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204,238 Total downloads for all papers in this Publisher / Journal
Records 1 - 20 of 1175 matches
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Quantile Filtering and LearningMichael S. Johannes , Nick Polson and Seung Min Yae
Columbia University - Columbia Business School , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 21, 2009
Last Revised: November 21, 2009
Working Paper Series
4 downloads
Sequential Inference for Nonlinear Models using Slice VariablesMichael S. Johannes , Nick Polson and Seung Min Yae
Columbia University - Columbia Business School , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 21, 2009
Last Revised: November 21, 2009
Working Paper Series
4 downloads
Forecasting Long Memory Time Series Under a Break in PersistenceCREATES Research Paper 2009-53
Philipp Sibbertsen and Robinson Kruse
University of Hannover and University of Aarhus
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
3 downloads
Bootstrap Confidence Bands for Forecast PathsAnna Staszewska-Bystrova
University of Lodz, Department of Economics and Sociology, Chair of Econometric Models and Forecasts
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
16 downloads
Comparison of Historical and Parametric Value-at-Risk MethodologiesPéter Dobránszky
Finalyse SA
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
5 downloads
Jump-Robust Volatility Estimation Using Nearest Neighbor TruncationTorben G. Andersen , Dobrislav Dobrev , Ernst Schaumburg and University of Aarhus Economics Working Paper Series
Northwestern University - Kellogg School of Management , affiliation not provided to SSRN , Northwestern University - Kellogg School of Management , School of Economics and Management and CREATES Research Papers
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
8 downloads
The Optimal Method for Pricing Bermudan Options by SimulationAlfredo Ibanez and Carlos Velasco
Caja Madrid and Universidad Carlos III de Madrid - Department of Economics
Date Posted: November 18, 2009
Last Revised: November 19, 2009
Working Paper Series
12 downloads
Bilateral Counterparty Risk Valuation for Interest-Rate Products: Impact of Volatilities and CorrelationsDamiano Brigo , Andrea Pallavicini and Vasileios Papatheodorou
Fitch Solutions , Banca Leonardo and Fitch Solutions
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
9 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
Logit Models of Demand: A Word of Caution on the Market Potential AssumptionChristian Rojas and Dongling Huang
University of Massachusetts at Amherst and Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
8 downloads
Statistical Evaluation of Biofuel Role in Land Use Change
Kobi Ako Abayomi , Valerie Thomas and Dexin Luo
Georgia Institute of Technology - School of Industrial and Systems Engineering , Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology - School of Industrial and Systems Engineering
Date Posted: November 13, 2009
Last Revised: November 23, 2009
Working Paper Series
DCF Valuation of a Firm: A Case for Application of Monte Carlo SimulationWasif Mukhtar and Ravi Agarwal
Birla Institute of Management Technology and BIMTECH
Date Posted: November 7, 2009
Last Revised: November 7, 2009
Working Paper Series
47 downloads
Some Statistical Tests and Experiments for Correlation of Financial SeriesNikolai Dokuchaev
Trent University - Department of Mathematics
Date Posted: November 2, 2009
Last Revised: November 4, 2009
Working Paper Series
20 downloads
The Influence of Conflict on the Demand for Education in the Basque RegionDIW Berlin Discussion Paper No. 927
Olaf J. de Groot and Idil Göksel
Bocconi University and affiliation not provided to SSRN
Date Posted: October 31, 2009
Last Revised: November 2, 2009
Working Paper Series
1 downloads
Dynamic Hedging and Extreme Asset Co-MovementsDenitsa Stefanova
VU University Amsterdam
Date Posted: October 28, 2009
Last Revised: October 28, 2009
Working Paper Series
22 downloads
Dynamic Correlation Hedging in Copula Models for Portfolio SelectionParis December 2009 Finance International Meeting
Denitsa Stefanova and Redouane Elkamhi
VU University Amsterdam and University of Iowa - Henry B. Tippie College of Business
Date Posted: October 26, 2009
Last Revised: October 26, 2009
Working Paper Series
71 downloads
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel EvidenceCESifo Working Paper Series No. 2819
Guglielmo Maria Caporale , Thouraya Hadj Amor and Christophe Rault
London South Bank University , University of Tunis , Universite D'Orleans (France) and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: October 21, 2009
Last Revised: October 21, 2009
Working Paper Series
8 downloads
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging CountriesWilliam Davidson Institute Working Paper No. 970, DIW Berlin Discussion Paper No. 941
Christophe Rault , Thouraya Hadj Amor and Guglielmo Maria Caporale and
Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE) , Universite D'Orleans (France) , University of Tunis and London South Bank University
Date Posted: October 17, 2009
Last Revised: November 5, 2009
Working Paper Series
6 downloads
Stationarity of Time Series and the Problem of Spurious RegressionEduard Baumohl and Stefan Lyocsa
University of Economics, Bratislava - Faculty of Business Economics and University of Economics, Bratislava - Faculty of Business Economics
Date Posted: October 16, 2009
Last Revised: November 2, 2009
Working Paper Series
7 downloads
Withdrawal Rate Strategies for Retirement Portfolios: Preventive Reductions and Risk ManagementJohn B. Mitchell
Central Michigan University - Department of Finance and Law
Date Posted: October 16, 2009
Last Revised: October 25, 2009
Working Paper Series
60 downloads
Records 1 - 20 of 1175 matches
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