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SSRN eLibrary Search Results
JEL Code: C14
383,420 Total downloads
Showing Papers 1 - 50 of 2,851
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Incl. Electronic Paper Trend, Mean-Reversion or Random Walk? A Statistical Analysis of Price Behavior in Major Markets
Theo Athanasiadis
Ramsey Quantitative Systems, Inc. (RQSI)
Date Posted: May 02, 2016
Working Paper Series
107 downloads

Incl. Electronic Paper Jump Activity Analysis for Affine Jump-Diffusion Models: Evidences from the Commodity Market
José Da Fonseca and Katja Ignatieva
Auckland University of Technology - Faculty of Business & Law and University of New South Wales - Australian School of Business
Date Posted: May 01, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Distribution Dynamics of Property Crime Rates in the United States
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13
Alessandro Moro
Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: April 29, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Evolution of the Anchoring of Inflation Expectations
Bank of Italy Occasional Paper No. 321
Ines Buono and Sara Formai
Bank of Italy and Bank of Italy
Date Posted: April 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Energy Intensity and Convergence in Swedish Industry: A Combined Econometric and Decomposition Analysis
CERE Working Paper, 2016:8
Amin Karimu , Runar Brännlund , Tommy Lundgren and Patrik Soderholm
University of Umea , University of Umea - Centre for Environmental and Resource Economics , Centre for Environmental and Resource Economics and Lulea University of Technology
Date Posted: April 28, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Pyramid of Okun's Coefficient for Italy
Emprica, Journal of Applied Economics and Economic Policy, Forthcoming
Luca Zanin

Date Posted: April 27, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Semi-Parametric Measures of Scale Characteristics of German Natural Gas-Fired Electricity Generation
DIW Berlin Discussion Paper No. 1571
Stefan Seifert
German Institute for Economic Research (DIW Berlin)
Date Posted: April 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Trends in the South African Hedging Space Part II: Measuring Risk and Finding Return
Peregrine Securities 2013
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Cost of a Free Lunch: Dabbling in Diversification
Peregrine Securities, 2015
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Full-Scale Optimization: A Flexible Framework for Hedge Design
Peregrine Securities, 2014
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Adapting to Market Regimes with Timed Hedging
Peregrine Securities, 2014
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Single Stock and Custom Basket Options in Fund Management
Peregrine Securities, 2014
Anthony J. Seymour , Emlyn James Flint and Florence Chikurunhe
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper (Un)Modelling the Volatility Surface: Valuing South African Volatility Surfaces Via Risk-Neutral Historic Return Distributions
Peregrine Securities, 2012
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Asymptotic Properties of a Nadaraya-Watson Type Estimator for Regression Functions of Infinite Order
Seok Young Hong and Oliver B. Linton
University of Cambridge and University of Cambridge
Date Posted: April 20, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Random Projection Estimation of Discrete-Choice Models with Large Choice Sets
USC-INET Research Paper No. 16-14
Khai Xiang Chiong and Matthew Shum
USC Dornsife Institute for New Economic Thinking and California Institute of Technology
Date Posted: April 18, 2016
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Identifying the Discount Factor in Dynamic Discrete Choice Models
CEPR Discussion Paper No. DP11133
Jaap H. Abbring and Øystein Daljord
Tilburg University - Department of Econometrics & Operations Research and Norwegian School of Economics (NHH)
Date Posted: April 18, 2016
Working Paper Series

Incl. Electronic Paper Unconditional Quantile Regressions Under Endogeneity
Pallab Ghosh
University of Oklahoma
Date Posted: April 16, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Minimum Distance from Independence Estimation of Nonseparable Instrumental Variables Models
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: April 14, 2016
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Allowing for Jump Measurements in Volatility: A High‐Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Vol. 68, Issue 2, pp. 124-132, 2016
Vassilios G. Papavassiliou
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Date Posted: April 11, 2016
Accepted Paper Series

Incl. Electronic Paper Analysis of the Structural Changes in Household Debt Distributions by Householder Age in Korea and in the US
KDI Journal of Economic Policy 2015, 37(4): 21–54,
JISEOB KIM
Korea Development Institute (KDI)
Date Posted: April 11, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Two-Way Exclusion Restrictions in Models with Heterogeneous Treatment Effects
Ismael Mourifie and Yuanyuan Wan
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: April 11, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Robust and Optimal Estimation for Partially Linear Instrumental Variables Models with Partial Identification
Qihui Chen
University of California, San Diego (UCSD)
Date Posted: April 06, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Nonparametric Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity
CAEPR Working Paper No. 002-2016

Date Posted: April 01, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide
Cowles Foundation Discussion Paper No. 2032
Xiaohong Chen and Yin Jia Jeff Qiu
Yale University - Cowles Foundation and Yale University, Department of Economics, Students
Date Posted: March 30, 2016
Working Paper Series
42 downloads

Probability as the Criteria of Locality of Association in Interpolation in Time Dimension
Pijush Gope
Independent
Date Posted: March 30, 2016
Working Paper Series

