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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 556,581
Full Text Papers: 458,990
Authors: 258,359
Papers Received in
  Last 12 months:
63,689

Paper Downloads:
To date: 77,319,031
Last 12 months: 9,683,357
Last 30 days: 675,570

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  References:
260,281
Total References: 9,006,948
Papers with Cites: 241,334
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5,937,149
Papers with
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  Footnotes:
89,535
Total Footnotes: 9,138,109


SSRN eLibrary Search Results
JEL Code: C51
402,684 Total downloads
Showing Papers 1 - 50 of 2,046
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Incl. Electronic Paper 'Marginal Employment' and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-Factor Labour Demand Model for Germany
IZA Discussion Paper No. 2577
Ronny Freier and Viktor Steiner
Stockholm School of Economics and Zentrum Fuer Europaeische Wirtschaftsforschung (ZEW) - Center for European Economic Research
Date Posted: February 07, 2007
Working Paper Series
55 downloads

Incl. Electronic Paper 'Zero' Option in Conjoint Analysis: A New Specification of the Indecision and the Refusal - Application to the Video on Demand Market
Gilbert Saporta and Silva Ohannessian
Conservatoire National des Arts et Métiers (CNAM) and affiliation not provided to SSRN
Date Posted: April 27, 2010
Working Paper Series
38 downloads

: Change Analysis of Dynamic Copula for Measuring Dependence in Multivariate Financial Data
Quantitative Finance, Vol. 10, No. 4. pp. 421-430, 2009
Jing Zhang and Dominique Guegan
affiliation not provided to SSRN and Universite Paris 1 Pantheon-Sorbonne
Date Posted: July 18, 2010
Accepted Paper Series

Incl. Electronic Paper A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and Antonietta Mira
University of Lugano - Swiss Finance Institute at the University of Lugano and Swiss Finance Institute, University of Lugano
Date Posted: November 11, 2012
Last Revised: May 18, 2013
Working Paper Series
92 downloads

A Behavioral-Institutional Model of Endogenous Growth and Induced Technical Change
Journal of Economic Issues, p. 40, 2009
Morris Altman
Victoria University of Wellington - School of Economics & Finance
Date Posted: January 18, 2010
Working Paper Series

Incl. Electronic Paper A Behavioural Finance Approach with Fundamentalists and Chartists in the Gold Market
Dirk G. Baur and Kristoffer J. Glover
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: December 24, 2011
Working Paper Series
230 downloads

Incl. Electronic Paper A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
Umea Economic Studies Working Paper No. 547
Kurt Brannas and Jonas Nordstrom
University of Umea - Department of Economics and University of Umea - Department of Economics
Date Posted: March 07, 2001
Working Paper Series
148 downloads

Incl. Electronic Paper A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Selva Demiralp , Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics , Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Date Posted: April 02, 2006
Working Paper Series
138 downloads

Incl. Electronic Paper A Cheat Sheet for Algorithmic Trading of Investment Portfolios
Patrick Beaudan
Belvedere Advisors LLC
Date Posted: August 23, 2013
Working Paper Series
240 downloads

Incl. Electronic Paper A Choice Modelling Analysis on the Similarity between Distribution Utilities' and Industrial Customers' Price and Quality Preferences
Energy Economics, Forthcoming
Magnus Söderberg
University of South Australia
Date Posted: October 03, 2007
Accepted Paper Series
52 downloads

Incl. Electronic Paper A Classification Study of Carbon Assets into Commodities
Takashi Kanamura
J-POWER
Date Posted: January 25, 2009
Working Paper Series
360 downloads

Incl. Electronic Paper A Cointegration Model for Search Equilibrium Wage Formation
IMF Working Paper No. 04/92
Lourens Broersma , Frank A. G. den Butter and Udo Kock
affiliation not provided to SSRN , Vrije Universiteit Amsterdam - Economics and International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
38 downloads

A Cointegration Model for Search Equilibrium Wage Formation
Journal of Applied Economics, Vol. 9, No. 2, pp. 235-254, November 2006
Lourens Broersma , Frank A. G. den Butter and Udo Kock
affiliation not provided to SSRN , VU University Amsterdam - Faculty of Economics and Business Administration and International Monetary Fund (IMF)
Date Posted: December 05, 2006
Accepted Paper Series

