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Econometrics eJournal, Archives of Vols. 1-15, 1996-2008
1,580,448 Total downloads
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Showing Papers 1 - 50 of 8,913
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The Effectiveness of Simple Decision Heuristics: A Case Study of Experts' Forecasts of the Commercial Success of Early-Stage Ventures
Thomas B. Astebro and
Samir Elhedhli
Date Posted: March 03, 2013296 downloads
Empirical Tests for Stochastic Dominance Efficiency Journal of Finance, Vol. 58, pp. 1905-1932, October 2003
Thierry Post
Date Posted: January 31, 2012
Averaged Periodogram Spectral Estimation with Long Memory Conditional Heteroscedasticity Journal of Time Series Analysis
Marc Henry
Date Posted: December 09, 2011
Optimisation of Complex Financial Models Using Nature-Inspired Techniques
Nikos S. Thomaidis ,
George D. Dounias
,
Magdalene Marinaki
and
Ioannis Marinakis
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: June 23, 2011Last Revised: January 31, 2012361 downloads
Currency Derivatives and Exchange Rate Forecastability Financial Analysts Journal, Vol. 63, No. 4, pp. 72-78, July/August 2007
Shinhua Liu
Date Posted: September 09, 2010
A Logical Analysis of Banks’ Financial Strength Ratings
Peter L. Hammer
,
Alexander Kogan
and
Miguel Lejeune
Date Posted: August 31, 2010257 downloads
The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches
Fathi Abid ,
Mourad Mroua
and
Wing-Keung Wong
Date Posted: February 08, 2010Last Revised: February 15, 2010412 downloads
A Unified Approach to Portfolio Optimization with Linear Transaction Costs Bodoe Graduate School of Business Working Paper No. 3/2004
Valeriy Zakamulin
Date Posted: February 04, 2010Last Revised: February 08, 2010153 downloads
Are Retail S&P 500 Index Funds a Financial Commodity? Insights for Investors
John A. Haslem ,
H. Kent Baker and
David M. Smith
Date Posted: September 08, 2009Last Revised: September 29, 20125 downloads
Stochastic Mortality Under Measure Changes
Enrico Biffis
,
Michel Denuit
and
Pierre Devolder
Date Posted: June 22, 2009Last Revised: February 13, 2010582 downloads
The Openness Growth Monitoring Model (OGM-Model) Journal of Policy Modeling, Vol. 28, No. 3, pp. 235-246, April 2006
Mario Arturo Ruiz Estrada and
Su-Fei Yap
Date Posted: February 27, 2009
A Stochastic Extension of the Miller-Modigliani Framework Mathematical Finance, Vol. 1, No. 4, pp. 57-76, October 1991
John P. Lehoczky ,
N. A. Derzko and
Suresh Sethi
Date Posted: January 20, 2009Last Revised: February 22, 2010
Financial Data and the Skewed Generalized T Distribution Management Science, Vol. 44, pp. 1650-1661, December 1998
Panayiotis Theodossiou
Date Posted: October 27, 20081125 downloads
The Market Reaction to Banks' Overseas Listing: Evidence from American Depositary Receipts Journal of Financial Decision Making, Vol. 5, No. 2, December 2009
Abed Al-Nasser Abdallah
,
Wissam Abdallah
and
Yu Zhu
Date Posted: October 19, 2008Last Revised: May 05, 201370 downloads
Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis 21st Australasian Finance and Banking Conference 2008 Paper
Eva A. Benz
and
Jördis Hengelbrock
Date Posted: September 10, 2008354 downloads
Impact of IFRS Transition Complexity on Audit and Non-Audit Fees: Evidence from Small and Medium-Sized Listed Companies in Finland
Hannu J. Schadewitz and
Markku J. Vieru
Date Posted: September 01, 2008Last Revised: May 20, 2009851 downloads
Copula Based Martingale Processes and Financial Prices Dynamics
Umberto Cherubini
,
Sabrina Mulinacci and
Silvia Romagnoli
Date Posted: July 17, 2008205 downloads
Are Retail S&P 500 Index Funds a Financial Commodity? Insights for Investors Financial Services Review, Vol. 15, No. 2, pp., 99-116, Summer 2006
John A. Haslem ,
H. Kent Baker and
David M. Smith
Date Posted: July 14, 2008Last Revised: October 15, 201261 downloads
Jackknifing Stock Return Predictions FRB International Finance Discussion Paper No. 932
Ben Chiquoine
and
Erik Hjalmarsson
Date Posted: June 27, 2008149 downloads
Escape Dynamics: A Continuous-Time Approximation CERGE-EI Working Paper Series No. 285
Dmitri Kolyuzhnov
,
Anna Bogomolova
and
Sergey Slobodyan
Date Posted: June 25, 200821 downloads
Indeterminacy and Stability in a Modified Romer Model: A General Case CERGE-EI Working Paper Series No. 284
Sergey Slobodyan
Date Posted: June 25, 200824 downloads
Modeling and Forecasting Jakarta Stock Exchange: Stock Market Volatility
Erie Febrian
and
Aldrin Herwany
Date Posted: June 25, 2008199 downloads
Non-Parametric Analysis of Technical Efficiency: Factors Affecting Efficiency of West Java Rice Farms CERGE-EI Working Paper Series No. 286
František Brázdik
Date Posted: June 25, 2008117 downloads
