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300,410 Total downloads for all papers in this Publisher / Journal
Records 1 - 20 of 2234 matches
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An Examination of the Role of Time and its Impact on Price Revision ECU Working Paper Series
Shelton Peiris , David E. Allen and Wenling Joey Yang
University of Sydney - School of Mathematics and Statistics , Edith Cowan University - School of Finance and Business Economics and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted:
Last Revised: August 25, 2006
Working Paper Series
336 downloads
Multi-Step Forecasting in the Presence of Weak TrendsOxford Economic Working Paper Series No. 2004-212
Guillaume Chevillon
ESSEC Business School
Date Posted:
Last Revised: August 23, 2008
Working Paper Series
72 downloads
Intra-Daily Variations in Volatility and Transaction Costs in the Credit Default Swap MarketAndras Fulop and Laurence Lescourret
affiliation not provided to SSRN and ESSEC Business School
Date Posted: November 21, 2009
Last Revised: November 21, 2009
Working Paper Series
2 downloads
Regime-Switching Models for Electricity Spot Prices: Introducing Heteroskedastic Base Regime Dynamics and Shifted Spike DistributionsIEEE Conference Proceedings, 6th International Conference on the European Energy Market, May 2009
Joanna Janczura and Rafal Weron
Hugo Steinhaus Center and Wroclaw University of Technology - Institute of Organization and Management
Date Posted: November 21, 2009
Last Revised: November 21, 2009
Accepted Paper Series
2 downloads
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
Ai Jun Hou and Sandy Suardi
Economic department, Lund University and University of Melbourne
Date Posted: November 20, 2009
Last Revised: November 23, 2009
Working Paper Series
Structural Time Series Models and the Kalman Filter: A Concise ReviewFEUNL Working Paper No. 541
João Tovar Jalles
University of Cambridge
Date Posted: November 20, 2009
Last Revised: November 20, 2009
Working Paper Series
2 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
International Stock Return Predictability: What is the Role of the United States?David Rapach , Jack Strauss and Guofu Zhou
Saint Louis University - John Cook School of Business , Saint Louis University - Department of Economics and Washington University, St. Louis - John M. Olin School of Business
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
12 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 Relationship between the Volatility of Returns and the Number of Jumps in Financial MarketsÁlvaro Cartea and Dimitrios Karyampas
Universidad Carlos III de Madrid - Department of Business Administration and University of London - Birkbeck College
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
28 downloads
Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic VariablesDIW Berlin Discussion Paper No. 946
Konstantin A. Kholodilin , Maximilian Podstawski , Boriss Siliverstovs and Constantin Bürgi
German Institute for Economic Research (DIW Berlin) , affiliation not provided to SSRN , German Institute for Economic Research (DIW Berlin) - Department of International Economics and affiliation not provided to SSRN
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
14 downloads
What Drives Personal Consumption? The Role of Housing and Financial WealthECB Working Paper No. 1117
Jiri Slacalek
European Central Bank (ECB)
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
1 downloads
Analysis on Gold and US Dollar in Vietnam's Transitional EconomyWorking Paper Centre Emile Bernheim WP-CEB No. 04/033
Quan-Hoang Vuong
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: November 15, 2009
Last Revised: November 15, 2009
Working Paper Series
10 downloads
Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modlehaibin Xie , Guohua Zou and Shouyang Wang
affiliation not provided to SSRN , Chinese Academy of Sciences - Academy of Mathematics and Systems Science and Chinese Academy of Sciences (CAS) - Center for Forecasting Science
Date Posted: November 15, 2009
Last Revised: November 15, 2009
Working Paper Series
9 downloads
A Stable Model for Euro Area Money Demand: Revisiting the Role of WealthECB Working Paper No. 1111
Andreas Beyer
European Central Bank (ECB)
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
5 downloads
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and TaiwanChia-Lin Chang and Michael McAleer
National Chung Hsing University - Department of Applied Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
49 downloads
Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels Versus Logs of the Underlying Price IndexEUI Max Weber Programme Working Paper No. 2009/37
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
8 downloads
The Role of Log Transformation in Forecasting Economic VariablesEuropean University Institute Max Weber Programme Working Paper No. MWP 2009/6
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
21 downloads
Impact of Derivatives on Stock MarketIndian Finance Summit, January 2009
Ravi Agarwal , Shiva Kumar , Wasif Mukhtar and Hemanth Abar
BIMTECH , Birla Institute of Management Technology (BIMTECH) , Birla Institute of Management Technology and affiliation not provided to SSRN
Date Posted: November 12, 2009
Last Revised: November 13, 2009
Accepted Paper Series
21 downloads
Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative InterpretationYuriy Gorodnichenko and Olivier Coibion and
University of California, Berkeley - Department of Economics , University of Michigan at Ann Arbor - Department of Economics and College of William and Mary
Date Posted: November 10, 2009
Last Revised: November 10, 2009
Working Paper Series
9 downloads
Records 1 - 20 of 2234 matches
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