Incl. Electronic Paper A Cointegration Model for Search Equilibrium Wage Formation
Tinbergen Institute Discussion Paper No. 2003-088/3
L. Broersma , Frank A. G. den Butter and Udo Kock
University of Groningen - Department of Economics & Department of Spatial Sciences , Vrije Universiteit Amsterdam - Economics and International Monetary Fund (IMF)
Date Posted: January 22, 2004
Working Paper Series
51 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper A Combined Approach to the Inference of Conditional Factor Models
Yan Li , Liangjun Su and Yuewu Xu
Temple University - Department of Finance , Singapore Management University and Fordham University Schools of Business
Date Posted: June 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data
George Judge
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: August 04, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper A Comparative Study on Parameter Recovery of Three Approaches to Structural Equation Modeling: A Rejoinder
Jörg Henseler
Institute for Management Research, Radboud University Nijmegen
Date Posted: April 06, 2010
Working Paper Series
160 downloads

Incl. Electronic Paper A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
ZEW - Centre for European Economic Research Discussion Paper No. 08-007
Atilim Seymen
affiliation not provided to SSRN
Date Posted: February 06, 2008
Last Revised: August 14, 2008
Working Paper Series
16 downloads

Incl. Electronic Paper A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
16 downloads

A Comparison of Construction Contract Prices for Traditionally Procured Roads and Public-Private Partnerships
Review of Industrial Organization, Vol. 35, No. 1-2, 2009
Frederic Blanc-Brude
King's College London
Date Posted: December 19, 2009
Accepted Paper Series

Incl. Electronic Paper A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics and European University Institute
Date Posted: May 12, 2003
Working Paper Series
249 downloads

Incl. Electronic Paper A Comparison of Mixed GARCH-Jump Models with Skewed t-Distribution for Asset Returns
Jung-Suk Yu and Elton Daal
School of Urban Planning & Real Estate Studies, Dankook University and University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: February 22, 2005
Working Paper Series
810 downloads

Incl. Electronic Paper A Comparison of Two Averaging Techniques with an Application to Growth Empirics
CentER Discussion Paper Series No. 2008-39
J.R. Magnus , Owen Powell and Patricia Pruefer
Tilburg University, CentER , Tilburg University - Department of Economics and Tilburg University, CentER
Date Posted: April 17, 2008
Working Paper Series
55 downloads

A Composite Logistic Regression Approach for Ordinal Panel Data Regression
International Journal of Data Analysis Techniques and Strategies, Vol. 1, pp. 29-43, 2008
Ronghua Luo and Hansheng Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance and Peking University - Guanghua School of Management
Date Posted: December 02, 2008
Accepted Paper Series

Incl. Electronic Paper A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data
Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr. and Jose Ramon Albert
University of the Philippines, Los Baños - School of Statistics and Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
57 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Yutec Sun and Masakazu Ishihara
Telecom ParisTech and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 28, 2014
Working Paper Series
132 downloads

Incl. Electronic Paper A Conditional CAPM Model with Local Covariates for Detecting and Evaluating Active Management
Massimiliano Caporin and Francesco Lisi
University of Padova - Department of Economics and Management "Marco Fanno" and University of Padua - Department of Statistical Sciences
Date Posted: September 27, 2009
Working Paper Series
103 downloads

Incl. Electronic Paper A Consistent Estimate of Land Price, Structure Price, and Depreciation Factor
Yan Chang and Jian Chen
Federal Home Loan Mortgage Corporation (FHLMC) and Johns Hopkins University
Date Posted: July 20, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper A Constrained Maximum Likelihood Approach to the Estimation of Meta-Frontiers
Alexandre Repkine
Konkuk University - Department of Economics
Date Posted: August 29, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper A Copula Model for Dependent Competing Risks
Simon Lo and Ralf A. Wilke
affiliation not provided to SSRN and Copenhagen Business School - Department of Economics
Date Posted: February 23, 2009
Working Paper Series
73 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Maria Elena De Giuli , Mario Maggi , Carluccio Bianchi and Alessandro Carta Sr.
University of Pavia - Department of Political Economy and Quantitative Methods , affiliation not provided to SSRN , University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
553 downloads

A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series

A Count Data Model with Endogenous Household Specific Censoring: The Number of Nights to Stay
Empirical Economics, Vol. 35, 2008
Jörgen Hellström and Jonas Nordstrom
Umeå University - Department of Economics and University of Umea - Department of Economics
Date Posted: July 06, 2009
Accepted Paper Series

