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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 0 3 5 101
A Class of Nonlinear Stochastic Volatility Models 0 0 0 3 0 4 7 37
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 1 8 13 1,200
A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics 0 0 0 16 0 5 6 106
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 37 1 1 5 105
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 50 0 2 5 252
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 0 0 1 40 2 10 14 113
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 0 0 1 31 0 10 16 141
A New Wald Test for Hypothesis Testing Based on MCMC outputs 0 0 0 41 0 3 4 34
A Note on AIC and TIC for Model Selection 0 1 5 16 1 9 37 54
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 0 18 1 22 25 65
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 0 62 0 4 6 81
A Posterior-Based Wald-Type Statistic for Hypothesis Testing 0 0 0 35 0 5 13 64
A Quantile-based Asset Pricing Model 0 0 1 66 0 5 12 109
A Semiparametric Stochastic Volatility Model 0 0 0 7 0 4 5 53
A Specification Test based on the MCMC Output 0 0 0 19 0 2 6 94
A Test Statistic and Its Application in Modelling Daily Stock Returns 0 0 0 0 0 5 5 23
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete 0 0 0 9 1 4 11 89
A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations 0 0 0 243 1 4 8 617
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility 0 0 0 87 0 1 5 268
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 18 0 6 9 86
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 23 1 4 4 81
Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises 0 0 0 21 0 3 3 29
Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model 0 1 2 28 0 6 11 55
Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model 0 0 0 47 0 1 6 25
Asymptotic Theory for Rough Fractional Vasicek Models 0 0 0 44 1 3 10 103
Automated Likelihood Based Inference for Stochastic Volatility Models 0 1 1 3 1 5 6 55
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 1 1 3 15 21 58
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 0 27 0 1 4 114
BUGS for a Bayesian Analysis of Stochastic Volatility Models 0 0 0 12 1 3 12 71
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 64 1 5 21 125
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 0 0 0 17 1 3 11 147
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 0 1 1 11 0 4 7 83
Bayesian Hypothesis Testing in Latent Variable Models 0 0 0 45 2 6 14 193
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 5 1 3 7 28
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 46 0 3 4 228
Bias in Estimating Multivariate and Univariate Diffusions 0 0 0 43 2 4 7 196
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 11 1 4 8 124
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 26 3 8 17 172
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 3 1 4 9 71
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 0 8 10 61
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 5 9 125
Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions 0 1 8 10 4 10 30 35
Bubble Testing under Deterministic Trends 0 0 0 32 0 1 5 72
Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde 0 0 0 0 0 0 0 104
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde 0 0 0 92 1 4 6 323
Comments on “A selective overview of nonparametric methods in financial econometrics†0 0 0 2 0 1 4 102
Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan 0 0 0 42 0 2 4 184
Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate" 0 0 0 28 0 4 6 75
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 1 168 1 2 5 437
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 45 0 7 13 252
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 18 1 4 8 103
Dating the Timeline of Financial Bubbles during the Subprime Crisis 0 0 0 297 2 37 44 1,002
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 13 1 4 6 53
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 70 0 7 7 251
Deviance Information Criterion as a Model Comparison Criterion for Stochastic Volatility Models 0 0 0 8 1 3 11 65
Deviance Information Criterion for Bayesian Model Selection: Justification and Variation 0 0 2 28 1 3 17 115
Deviance Information Criterion for Comparing VAR Models 0 0 0 109 0 4 6 86
Deviance Information Criterion for Model Selection:Theoretical Justification and Applications 0 0 2 5 3 10 24 40
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 0 4 7 21
Do Topics Diffuse from Core to Periphery Journals? 0 0 0 4 0 3 7 45
Double Asymptotics for Explosive Continuous Time Models 0 0 0 41 1 4 6 102
Double Asymptotics for an Explosive Continuous Time Model 0 0 0 11 0 3 4 57
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 83 0 4 7 144
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 4 1 5 6 63
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips’ Work and Some New Results 0 0 0 19 2 6 11 142
Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods 0 0 1 106 0 7 11 98
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 3 8 0 5 13 34