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach CREATES Research Paper No. 2008-15
Jie Zhu
Date Posted: June 25, 2008137 downloads
Volatility Model For Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix Economic Journal, University of Padjadjaran, March, 2006
Erie Febrian
and
Aldrin Herwany
Date Posted: June 25, 2008Last Revised: August 17, 2010201 downloads
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model CREATES Research Paper No. 2007-10
Bent Jesper Christensen ,
Morten Ørregaard Nielsen and
Jie Zhu
Date Posted: June 24, 200854 downloads
A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures Journal of Econometrics, Vol. 160, Issue 1, pp. 176-189, January 2011, CREATES Research Paper 2007-14
Torben G. Andersen ,
Tim Bollerslev and
Xin Huang
Date Posted: June 23, 2008Last Revised: January 07, 2012213 downloads
Agricultural Price Volatiltiy Spillover Effects: The Case Of Greece European Review of Agricultural Economics, Vol. 30, Iss. 3, pp. 389-406, 2006
Nicholas Apergis
and
Anthony N. Rezitis
Date Posted: June 23, 200859 downloads
Agricultural Productivity Convergence Across Europe and the United States of America Applied Economics Letters, Vol. 12, 2005
Anthony N. Rezitis
Date Posted: June 23, 2008
Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices Applied Economics Letters, Vol. 10, No. 6, 2003
Anthony N. Rezitis
Date Posted: June 23, 2008
Measuring Technical Efficiency in the Greek Agricultural Sector Applied Economics, Vol. 34, No. 11, 2002
Anthony N. Rezitis ,
Kostas Tsiboukas
and
Stauros Tsoukalas
Date Posted: June 23, 200894 downloads
Optimal Inference for Instrumental Variables Regression with Non-Gaussian Errors CREATES Research Paper 2007-11
Matias D. Cattaneo
,
Richard K. Crump and
Michael Jansson
Date Posted: June 23, 200816 downloads
Pricing Options on the Dax - An Empirical Investigation
Rene Reinsberg
Date Posted: June 23, 2008179 downloads
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis CREATES Research Paper 2007-12
Michael Jansson
Date Posted: June 23, 200813 downloads
Testing for Bubbles in Housing Markets: A Panel Data Approach CERGE-EI Working Paper No. 338
Vyacheslav Mikhed
and
Petr Zemcik
Date Posted: June 23, 2008170 downloads
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
Thomas Busch ,
Bent Jesper Christensen and
Morten Ørregaard Nielsen
Date Posted: June 23, 2008275 downloads
Using Trades to Estimate Sequential Trade Models
Stefan Kokot
Date Posted: June 23, 2008183 downloads
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
Bent Jesper Christensen ,
Morten Ørregaard Nielsen and
Jie Zhu
Date Posted: June 22, 200869 downloads
The Age Profile of Income and the Burden of Unfunded Transfers in Four Countries: Evidence from the Luxembourg Income Study
Gary Burtless
Date Posted: June 22, 200823 downloads
The Role of Policy Rule Misspecification in Monetary Policy Inertia Debate CERGE-EI Working Paper No. 315
Jirí Podpiera
Date Posted: June 22, 200810 downloads
Using Theory for Measurement: An Analysis of the Behaviour of the Underground Economy Aarhus University Economics Paper No. 2005-19
Francesco Busato ,
Bruno Chiarini and
Vincenzo di Maro
Date Posted: June 19, 200868 downloads
A Danish Profiling System Univ. of Aarhus Economics Working Paper No. 2004-13
Michael Rosholm ,
Michael Svarer and
Bo Hammer
Date Posted: June 18, 200816 downloads
A Regime Switching Long Memory Model for Electricity Prices University of Aarhus Economics Working Paper No. 2004-02
Niels Haldrup and
Morten Ørregaard Nielsen
Date Posted: June 18, 2008116 downloads
Aid Effectiveness on Growth Aarhus University Economics Paper No. 2005-13
Chris (Hristos) Doucouliagos and
Martin Paldam
Date Posted: June 18, 200877 downloads
Automatic Stabilizers in an Economy with Multiple Shocks Univ. of Aarhus Economics Working Paper No. 2004-03
Morten Spange
Date Posted: June 18, 200824 downloads
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data Aarhus University Economics Paper No. 2005-03
Niels Haldrup ,
Svend Hylleberg ,
Gabriel Pons ,
Jaume Rossello
and
Andreu Sansó
Date Posted: June 18, 20089 downloads
Conditional Aid Effectiveness Aarhus University Economics Paper No. 2005-14
Chris (Hristos) Doucouliagos and
Martin Paldam
Date Posted: June 18, 200865 downloads
Conditionality, Commitment and Investment Response in LDCS
Mariarosaria Agostino
Date Posted: June 18, 200810 downloads
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices Aarhus University Economics Paper No. 2005-18
Niels Haldrup and
Morten Ørregaard Nielsen
Date Posted: June 18, 200833 downloads
Estimating the Threat Effect of Active Labour Market Programmes Univ. of Aarhus Economics Working Paper No. 2004-06
Michael Rosholm and
Michael Svarer
Date Posted: June 18, 200829 downloads
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