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489,519
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69,683
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SSRN eLibrary Search Results
JEL Code: C19
59,532 Total downloads
Showing Papers 1 - 50 of 243
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A CDO Option Market Model for Standardized CDS Index Tranches
Jochen Dorn
ASB, Aarhus University
Date Posted: May 29, 2008
Last Revised: May 03, 2010
Working Paper Series
362 downloads
A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance
CENTER Working Paper No. 9660
J.R. Magnus and
J. Durbin
Tilburg University, CentER
and
London School of Economics & Political Science (LSE)
Date Posted: October 22, 1996
Working Paper Series
A Classification and Regression Tree (CART) to Analyse Cruisers’ Expenditure Pattern and Perception in a Port of Call
Juan Gabriel Brida ,
Manuela Pulina
,
Eugenia Maria Miranda Riaño
and
Sandra Zapata-Aguirre
Free University of Bolzano
,
University of Sassari - Faculty of Economics (DEIR) - CRENoS
,
Free University of Bolzano
and
I.U. Colegio Mayor de Antioquia
Date Posted: August 27, 2010
Working Paper Series
59 downloads
A Comparative Study between the Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using its Weights and the Classical Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using the Real Values of its Components
Conference Book's Papers, 2008
Ciprian Ionel Turturean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Accepted Paper Series
28 downloads
A Formative Model for Measuring Customer Satisfaction with a Degree Course
UNIMI Economics Working Paper No. 23.2003
Francesca De Battisti and
Giovanna Nicolini
Universita degli Studi di Milano - Dipartimento Economia Politica e Aziendale - Sezione di Statistica e Matematica
and
Universita degli Studi di Milano
Date Posted: January 14, 2005
Working Paper Series
690 downloads
A Formula for the Quantiles of Mixtures of Distributions with Disjoint Supports
Giuseppe Castellacci
NYU
Date Posted: May 10, 2012
Last Revised: May 14, 2012
Working Paper Series
72 downloads
A Generalized Method of Moments Estimator for a Spatial Model with Moving Average Errors, with Application to Real Estate Prices
Bernard Fingleton
affiliation not provided to SSRN
Date Posted: April 27, 2006
Working Paper Series
127 downloads
A Mathematical Approach to the Study of the United States Code
Physica A, Vol. 389, 2010
Michael James Bommarito II and
Daniel Martin Katz
Bommarito Consulting, LLC
and
Michigan State University - College of Law
Date Posted: March 29, 2010
Last Revised: August 02, 2012
Accepted Paper Series
365 downloads
A Mixed Model for Double Checking Fallible Auditors
CentER Discussion Paper No. 2004-82
Vera Raats
,
J.J.A. Moors
and
B. B. van der Genugten
University College London
,
affiliation not provided to SSRN
and
Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: October 21, 2004
Working Paper Series
54 downloads
A Multivariate FGD Technique to Improve VaR Computation in Equity Markets
Francesco Audrino
and
Giovanni Barone-Adesi
University of St. Gallen
and
Swiss Finance Institute at the University of Lugano
Date Posted: January 15, 2003
Working Paper Series
236 downloads
A Nonlinear Gauss-Seidel Algorithm for Inference About GLMM
Computational Statistics, Vol. 15, Issue 2, 2000
Jiming Jiang
Case Western Reserve University - Department of Statistics
Date Posted: September 27, 2000
Accepted Paper Series
A Note on the Dual Scaling of Dominance Data and its Relationship to Correspondence Analysis
UPF Economics and Business Working Paper No. 430
Michael Greenacre and
Anna Torres
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: May 01, 2000
Working Paper Series
110 downloads
A Note on the Link between Asymmetric Risk and Shortfall Risk
Ba M. Chu
Carleton University
Date Posted: October 03, 2008
Working Paper Series
113 downloads
A Note on the Malliavin Differentiability of the Heston Volatility
Elisa Alos
and
Christian-Oliver Ewald
University of Pompeu Fabra - Department of Economics
and
University of Glasgow
Date Posted: November 15, 2005
Working Paper Series
343 downloads
A Plea for More Aggregation: The Looming Threat to Empirical Legal Scholarship
John F. Pfaff
Fordham University School of Law
Date Posted: July 18, 2010
Working Paper Series
59 downloads
A Scaling Algorithm for Multicommodity Flow Problems
Rina R. Schneur and
James B. Orlin
PTCG, Inc.