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 2 6 13 64
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time 0 0 0 34 1 3 6 85
Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data 0 1 1 26 0 3 5 42
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 1 7 11 684
Estimation of Hyperbolic Diffusion using MCMC Method 0 1 1 2 1 10 12 50
Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method 0 0 1 7 0 5 13 33
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 0 5 9 34
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 1 1 1 157 2 7 14 406
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 0 2 8 185
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 1 4 5 85
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 3 289 1 5 16 986
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 1 2 2 80 2 10 16 351
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 0 5 8 44
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 6 8 51
Forecast combinations in machine learning 1 1 2 145 1 5 8 261
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks 0 0 1 71 0 2 9 134
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 3 8 104
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 5 8 115
Forecasting Singapore GDP using the SPF data 0 0 1 21 0 5 9 55
Forecasting Volatility in the New Zealand Stock Market 0 0 1 9 0 6 15 65
Forecasting Volatility:Evidence from the German Stock Market 0 0 0 13 0 5 14 102
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate 0 0 0 331 1 8 12 1,028
Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel 0 0 0 29 0 5 9 89
Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling 0 0 0 35 4 6 7 48
In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory 0 0 0 36 0 2 3 71
Indirect Inference for Dynamic Panel Models 0 0 0 17 0 3 8 125
Indirect Inference for Dynamic Panel Models 0 0 0 324 0 15 67 899
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 2 0 5 8 53
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 41 0 1 2 168
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 97 0 4 5 597
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 34 0 6 8 166
Integrated Deviance Information Criterion for Latent Variable Models 0 0 0 42 1 2 5 84
Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach 0 0 0 18 2 8 12 102
Jackknifing Bond Option Prices 0 0 0 459 0 4 8 1,627
Jackknifing Bond Option Prices 0 0 0 52 0 4 6 287
Jacknifing Bond Option Prices 0 0 0 1 0 2 4 47
Latent Local-to-Unity Models 0 0 0 21 4 17 20 57
Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data 0 0 0 21 0 1 3 90
Limit Theory for an Explosive Autoregressive Process 0 0 0 46 0 5 10 99
Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process 0 0 0 29 0 2 4 20
MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects: Comments on Jacquier, Polson and Rossi (2002) 0 0 0 10 1 6 9 40
Maximum Likelihood Estimation for the Fractional Vasicek Model 0 0 0 85 0 3 7 180
Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data 0 1 23 30 6 20 65 77
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 15 1 6 8 105
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 2 2 4 6 53
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 518 3 3 7 1,820
Measurement and High Finance 0 0 0 22 0 3 5 71
Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors 0 0 0 25 0 3 4 37
Model Selection for Explosive Models 0 0 0 22 0 5 8 35
Model Selection for Explosive Models 0 0 0 1 0 2 2 9
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 1 1 21 21 7 21 56 56
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 0 0 24 24 4 5 16 16
Multivariate Stochastic Volatility 0 0 1 36 0 5 19 207
Multivariate Stochastic Volatility Model with Block Correlations 8 8 8 8 2 2 2 2
Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation 0 0 3 10 0 5 16 38
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 0 0 0 330 1 6 15 734
On Bias in the Estimation of Structural Break Points 0 0 0 32 3 8 8 50
On Leverage in a Stochastic Volatility Model 0 0 0 1 0 1 11 463
On Leverage in a Stochastic Volatility Model 0 0 0 126 3 8 13 365
On leverage in a stochastic volatility model 0 0 0 0 1 5 14 334
On the Optimal Forecast with the Fractional Brownian Motion 0 0 1 35 0 4 6 32
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 1 24 2 11 19 40
Optimal Estimation for General Gaussian Processed 0 0 3 3 0 6 34 34
Optimal Estimation for General Gaussian Processes 0 0 4 4 1 6 13 13
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 43 0 3 5 93
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 15 0 2 7 76
Persistent and Rough Volatility 1 1 4 86 2 8 14 200
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 7 0 11 12 67
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 23 1 3 7 77
Realized Volatility Forecasting: Continuous versus Discrete Time Models 0 4 26 26 13 53 94 94
Risk of Predictive Distributions and Bayesian Model Comparison of Misspecified Models 1 1 7 7 3 9 25 25
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 56 0 9 11 221
