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JEL Code: C53
363,144 Total downloads
Showing Papers 1 - 50 of 2,087
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‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz
,
Eric Bradlow
,
Peter Fader and
Yao Zhang
Date Posted: August 04, 2011480 downloads
Zonal Supply Curve Estimation in Transmission-Constrained Electricity Markets
Mostafa Sahraei-Ardakani
,
Seth Blumsack
and
Andrew N. Kleit
Date Posted: October 03, 201130 downloads
Your Fiduciary Legacy
Brooks Hamilton
Date Posted: March 25, 200860 downloads
Yield Disparity
Brooks Hamilton
Date Posted: December 30, 2007Last Revised: January 02, 200853 downloads
Yield Curve Prediction for the Strategic Investor ECB Working Paper No. 472
Carlos Bernadell
,
Joachim Coche
and
Ken Nyholm
Date Posted: May 28, 2005557 downloads
WK1 Model: Prediction Intervals for Your Forecasts
Martin Van Wunnik
affiliation not provided to SSRN
Date Posted: November 06, 201177 downloads
Will the Republicans Retake the House in 2010? A Second Look Over the Horizon
Alfred G. Cuzan
Date Posted: September 25, 201018 downloads
Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? ECB Working Paper No. 88
Lutz Kilian and
Mark P. Taylor
Date Posted: February 27, 2003225 downloads
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? CEPR Discussion Paper No. 3024
Lutz Kilian and
Mark P. Taylor
Date Posted: November 13, 200123 downloads
Why Do Absolute Returns Predict Volatility So Well?
Lars Forsberg
and
Eric Ghysels
Date Posted: September 13, 2006714 downloads
Why a Volatility Index Can Be Useful in the Spanish Financial Market?
Maria T. Gonzalez-Perez
and
Alfonso Novales Cinca
Date Posted: September 09, 200938 downloads
Who Should Be Nominated to Run in the 2012 Presidential Election? Long-Term Forecasts Based on Candidates' Biographies APSA 2011 Annual Meeting Paper
Andreas Graefe
and
J. Scott Armstrong
Date Posted: August 01, 2011Last Revised: December 28, 2011376 downloads
Who Herds? Journal of Financial Economics, Forthcoming
Dan Bernhardt ,
Murillo Campello and
Edward Kutsoati
Date Posted: March 06, 2006
Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
Peter Huber
,
Harald Oberhofer
and
Michael Pfaffermayr
Date Posted: August 31, 201218 downloads
Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data Tinbergen Institute Discussion Paper No. 2003-079/4
R.D. van Oest and
Philip Hans Franses
Date Posted: November 18, 2003217 downloads
Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk
Elena Dumitrescu
and
Denisa Georgiana Banulescu
Date Posted: October 22, 201256 downloads
What We Can Learn from Pricing 139,879 Individual Stock Options
Lars Stentoft
Date Posted: December 22, 201188 downloads
What Likely Range of My Wealth Will Be?
Raymond Kan and
Guofu Zhou
Date Posted: October 19, 2008Last Revised: February 07, 2009177 downloads
What is the Maximum Return Predictability Permitted by Asset Pricing Models?
Dashan Huang
Date Posted: November 02, 2012Last Revised: January 17, 201395 downloads
What Happened to Risk Management During the 2008-09 Financial Crisis?
Michael McAleer ,
Juan-Angel Jiménez-Martin
and
Teodosio Perez Amaral
Date Posted: August 03, 2009985 downloads
What Explains Risk Premia in Crude Oil Futures? Bank of Finland Research Discussion Paper No. 2/2011
Marko Melolinna
Date Posted: February 17, 201170 downloads
What Do We Learn from the Price of Crude Oil Futures? CEPR Discussion Paper No. DP6548
Ron Alquist and
Lutz Kilian
Date Posted: June 05, 200814 downloads
What Data Should Be Used To Price Options?
