Access eLibrary by SSRN eLibrary Statistics: Papers & Authors: Abstracts: 261,316 Full Text Papers: 214,561 Authors: 127,229 Papers Received in   Last 6 months: 28,191 Paper Downloads: To date: 32,067,891 Last 12 months: 7,795,787 Last 30 days: 741,488 CiteReader:  What's this? Papers with   Resolved   References: 153,258 Total References: 5,401,258 Papers with Cites: 133,547 Total Citation   Links: 3,365,691 Papers with   Resolved   Footnotes: 39,480 Total Footnotes: 4,680,520 Feedback to SSRN (Beta) What type of feedback would you like to send? please choose one   Problem   Suggestion   Compliment   Comment [enter your comments here] Feedback to SSRN (Beta)

Records 1 - 20 of 1073 matches
[ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 | Next ]

eDocument is available from the SSRN eLibrary for free
eDocument is available, fee may apply

Date Posted:
Last Revised: August 23, 2008
Working Paper Series
72 downloads

Are the Probabilities Right? New Calibration Tests
Andreas Bloechlinger
Cantonal Bank of Zurich
Date Posted: November 21, 2009
Last Revised: November 21, 2009
Working Paper Series
7 downloads

Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
CREATES Research Paper 2009-54
Tue Gørgens and Allan Wurtz
Australian National University - Research School of Social Sciences (RSSS) and University of Aarhus - Department of Economics
Date Posted: November 20, 2009
Last Revised: November 20, 2009
Working Paper Series
1 downloads

How Much Nominal Rigidity is There in the Us Economy? Testing a New Keynesian DSGE Model Using Indirect Inference
CEPR Discussion Paper No. DP7537
Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University Business School , Cardiff University Business School and University of York (UK) - Department of Economics and Related Studies
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series

The 'Puzzles' Methodology: En Route to Indirect Inference?
CEPR Discussion Paper No. DP7539
Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University Business School , Cardiff University Business School and University of York (UK) - Department of Economics and Related Studies
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series

Risk Price Dynamics
NBER Working Paper No. w15506
Jaroslav Borovička , Lars Peter Hansen , Mark Hendricks and Jose A. Scheinkman
University of Chicago - Department of Economics , University of Chicago - Department of Economics , University of Chicago - Department of Economics and Princeton University - Department of Economics
Date Posted: November 17, 2009
Last Revised: November 23, 2009
Working Paper Series
4 downloads

Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors
ECB Working Paper No. 1115
Lucia Alessi , Matteo Barigozzi and Marco Capasso
European Central Bank (ECB) , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and University of Utrecht
Date Posted: November 16, 2009
Last Revised: November 16, 2009
Working Paper Series
3 downloads

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 29
Barbara Rossi , Alastair Hall , Atsushi Inoue and James M. Nason
Duke University - Department of Economics , University of Manchester , North Carolina State University - Department of Agricultural & Resource Economics and Federal Reserve Bank of Atlanta
Date Posted: November 13, 2009
Last Revised: November 17, 2009
Accepted Paper Series
13 downloads

SHEQing the Potential Holistically for Power
Proceedings of National Conference on Problems Practices and Prospecrs in Power Distribution System Operation and Control, Excel India Publishers, at India, 2009
Ritika Rani Thareja and Priyavrat Thareja
BBSB College of Engineering & Technology and Punjab Engineering College
Date Posted: November 5, 2009
Last Revised: November 10, 2009
Working Paper Series
3 downloads

The Accuracy of Predicted Wages of the Non-Employed And Implications for Policy Simulations From Structural Labour Supply Models
Robert V. Breunig and Joseph Mercante
Australian National University, Research School of Social Sciences (RSSS) - Economics Program and Australian Treasury
Date Posted: November 5, 2009
Last Revised: November 5, 2009
Working Paper Series
5 downloads

A Value-at-Risk Analysis of VIX Futures Long Memory, Heavy Tails, and Asymmetry
Bujar Huskaj
Lund University
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
16 downloads

Use of Mathematical Models of the Interest Rate Processes for the Analysis of Yield Time Series
Natalia Ilieva
affiliation not provided to SSRN
Date Posted: November 3, 2009
Last Revised: November 3, 2009
Working Paper Series
14 downloads

Some Statistical Tests and Experiments for Correlation of Financial Series
Nikolai Dokuchaev
Trent University - Department of Mathematics
Date Posted: November 2, 2009
Last Revised: November 4, 2009
Working Paper Series
20 downloads

Are International Equity Market Returns Predictable?
Sungju Chun
Boston University - Department of Economics
Date Posted: October 30, 2009
Last Revised: October 30, 2009
Working Paper Series
22 downloads

Realized Volatility and Multipower Variation
CREATES Research Paper 2009-49
Torben G. Andersen and Viktor Todorov
Northwestern University - Kellogg School of Management and Northwestern University
Date Posted: October 29, 2009
Last Revised: October 29, 2009
Working Paper Series
10 downloads

Model Selection Testing for Diffusion Processes with Applications to Interest Rate and Exchange Rate Models
Hwan-sik Choi , Minsoo Jeong and Joon Y. Park
Texas A&M University - Department of Economics , Indiana University Bloomington - Department of Economics and Texas A&M University
Date Posted: October 24, 2009
Last Revised: October 24, 2009
Working Paper Series
9 downloads

Expected Returns and Volatility of Fama-French Factors
Charles A. Dice Center Working Paper No. 2009-17, Fisher College of Business Working Paper No. 2009-03-017
Fousseni Chabi-Yo
The Ohio State University
Date Posted: October 22, 2009
Last Revised: October 22, 2009
Working Paper Series
60 downloads

Asymptotic Distribution-Free Diagnostic Tests for Heteroskedastic Time Series Models
Center for Applied Economics and Policy Research Paper No. 019-2009
Juan Carlos Escanciano
Indiana University Bloomington - Department of Economics
Date Posted: October 21, 2009
Last Revised: October 21, 2009
Working Paper Series
5 downloads

Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
CESifo Working Paper Series No. 2820
Sasa Zikovic and Randall K. Filer
Faculty of Economics Rijeka and City University of New York, CUNY Hunter College - Department of Economics
Date Posted: October 21, 2009
Last Revised: October 21, 2009
Working Paper Series
19 downloads

Uncertainty of Multiple Period Risk Measures
University of Umea Economic Studies Paper No. 768
Carl Lönnbark and
Swedbank and University of Umea
Date Posted: October 18, 2009
Last Revised: October 25, 2009
Working Paper Series

Records 1 - 20 of 1073 matches
[ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 | Next ]

© 2009 Social Science Electronic Publishing, Inc. All Rights Reserved. Terms of Use  Privacy Policy
This page was served by apollo4 in 0.703 seconds.