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 3 1 4 6 35
Robust Testing for Explosive Behavior with Strongly Dependent Errors 0 0 0 42 0 19 19 39
Robust Testing for Explosive Behavior with Strongly Dependent Errors 0 0 0 4 0 4 6 21
Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data 0 0 0 23 1 2 6 44
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 1 35 1 2 6 92
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 19 0 2 3 85
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 1 3 0 4 9 40
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 7 1 2 5 56
Simulation-based Estimation Methods for Financial Time Series Models 0 0 0 99 0 2 5 178
Simulation-based Estimation of Contingent Claims Prices 0 0 0 4 0 3 4 63
Simulation-based Estimation of Contingent-claims Prices 0 0 0 171 0 1 6 619
Simulation-based Estimation of Contingent-claims Prices 0 0 0 5 0 4 7 92
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 2 42
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 5 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 1 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 2 7 125
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 5 11 309
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 1 6 158
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 1 4 28
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 19 1 2 4 90
Teaching Financial Econometrics to Students Converting to Finance 0 2 9 36 1 11 32 80
Temporal Aggregation and Risk-Return Relation 0 0 0 15 0 2 5 76
Testing Predictability in the Presence of Persistent Errors 0 0 3 13 3 10 23 46
Testing for Multiple Bubbles 1 2 3 17 1 5 12 71
Testing for Multiple Bubbles 1 1 2 108 1 10 20 374
Testing for Multiple Bubbles 1 1 2 246 2 10 21 808
Testing for Multiple Bubbles 0 1 4 196 1 13 56 574
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 2 299 2 7 17 492
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 1 5 8 85
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 10 20 267
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 2 3 3 333 6 30 88 883
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 0 8 16 447
Testing for an Explosive Bubble using High-Frequency Volatility 0 0 1 16 3 10 14 45
Testing for an Explosive Bubble using High-Frequency Volatility 0 1 3 10 0 11 23 48
The Grid Bootstrap for Continuous Time Models 0 0 0 35 0 2 5 68
The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China 0 1 2 4 1 30 49 63
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 3 9 24
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 7 11 19 148
Total Working Papers 19 40 209 10,069 161 1,069 2,207 32,213
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 5 14 142
A Gaussian approach for continuous time models of the short-term interest rate 0 0 0 14 1 5 8 441
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR 1 1 1 6 3 6 11 31
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 7 10 187
A flexible and automated likelihood based framework for inference in stochastic volatility models 0 0 0 4 0 0 3 38
A new approach to Bayesian hypothesis testing 0 0 0 30 4 7 11 146
A semiparametric stochastic volatility model 0 0 0 41 0 31 101 231
A two-stage realized volatility approach to estimation of diffusion processes with discrete data 0 0 0 32 1 6 9 139
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL 0 0 0 3 0 1 3 27
An Improved Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 6 0 5 6 52
Asymptotic theory for linear diffusions under alternative sampling schemes 0 0 0 3 0 3 6 48
Asymptotic theory for rough fractional Vasicek models 0 0 0 1 0 2 7 61
BUGS for a Bayesian analysis of stochastic volatility models 0 0 0 32 1 2 6 1,264
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 7 2 5 7 61
Bayesian analysis of structural credit risk models with microstructure noises 0 0 0 26 2 5 8 128
Bayesian hypothesis testing in latent variable models 0 0 0 28 1 2 5 185
Bias in estimating multivariate and univariate diffusions 0 0 0 22 1 6 11 120
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 2 3 9 40
Bias in the estimation of the mean reversion parameter in continuous time models 0 0 0 66 2 9 16 383
Bubble testing under polynomial trends 0 0 0 0 0 8 9 9
CTE Solvability, Nonlocal Symmetry, and Interaction Solutions of Coupled Integrable Dispersionless System 0 0 0 0 1 1 1 1
Comment 0 0 0 11 0 4 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 4 7 34
Dating the timeline of financial bubbles during the subprime crisis 0 1 2 98 2 7 19 327
Detecting bubbles in Hong Kong residential property market 0 1 2 45 2 13 23 230
Deviance Information Criterion for Comparing Stochastic Volatility Models 0 0 0 0 0 4 9 573
Deviance information criterion for latent variable models and misspecified models 0 0 0 20 1 7 12 113
Do Stock Returns Follow a Finite Variance Distribution? 0 0 0 25 0 0 2 199
Double asymptotics for explosive continuous time models 0 0 0 12 0 15 17 85
ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS 0 0 0 11 0 3 6 72
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 0 1 1 35 3 5 8 161