Incl. Electronic Paper A Critical Empirical Study of Three Electricity Spot Price Models
Fred Espen Benth , Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics , University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Date Posted: February 13, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper A Data-Reconstructed Fractional Volatility Model
Economics Discussion Paper No. 2008-22
Rui Vilela Mendes and Javier Ordóñez Monfort
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico and Jaume I University - Department of Economics
Date Posted: December 13, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper A Discrete Time Series Model for High Frequency Financial Data
Heather Eunice Mitchell
RMIT University - School of Economics, Finance and Marketing
Date Posted: July 02, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-09
Zehra Eksi and Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 30, 2013
Last Revised: April 10, 2013
Working Paper Series
116 downloads

Incl. Electronic Paper A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
EFA 2002 Berlin Meetings Presented Paper
Gautam Goswami , Liuren Wu and Milind M. Shrikhande
Fordham University - Finance Area , City University of New York, CUNY Baruch College - Zicklin School of Business and Georgia State University - Department of Finance
Date Posted: February 27, 2002
Working Paper Series
529 downloads

Incl. Electronic Paper A Dynamic Factor Analysis of Financial Contagion in Asia
Queen Mary Economics Working Paper No. 498
Andrea Cipollini and George Kapetanios
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and University of London - Queen Mary College - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
305 downloads

Incl. Electronic Paper A Dynamic Financial Ratio Adjustment Model
Global Journal of Business Research, Vol. 4, No. 3, pp. 1-10, 2010
Yating Yang and H.W. Chuang
National Chiao Tung University and National Taiwan University
Date Posted: June 29, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a Root-N Consistent Conditional Estimator
CEIS Working Paper No. 98
Francesco Bartolucci and Valentina Nigro
Università di Perugia - Finanza e Statistica - Dipartimento di Economia and Bank of Italy
Date Posted: March 07, 2007
Last Revised: May 14, 2012
Working Paper Series
149 downloads

Incl. Electronic Paper A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Tinbergen Institute Discussion Paper 10-032/2
Drew D. Creal , Siem Jan Koopman and Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 24, 2010
Last Revised: October 14, 2010
Working Paper Series
129 downloads

Incl. Electronic Paper A Dynamic Utility Maximization Model for Product Category Consumption
Tinbergen Institute Working Paper No. 2002-097/4
R.D. van Oest , Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 26, 2002
Working Paper Series
96 downloads

A Family of Reduced-Form Models for Electricity Prices
EFMA 2003 Helsinki Meetings
Hélyette Geman and Andrea Roncoroni
University of London, Birkbeck College - School of Economics, Mathematics and Statistics and ESSEC Business School
Date Posted: June 14, 2003
Working Paper Series

Incl. Electronic Paper A Fast, Accurate Method for Value at Risk and Expected Shortfall
Swiss Finance Institute Research Paper No. 14-40
Jochen Krause and Marc S. Paolella
Department of Banking and Finance, University of Zurich and University of Zurich
Date Posted: June 12, 2014
Working Paper Series
68 downloads

Incl. Electronic Paper A Flexible Matrix Libor Model with Smiles
Alessandro Gnoatto , Martino Grasselli and José Da Fonseca
Ludwig-Maximilians-Universität München , University of Padova - Department of Mathematics and Auckland University of Technology - Faculty of Business & Law
Date Posted: March 23, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper A Framework for Price Statistics
IMF Working Paper No. 00/24
Kimberly Zieschang
International Monetary Fund (IMF) - Statistics Department
Date Posted: January 30, 2006
Working Paper Series
83 downloads

Incl. Electronic Paper A Front Office and Risk Management Tool for Pricing OTC Derivatives
Luca Cazzulani , Vladimiro Ceci and Luca Lotti
IntesaBci S.p.A. , Cassa Depositi e Prestiti S.p.A. and Cassa Depositi e Prestiti S.p.A. - Risk Management
Date Posted: September 18, 2001
Working Paper Series
624 downloads

A full-factor Multivariate GARCH model
Econometrics Journal, Vol. 6, pp. 312-334, 2003
Ioannis D. Vrontos , Petros Dellaportas and Dimitris N. Politis
Athens University of Economics and Business , Athens University of Economics and Business and University of California, San Diego (UCSD) - Department of Mathematics
Date Posted: October 21, 2004
Accepted Paper Series


 

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