Incl. Electronic Paper Model Prediksi Financial Distress Perusahaan Real Estate Dan Property Yang Go Public Dengan Metode Binary Logistic (Financial Distress Prediction Model for Go Public-Real Estate and Property Companies Using Binary Logistic Method)
Jurnal Survey dan Penilaian Properti, Direktorat Jenderal Pajak, Kementerian Keuangan, Vlume 60, Tahun 2015, Halaman 36-52
Puput Waryanto
Financial Education and Training Agency, Ministry Of Finance, Republic of Indonesia
Date Posted: March 27, 2016
Last Revised: March 29, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: March 26, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching
USC-INET Research Paper No. 16-12
Bryan S. Graham , Guido W. Imbens and Geert Ridder
University of California, Berkeley - Department of Economics , Stanford Graduate School of Business and University of Southern California
Date Posted: March 24, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Nonparametric Two-Step Sieve M Estimation and Inference
USC-INET Research Paper No. 16-07
Jinyong Hahn , Zhipeng Liao and Geert Ridder
University of California, Los Angeles , University of California, Los Angeles (UCLA) and University of Southern California
Date Posted: March 23, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variable
USC-INET Research Paper No. 16-09
Jinyong Hahn and Geert Ridder
University of California, Los Angeles and University of Southern California
Date Posted: March 23, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Estimation and Inference in an Ecological Inference Model
Yanqin Fan , Robert P. Sherman and Matthew Shum
University of Washington - Department of Economics , California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Date Posted: March 22, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Acute Health Shocks and Labour Market Outcomes
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 9
Andrew M. Jones , Nigel Rice and Francesca Zantomio
University of York - Department of Economics and Related Studies , University of York - Derwent College and Ca Foscari University of Venice
Date Posted: March 21, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Bayesian Nonparametric Conditional Copula Estimation of Twin Data
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 8
Luciana Dalla Valle , Fabrizio Leisen and Luca Rossini
University of Milan - Department of Economics, Business and Statistics , University of Kent, Canterbury and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: March 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Productivity of Top Researchers: A Semi-Nonparametric Approach
Center for Research in Economics and Finance (CIEF), Working Papers, No. 16-05
Lina M. Cortes , Javier Perote and Andrés Mora-Valencia
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , University of Salamanca and Universidad de los Andes, Colombia - School of Management
Date Posted: March 20, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Testing the Quantal Response Hypothesis
Emerson Melo , Kirill Pogorelskiy and Matthew Shum
Indiana University Bloomington , University of Warwick - Department of Economics and California Institute of Technology
Date Posted: March 17, 2016
Last Revised: April 16, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Semiparametric Estimation of Dynamic Discrete Choice Models
Nicholas Buchholz , Matthew Shum and Haiqing Xu
University of Texas at Austin , California Institute of Technology and University of Texas at Austin - Department of Economics
Date Posted: March 17, 2016
Last Revised: April 16, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity
Xiaoxia Shi and Matthew Shum
University of Wisconsin - Madison and California Institute of Technology
Date Posted: March 17, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Idiosyncratic Risk and Stock Returns: A Quantile Regression Approach
Proceedings of the 5th Economics & Finance Conference, Miami, pp. 3-11, 2016
Tariq Aziz and Valeed Ahmad Ansari
Aligarh Muslim University (AMU) - Department of Business Administration and Aligarh Muslim University (AMU) - Department of Business Administration
Date Posted: March 15, 2016
Accepted Paper Series
25 downloads

Incl. Electronic Paper Nonparametric versus Parametric Expected Shortfall
Doug Martin and Shengyu Zhang
University of Washington - Department of Applied Mathematics and HomeStreet Bank
Date Posted: March 15, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper A Marked Cox Model for the Number of IBNR Claims: Estimation and Application
Andrei L Badescu , X. Sheldon Lin and Dameng Tang
University of Toronto - Department of Statistics , University of Toronto
Date Posted: March 14, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Semiparametrically Optimal Hybrid Rank Tests for Unit Roots
Bo Zhou , Ramon Van den Akker and Bas J. M. Werker
Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 12, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Historical Urban Growth in Europe (1300–1800)
IEB Working Paper N. 2016/08
Rafael González-Val
University of Zaragoza - Faculty of Business and Economics
Date Posted: March 12, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Capital Pricing in Margin Periods of Risk and Repo KVA
Wujiang Lou
HSBC
Date Posted: March 11, 2016
Last Revised: March 15, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
Jun Ma , Vadim Marmer and Artyom A. Shneyerov
Renmin University of China , University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Department of Economics
Date Posted: March 11, 2016
Last Revised: March 17, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Welfare Dynamics Measurement: Two Definitions of a Vulnerability Line and Their Empirical Application
Review of Income and Wealth, Forthcoming
Hai-Anh Dang and Peter F. Lanjouw
World Bank - Development Research Group (DECRG) and World Bank - Development Research Group (DECRG)
Date Posted: March 10, 2016
Last Revised: March 18, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Personality Traits and the Evaluation of Start-Up Subsidies
CESifo Working Paper Series No. 5733
Marco Caliendo , Steffen Künn and Martin Weißenberger
University of Potsdam , University of Potsdam and University of Potsdam
Date Posted: March 07, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Value of a Law Degree by College Major
Access Group Center for Research & Policy Analysis Research Paper No. 16-03, Seton Hall Public Law Research Paper
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: March 07, 2016
Last Revised: March 24, 2016
Working Paper Series
225 downloads

Incl. Electronic Paper Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation
IZA Discussion Paper No. 9782
Gerard J. van den Berg , Petyo Bonev and Enno Mammen
VU University Amsterdam - Department of Economics , Mines-Paristech and
Date Posted: March 07, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
Chicago Booth Research Paper No. 16-06
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: March 07, 2016
Last Revised: April 12, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper Hidden Markov Structures for Dynamic Copulae
Wolfgang K. Härdle , Ostap Okhrin and Weining Wang
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin
Date Posted: March 02, 2016
Working Paper Series
4 downloads


 

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