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 25, 1998
Working Paper Series
A Sectoral Taxonomy of Educational Intensity
Journal of Applied Economics and Economic Policy, 2007
Michael R. Peneder
Austrian Institute of Economic Research (WIFO)
Date Posted: February 26, 2007
Accepted Paper Series
59 downloads
A Simple Model of Credit Contagion
EFA 2004 Maastricht Meetings
Markus Leippold ,
Daniel Egloff
and
Paolo Vanini
University of Zurich - Department of Banking and Finance
,
QuantAlea GmbH
and
Zurich Cantonal Bank
Date Posted: January 05, 2004
Last Revised: December 18, 2008
Working Paper Series
1844 downloads
A Stochastic Dominance Approach to Spanning
ERIM Report Series Reference No. ERS-2002-01-F&A
Thierry Post
Koc University - Graduate School of Business
Date Posted: August 26, 2006
Working Paper Series
76 downloads
A Survey of the Literature on Hedge Fund Performance
Walter Géhin
EDHEC Business School - EDHEC Risk and Asset Management Research Centre
Date Posted: December 04, 2004
Working Paper Series
1315 downloads
A Theoretical Framework for Conducting Multi-Level Studies of Complex Social Systems With Agent-Based Models and Empirical Data
Chih-Chun Chen
French National Center for Scientific Research (CNRS)
Date Posted: June 19, 2013
Working Paper Series
2 downloads
Advantages of Non-Normality in Testing Cointegration Rank
Date Posted: February 25, 2013
Working Paper Series
9 downloads
Agglomeration within and between Regions: Two Econometric Based Indicators
Bank of Italy, Temi di Discussione, Working Paper No. 674
Valter Di Giacinto
and
Marcello Pagnini
Bank of Italy
and
Bank of Italy
Date Posted: July 15, 2008
Working Paper Series
59 downloads
An Approximation of the Interval Availability Distribution
Probability in the Engineering and Informational Sciences 11, 451-467, 1997.
M.A.J. Smith
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: January 22, 1998
Accepted Paper Series
An Asymptotic Analysis of Nearly Unstable Inar (1) Models
CentER Discussion Paper No. 2006-44
Feike C. Drost ,
Ramon van den Akker
and
Bas J. M. Werker
Tilburg University - Center for Economic Research (CentER)
,
Tilburg University - CentER and department of Econometrics & OR
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: June 01, 2006
Working Paper Series
39 downloads
An Empirical Study of the Information Premium on Electricity Markets
Richard Biegler-König
,
Fred Espen Benth
and
Ruediger Kiesel
University of Duisburg-Essen - Department of Economics and Business Administration
,
University of Oslo
and
University of Duisburg-Essen - Faculty of Economic Science
Date Posted: July 21, 2012
Working Paper Series
67 downloads
An Intuitive Guide to Wavelets for Economists
Bank of Finland Research Discussion Paper No. 1/2005
Patrick M. Crowley
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: August 30, 2005
Working Paper Series
535 downloads
An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data
Hiroki Masuda
and
Takayuki Morimoto
Kyushu University
and
Kwansei Gakuin University
Date Posted: January 25, 2008
Last Revised: January 06, 2009
Working Paper Series
76 downloads
Analysis of Correspondence between Inputs and Outputs of the Educational Process in Romania
Pintilescu Carmen
and
Danilov Olesia
"Alexandru Ioan Cuza" University of Iasi - Faculty of Economics and Business Administration (FEAA)
and
Independent
Date Posted: December 12, 2006
Working Paper Series
106 downloads
Anticipation and Returns in Event Studies
David Offenberg
and
Micah S. Officer
Loyola Marymount University - Department of Finance
and
Loyola Marymount University - Department of Finance and Computer Information Systems
Date Posted: January 07, 2013
Working Paper Series
51 downloads
Appropriate Similarity Measures for Author Cocitation Analysis
ERIM Report Series Reference No. ERS-2007-091-LIS
Nees Jan van Eck and
Ludo Waltman
Erasmus University Rotterdam - Erasmus School of Economics
and
Erasmus University Rotterdam - Faculty of Economics and Business
Date Posted: January 29, 2008
Working Paper Series
94 downloads
ARCH, GARCH and EGARCH Models: Applications to Financial Series
Cuadernos de Economía, Vol. 27, No. 48, 2008,
Marta Casas
and
Edilberto Cepeda
Universidad de los Andes, Colombia - Department of Economics
and
National University of Colombia
Date Posted: August 27, 2008
Accepted Paper Series
1049 downloads
Assessing Portfolio Credit Risk Changes in a Sample of EU Large and Complex Banking Groups in Reaction to Macroeconomic Shocks
ECB Working Paper No. 1002
Olli Castren
,
Trevor Fitzpatrick
and
Matthias Sydow
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 08, 2008