Mikhail Chernov and
Eric Ghysels
Date Posted: August 29, 1998882 downloads
What Central Bankers Need to Know About Forecasting Oil Prices CEPR Discussion Paper No. DP9118
Christiane Baumeister and
Lutz Kilian
Date Posted: September 28, 20121 downloads
Were there Regime Switches in U.S. Monetary Policy? FRB of Atlanta Working Paper No. 2004-14
Christopher A. Sims and
Tao A. Zha
Date Posted: August 22, 2004194 downloads
Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
Cornelis A. Los
Date Posted: February 22, 2005108 downloads
Weights and Pools for a Norwegian Density Combination Norges Bank Working Paper No. 2010/06
Karsten R. Gerdrup
,
Christie Smith
,
Anne Sofie Jore
,
Leif Anders Thorsrud
and
Hilde C. Bjørnland
affiliation not provided to SSRN
,
BI Norwegian Business School
and
Norwegian School of Management (BI)
Date Posted: July 09, 201010 downloads
WALS Prediction CentER Discussion Paper Series No. 2012-043
J.R. Magnus ,
Wendun Wang
and
Xinyu Zhang
Date Posted: June 01, 201215 downloads
WALS Estimation and Forecasting in Factor-Based Dynamic Models with an Application to Armenia CentER Discussion Paper Series No. 2011-054
J.R. Magnus and
Karen Poghosyan
Date Posted: May 10, 201117 downloads
Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy?
Ana-Maria Fuertes ,
Elena Kalotychou
and
Natasa Todorovic
Date Posted: July 24, 2009Last Revised: July 27, 2010418 downloads
Volatility, Correlation and Tails for Systemic Risk Measurement
Christian T. Brownlees
and
Robert F. Engle
Date Posted: May 18, 2010Last Revised: October 26, 20124446 downloads
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach Computational Statistics & Data Analysis, Vol. 52, No. 6, pp. 3011-3026, 2008
Giampiero M. Gallo and
Edoardo Otranto
Date Posted: April 30, 2009
Volatility Scaling in Foreign Exchange Markets Nanyang Technological University Working Paper No. 99-04
Jonathan A. Batten and
Craig Ellis
Date Posted: April 25, 1999487 downloads
Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions DIW Berlin Discussion Paper No. 1107
Ansgar Hubertus Belke and
Christian Gokus
Date Posted: March 27, 2011138 downloads
Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions Ruhr Economic Paper No. 243
Ansgar Hubertus Belke and
Christian Gokus
Date Posted: April 05, 201172 downloads
Volatility of Volatility of Financial Markets Journal of Mathematical Computer Modelling, 1998
Jennifer K. Wilson
Date Posted: September 03, 1998
Volatility of Volatility of Financial Markets DRW-98-1-VVFM
Jennifer K. Wilson
Date Posted: April 22, 1998591 downloads
Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
R. Glen Donaldson and
Mark J. Kamstra
Date Posted: February 21, 20011353 downloads
Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of GARCH, Option Implied and Composite Forecast Models Banco de Mexico, Research Document No. 2006-04
Guillermo Benavides
Date Posted: December 17, 2008163 downloads
Volatility Forecasts for Option Valuations
Louis H. Ederington and
Wei Guan
Date Posted: July 31, 2005203 downloads
Volatility Forecasting: The Illusion of Choosing One Model in All Cases Athens University Statistics Technical Report No. 218
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: September 29, 2005155 downloads
Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model Applied Financial Economics, Vol. 14, pp. 1333-1342, 2004
Stavros Antonios Degiannakis
Date Posted: September 12, 2005205 downloads
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino
and
Yujia Hu
Date Posted: October 05, 201162 downloads
Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets The Indonesia Capital Market Review (ICMR), Vol.1, No. 1, January, 2009
Erie Febrian
and
Aldrin Herwany
Date Posted: September 03, 2008Last Revised: August 17, 2010206 downloads
Volatility Forecasting and Microstructure Noise
Arthur Sinko
and
Eric Ghysels
Date Posted: September 05, 2006421 downloads
Volatility Forecasting and Liquidity: Evidence from Individual Stocks
Peter A. Brous
,
Ufuk Ince
and
Ivilina Popova
Date Posted: May 24, 2008209 downloads
Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
Christian Dorion
and
Nicolas Chapados
Date Posted: January 26, 2011Last Revised: October 03, 2012115 downloads
Volatility Forecasting PIER Working Paper No. 05-011; CFS Working Paper No. 2005/08
Torben G. Andersen ,
Tim Bollerslev ,
Peter Christoffersen and
Francis X. Diebold
Date Posted: February 28, 20051806 downloads
Volatility Forecast Comparison Using Imperfect Volatility Proxies University of Technology Quantitative Finance Research Centre Research Paper No. 175
Andrew J. Patton
Date Posted: April 02, 201097 downloads
Volatility Computed by Time Series Operators at High Frequency Olsen & Associates Working Paper No. 323
Ulrich A. Müller
Date Posted: March 21, 2000337 downloads
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