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SSRN Abstract Database Search Results for 195,932 Total downloads for all papers in this Publisher / Journal Records 1 - 20 of 1345 matches
Dynamic Asset Beta MeasurementBrandon Chen and Jonathan J. Reeves University of New South Wales - School of Banking and Finance and University of New South Wales - School of Banking and Finance Date Posted: November 21, 2009 Last Revised: November 21, 2009 Working Paper Series 9 downloads
EMU Equity Markets’ Return Variance and Spill Over Effects from Short-Term Interest RatesAi Jun Hou Economic department, Lund University Date Posted: November 20, 2009 Last Revised: November 20, 2009 Working Paper Series 6 downloads
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric MomentsMichael Creel and Dennis Kristensen Autonomous University of Barcelona and Columbia University, Graduate School of Arts and Sciences, Department of Economics Date Posted: November 17, 2009 Last Revised: November 17, 2009 Working Paper Series 12 downloads Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options Jan van Heys and Reik H. Boerger affiliation not provided to SSRN and affiliation not provided to SSRN Date Posted: November 15, 2009 Last Revised: November 15, 2009 Working Paper Series
Some Notes About Decentralization Process Implications on Public Administration Corruption In RomaniaPrague Economic Papers, Vol. 18, No. 1, pp. 26-37, 2009 Tudorel Andrei , Ani I. Matei , Stelian Stancu and Bogdan Oancea Academy of Economic Studies Bucharest - Faculty of Cybernetics, Statistics and Economic Informatics, Department of Statistics and Econometrics , National School of Political Studies and Public Administration (NSPSPA) , affiliation not provided to SSRN and Nicolae Titulescu University Date Posted: November 14, 2009 Last Revised: November 17, 2009 Accepted Paper Series 5 downloads
Comparing Welfare Effects of Different Regulation Schemes: An Application to the Electricity Distribution IndustryMaria Kopsakangas-Savolainen and Rauli Svento University of Oulu - Department of Economics and University of Oulu - Department of Economics Date Posted: November 11, 2009 Last Revised: November 11, 2009 Working Paper Series 3 downloads Determinants of Urban Vacant Land Evidence from Santiago, Chile Journal of Real Estate Finance and Economics, Vol. 40, No. 2, 2010 Felipe Morande , Alexandra Petermann and Miguel Vargas affiliation not provided to SSRN , affiliation not provided to SSRN and Universidad Diego Portales - Facultad de Economía y Empresa Date Posted: November 11, 2009 Last Revised: November 11, 2009 Accepted Paper Series
Observed and Unobserved Heterogeneity in Stochastic Frontier Models: An Application to the Electricity Distribution IndustryMaria Kopsakangas-Savolainen and Rauli Svento University of Oulu - Department of Economics and University of Oulu - Department of Economics Date Posted: November 11, 2009 Last Revised: November 11, 2009 Working Paper Series 3 downloads
Mortality Regimes and PricingSamuel H. Cox , Yijia Lin and Andreas Milidonis University of Manitoba - Asper School of Business , University of Nebraska at Lincoln - Department of Finance and University of Cyprus - Department of Public & Business Administration Date Posted: November 9, 2009 Last Revised: November 9, 2009 Working Paper Series 122 downloads
Robust Estimation in Nonlinear Regression and Limited Dependent Variable ModelsCERGE-EI Working Paper Series No. 189 Pavel Cizek Berlin and Charles University, Center for Economic Research and Graduate Education, Prague Date Posted: November 9, 2009 Last Revised: November 9, 2009 Working Paper Series 5 downloads
A Computing Bias in Estimating the Probability of Informed Trading - SupplementHsiou-Wei William Lin and Wen-Chyan Ke National Taiwan University - Department of International Business and National Taiwan University - Department of International Business Date Posted: November 8, 2009 Last Revised: November 8, 2009 Working Paper Series 10 downloads
A Generalized Asymmetric Student-t Distribution with Application to Financial EconometricsJohn W. Galbraith and Dongming Zhu McGill University - Department of Economics and Peking University Date Posted: November 5, 2009 Last Revised: November 5, 2009 Working Paper Series 10 downloads
Long Run Canonical Correlations: Estimation and InferenceProsper Dovonon , Alastair Hall and Kalidas Jana Barclays Wealth , University of Manchester and affiliation not provided to SSRN Date Posted: November 5, 2009 Last Revised: November 6, 2009 Working Paper Series 7 downloads
A Value-at-Risk Analysis of VIX Futures Long Memory, Heavy Tails, and AsymmetryBujar Huskaj Lund University Date Posted: November 4, 2009 Last Revised: November 4, 2009 Working Paper Series 16 downloads
An Empirical Comparison of Default Swap Pricing ModelsERIM Report Series Reference No. ERS-2002-23-F&A Patrick Houweling and Ton Vorst Robeco Quantitative Strategies and VU University Amsterdam - Department of Finance and Financial Sector Management Date Posted: November 3, 2009 Last Revised: November 3, 2009 Working Paper Series 16 downloads
Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous RegressorsRAND Working Paper Series WR-710 David Powell affiliation not provided to SSRN Date Posted: November 3, 2009 Last Revised: November 12, 2009 Working Paper Series 42 downloads
Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition ModelsCREATES Research Paper 2009-51 Tue Gørgens , Christopher L. Skeels and Allan Wurtz Australian National University - Research School of Social Sciences (RSSS) , University of Melbourne - Department of Economics and University of Aarhus - Department of Economics Date Posted: November 2, 2009 Last Revised: November 2, 2009 Working Paper Series 7 downloads
A General Asymptotic Theory for Time Series ModelsShiqing Ling and Michael McAleer Hong Kong University of Science & Technology (HKUST) and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Date Posted: November 1, 2009 Last Revised: November 1, 2009 Working Paper Series 96 downloads
Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? Evidence on Inefficiency and Ownership of German HospitalsRuhr Economic Paper No. 132 Annika Herr , Hendrik Schmitz and Boris Augurzky and DICE Düsseldorf Institute for Competition Economics , Ruhr Graduate School in Economics , University of Bochum - Faculty of Economics and Rhine-Westphalia Institute for Economic Research (RWI-Essen) Date Posted: October 30, 2009 Last Revised: October 30, 2009 Working Paper Series 2 downloads
Unstable Volatility Functions: The Break Preserving Local Linear EstimatorCREATES Research Paper 2009-48 Isabel Casas and Irene Gijbels affiliation not provided to SSRN and Catholic University of Louvain - School of Statistics Date Posted: October 28, 2009 Last Revised: October 28, 2009 Working Paper Series 8 downloads Records 1 - 20 of 1345 matches © 2009 Social Science Electronic Publishing, Inc. All Rights Reserved. Terms of Use Privacy Policy
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