Working Paper Series
282 downloads
Assessing the Appropriateness of China’s Peg to the US Dollar
Chee-Heong Quah
and
Patrick M. Crowley
University of Malaya
and
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: August 27, 2010
Last Revised: November 21, 2010
Working Paper Series
31 downloads
Assessing the Feasibility of Malaysia to Join the Singapore-Brunei Monetary Union
Chee-Heong Quah
University of Malaya
Date Posted: June 26, 2010
Working Paper Series
49 downloads
Asset Prices and Omitted Moments; a Stochastic Dominance Analysis of Market Efficiency
ERIM Report Series Reference No. ERS-2003-017-F&A
Thierry Post
Koc University - Graduate School of Business
Date Posted: August 26, 2006
Working Paper Series
193 downloads
Asymmetric Risk Loadings in the Cross Section of Stock Returns
Li Gu
Columbia University
Date Posted: March 07, 2005
Working Paper Series
173 downloads
Asymptotically Efficient Recursive Estimation for Incomplete Data Models Using the Observed Information
Metrika, Vol. 47, No. 2 (1998)
Tobias Ryden
Lund University & University of California (Berkel
Date Posted: April 09, 1998
Accepted Paper Series
Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions
Paul Schneider ,
Manfred Frühwirth and
Leopold Sögner
University of Lugano - Institute of Finance
,
Vienna University of Economics and Business
and
Institute for Advanced Studies (IHS)
Date Posted: August 19, 2005
Working Paper Series
303 downloads
Beyond Uniqueness: The Birthday Paradox, Source Attribution, and Individualization in Forensic Science Testimony
Law, Probability & Risk, November 2012
David H. Kaye
Penn State Law
Date Posted: November 07, 2012
Accepted Paper Series
83 downloads
Biplots of Compositional Data
UPF Economics and Business Working Paper No. 557
John Aitchison
and
Michael Greenacre
University of Glasgow, Department of Statistics
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: September 13, 2002
Working Paper Series
Building Trust in eCommerce - Quantitative Analysis
Pawel Kossecki
The Polish National Film, Television and Theatre School
Date Posted: December 23, 2004
Working Paper Series
592 downloads
Business and Default Cycles for Credit Risk
Tinbergen Institute Discussion Paper No. 03-062/2
Siem Jan Koopman and
Andre Lucas
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 29, 2003
Working Paper Series
790 downloads
Canonical Correspondence Analysis in Social Science Research
Michael Greenacre
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 19, 2009
Working Paper Series
46 downloads
Canonical Pricing of CBOT Bond Futures Options
Michael J. Stutzer
University of Colorado at Boulder - Leeds School of Business
Date Posted: November 12, 1997
Working Paper Series
Champernowne Model Estimates of Aggregate Concentration in the United States, 1931-2000
Elaine S. Tan
University of London - Royal Holloway College - Department of Economics
Date Posted: October 16, 2008
Last Revised: October 20, 2008
Working Paper Series
143 downloads
Changing Organizational Models of Corporate Governance: An Empirical Analysis of Italian Corporations
EVOLUTION AND REVOLUTION IN THE GLOBAL KNOWLEDGE ECONOMY: ENHANCING INNOVATION AND COMPETITIVENESS WORLDWIDE, Leonora Fuxman, Nejdet Delener, F. Victor Lu, Luis Eduardo Rivera-Solis, eds., 2008
cristina bettinelli
and
Lal C. Chugh
University of Bergamo
and
affiliation not provided to SSRN
Date Posted: November 03, 2009
Accepted Paper Series
49 downloads
Characterising the Business Cycle for Accession Countries
IGIER Working Paper No. 261
Michael J. Artis ,
Massimiliano Giuseppe Marcellino and
Tommaso Proietti
University of Manchester - Institute for Political & Economic Governance (IPEG)
,
European University Institute
and
University of Rome II - Dipartimento S.E.F. e Me.Q.
Date Posted: May 18, 2004
Working Paper Series
114 downloads
Choosing the Best Volatility Models: The Model Confidence Set Approach
Brown University Economics Working Paper No. 03-05; FRB of Atlanta Working Paper No. 2003-28
Peter Reinhard Hansen ,
Asger Lunde and
James M. Nason
European University Institute - Economics Department (ECO)
,
University of Aarhus - School of Economics and Management
and
Federal Reserve Bank of Philadelphia
Date Posted: May 22, 2003
Working Paper Series
572 downloads
Clustering Techniques Applied to Outlier Detection of Financial Market Series Using a Moving Window Filtering Algorithm
ECB Working Paper No. 948
Josep Maria Puigvert Gutierrez
and
Josep Fortiana Gregori
European Central Bank
and
University of Barcelona
Date Posted: October 20, 2008
Working Paper Series
174 downloads
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