 17
Maximum Likelihood Estimation for the Fractional Vasicek Model 0 0 0 4 0 4 15 41
Maximum likelihood estimation of partially observed diffusion models 0 0 0 10 1 5 16 110
Mildly Explosive Autoregression with Anti‐persistent Errors 0 0 0 3 1 3 11 24
Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process 0 1 4 21 1 9 30 70
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 0 1 3 65 0 2 15 238
Multivariate Stochastic Volatility: A Review 0 1 1 132 0 1 16 362
Multivariate stochastic volatility models based on generalized Fisher transformation 0 1 4 4 0 2 25 25
New distribution theory for the estimation of structural break point in mean 0 0 0 12 0 6 10 56
New methodology for constructing real estate price indices applied to the Singapore residential market 0 2 6 29 0 8 21 144
On leverage in a stochastic volatility model 0 0 1 261 1 8 28 588
On stiffness in affine asset pricing models 0 0 0 0 1 2 5 6
On the optimal forecast with the fractional Brownian motion 1 1 2 7 1 5 9 23
On the spectral density of fractional Ornstein–Uhlenbeck processes 1 1 1 1 1 6 22 29
Optimal jackknife for unit root models 0 0 0 2 0 3 7 32
Posterior-based Wald-type statistics for hypothesis testing 0 0 1 4 1 6 24 37
RETRACTED: Liu et al. Next Point of Interest (POI) Recommendation System Driven by User Probabilistic Preferences and Temporal Regularities. Mathematics 2025, 13, 1232 0 0 0 0 0 0 0 0
Random coefficient continuous systems: Testing for extreme sample path behavior 0 0 0 5 3 6 19 72
Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts 0 0 2 28 1 5 22 309
Robust testing for explosive behavior with strongly dependent errors 0 0 2 3 0 11 24 34
SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION 0 0 0 9 0 0 5 64
Self-Exciting Jumps, Learning, and Asset Pricing Implications 0 0 1 24 0 3 13 117
Simulation-Based Estimation of Contingent-Claims Prices 0 0 0 29 0 2 15 118
Single-cell and spatially resolved omics reveal transcriptional and metabolic signatures of ovarian endometriomas 0 0 0 0 0 4 7 7
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 1 1 1 35 2 5 17 149
Specification tests based on MCMC output 0 0 0 1 0 3 14 53
Structure of ATTRv-F64S fibrils isolated from skin tissue of a living patient 0 0 10 10 0 1 16 16
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 1 24 58 11 44 136 277
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 5 13 4 19 45 82
Targeting TNK2/ACK1 reverses the immunosuppressive tumor microenvironment and synergizes with immunochemotherapy in pancreatic cancer 0 0 6 6 0 4 15 15
Targeting of the m6A eraser ALKBH5 suppresses stemness and chemoresistance of colorectal cancer 0 0 5 5 0 2 19 19
Temporal aggregation and risk-return relation 0 0 0 14 0 3 8 79
Testing the expectations theory of the term structure for New Zealand 0 0 0 11 0 3 14 55
The Grid Bootstrap for Continuous Time Models 0 0 0 2 0 1 10 24
The time-varying zone-like and asymmetric preference of central banks: Evidence from China 0 0 0 0 1 22 52 52
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 1 2 6 240
Volatility Puzzle: Long Memory or Antipersistency 0 1 1 10 1 10 20 46
Total Journal Articles 6 21 95 2,425 76 443 1,478 12,883

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise 0 0 1 1 1 2 9 11
Deviance Information Criterion for Comparing VAR Models 0 0 0 2 0 5 16 48
Information loss in volatility measurement with flat price trading 0 0 0 0 0 2 12 14
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 0 0 0 4 4
Model Selection for Explosive Models 0 0 0 1 1 3 9 32
Nonparametric and Probabilistic Classification Using NN-balls with Environmental and Remote Sensing Applications 0 0 0 0 0 2 6 6
Simulated maximum likelihood estimation of continuous time stochastic volatility models 0 0 0 1 0 1 7 11
Total Chapters 0 0 1 5 2 15 63 126
3 registered items for which data could not be found
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