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 8 20 29 724
Editorial 0 0 0 2 1 2 21 75
Empirical Characteristic Function Estimation and Its Applications 0 0 1 293 0 3 12 711
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method 0 0 0 4 0 5 6 34
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks* 0 0 0 2 0 4 5 14
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 6 12 34
Forecasting volatility in the New Zealand stock market 0 0 0 246 2 4 4 717
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 3 3 3 3 9 12 12
Fractional stochastic volatility model 0 0 0 0 0 5 8 10
Housing equity and household consumption in retirement: evidence from the Singapore Life Panel© 0 0 0 0 0 3 6 15
Improved marginal likelihood estimation via power posteriors and importance sampling 0 0 0 6 9 12 18 43
In-fill asymptotic theory for structural break point in autoregressions 0 0 0 0 0 11 17 23
Indirect inference for dynamic panel models 0 0 0 213 0 5 12 543
Inference in continuous systems with mildly explosive regressors 0 0 0 8 0 0 3 66
Information loss in volatility measurement with flat price trading 0 0 0 1 1 10 25 37
Jackknifing Bond Option Prices 0 0 0 81 0 6 9 304
Latent local-to-unity models 0 0 0 1 0 5 8 13
Limit theory for an explosive autoregressive process 0 0 0 8 0 3 8 74
Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process 0 0 0 0 0 8 15 15
Maximum Likelihood Estimation for the Fractional Vasicek Model 0 0 0 4 2 10 13 39
Maximum likelihood estimation of partially observed diffusion models 0 0 0 10 0 6 11 105
Mildly Explosive Autoregression with Anti‐persistent Errors 0 0 0 3 1 3 9 22
Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process 0 0 4 20 4 9 27 65
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 0 1 2 64 1 8 14 237
Multivariate Stochastic Volatility: A Review 1 1 1 132 1 6 16 362
Multivariate stochastic volatility models based on generalized Fisher transformation 1 1 4 4 2 10 25 25
New distribution theory for the estimation of structural break point in mean 0 0 0 12 2 3 6 52
New methodology for constructing real estate price indices applied to the Singapore residential market 0 0 5 27 1 6 15 137
On leverage in a stochastic volatility model 0 0 1 261 0 6 20 580
On stiffness in affine asset pricing models 0 0 0 0 0 2 3 4
On the optimal forecast with the fractional Brownian motion 0 0 1 6 1 1 7 19
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 2 15 21 25
Optimal jackknife for unit root models 0 0 0 2 2 6 6 31
Posterior-based Wald-type statistics for hypothesis testing 0 0 1 4 2 12 20 33
Random coefficient continuous systems: Testing for extreme sample path behavior 0 0 0 5 0 8 13 66
Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts 0 1 2 28 1 7 20 305
Robust testing for explosive behavior with strongly dependent errors 0 0 2 3 3 7 16 26
SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION 0 0 0 9 0 3 5 64
Self-Exciting Jumps, Learning, and Asset Pricing Implications 0 1 1 24 3 9 13 117
Simulation-Based Estimation of Contingent-Claims Prices 0 0 0 29 0 9 14 116
Single-cell and spatially resolved omics reveal transcriptional and metabolic signatures of ovarian endometriomas 0 0 0 0 1 4 4 4
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 7 12 144
Specification tests based on MCMC output 0 0 0 1 0 6 11 50
Structure of ATTRv-F64S fibrils isolated from skin tissue of a living patient 0 10 10 10 0 15 15 15
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 9 24 58 20 61 117 253
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 2 5 13 4 14 32 67
Targeting TNK2/ACK1 reverses the immunosuppressive tumor microenvironment and synergizes with immunochemotherapy in pancreatic cancer 0 6 6 6 2 13 13 13
Targeting of the m6A eraser ALKBH5 suppresses stemness and chemoresistance of colorectal cancer 0 5 5 5 1 18 18 18
Temporal aggregation and risk-return relation 0 0 0 14 1 2 7 77
Testing the expectations theory of the term structure for New Zealand 0 0 0 11 1 9 12 53
The Grid Bootstrap for Continuous Time Models 0 0 0 2 0 3 9 23
The time-varying zone-like and asymmetric preference of central banks: Evidence from China 0 0 0 0 14 32 44 44
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 0 1 5 238
Volatility Puzzle: Long Memory or Antipersistency 1 1 1 10 2 6 13 38
Total Journal Articles 7 45 85 2,411 129 639 1,205 12,569

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 0 4 7 9
Deviance Information Criterion for Comparing VAR Models 0 0 1 2 0 4 15 43
Information loss in volatility measurement with flat price trading 0 0 0 0 0 6 11 12
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 0 0 3 4 4
Model Selection for Explosive Models 0 0 0 1 0 1 6 29
Nonparametric and Probabilistic Classification Using NN-balls with Environmental and Remote Sensing Applications 0 0 0 0 0 3 4 4
Simulated maximum likelihood estimation of continuous time stochastic volatility models 0 0 0 1 0 4 6 10
Total Chapters 0 0 2 5 0 25 53 111
3 registered items for which data could not be found
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