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Janus, Pawel

 PhD Student
 

VU University Amsterdam


 De Boelelaan 1105
 Amsterdam, 1081HV
 Netherlands
 email address

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. Janus, Pawel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
112
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
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1.  
Spot Variance Path Estimation and Its Application to High Frequency Jump Testing | Show Abstract | Download |
Tinbergen Institute Discussion Paper 09-110/4
Working Paper Series
Bos, Charles S.
VU University Amsterdam
Janus, Pawel
VU University Amsterdam
Koopman, Siem Jan
VU University Amsterdam
Posted:
07 Dec 09
58
(186,691)
1

2.  
Long Memory Dynamics for Multivariate Dependence Under Heavy Tails | Show Abstract | Download |
Tinbergen Institute Discussion Paper 11-175/5/DSF28
Working Paper Series
Janus, Pawel
VU University Amsterdam
Koopman, Siem Jan
VU University Amsterdam
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Posted:
14 Dec 11
54
(193,276)
1


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