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Full Text Papers: 393,459
Authors: 226,593
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SSRN eLibrary Search Results
JEL Code: C14
279,916 Total downloads
Showing Papers 1 - 50 of 2,193
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Incl. Electronic Paper Asymmetric Information and Unobserved Heterogeneity in the Accident Insurance
MEA Discussion Paper No. 260-12
Martin Spindler
Max Planck Institute for Social Law and Social Policy
Date Posted: May 18, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Risk of Crude Oil at Extreme Quantiles
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 29, No. 1, 2011, pp. 9-31
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 18, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
UNSW Australian School of Business Research Paper No. 2012-09
 Seojeong Jay Lee
University of New South Wales - Australian School of Business - School of Economics
Date Posted: May 17, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Generalized Additive Modelling for Conditional Copulas
 Valérie Chavez-Demoulin and Thibault Vatter
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 16, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Technical Efficiency of Commercial Banks in Malaysia: An Application of Window Data Envelopment Analysis
 Ahmad Nazri Wahidudin
Institute of Technology Brunei
Date Posted: May 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Obtaining and Predicting the Bounds of Realized Correlations
 Lidan Grossmass
University of Konstanz
Date Posted: May 10, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper An Empirical Analysis of Competitive Nonlinear Pricing
 Gaurab Aryal
Australian National University - Research School of Economics
Date Posted: May 10, 2013
Last Revised: May 11, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Filtered Market Statistics and Technical Trading Rules
 Z. George Yang
Flexible Plan Investments, Ltd.
Date Posted: May 05, 2013
Working Paper Series
99 downloads

Incl. Electronic Paper Default Risk Analysis in Micro, Small and Medium Enterprise
 Imam Wahyudi
University of Indonesia (UI) - Department of Management, Faculty of Economics
Date Posted: May 03, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper A Generalized Maximum Entropy Estimator to Simple Linear Measurement Error Model with a Composite Indicator
 Maurizio Carpita and Enrico Ciavolino
University of Brescia - Department of Economics and Management and Università del Salento, Dipartimento di Filosofia e Scienze Sociali
Date Posted: May 02, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper A Study of the Efficiency and Unbiasedness in NCDEX: A Case Study of Guar Gum
XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Tarun Kumar Soni and Harish K. Singla
National Institute of Financial Management and Government of India - National Institute of Financial Management (NIFM)
Date Posted: May 02, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Reducing the Impact of the Stock Price Movements on the Implied Parameters
 Nikolai Dokuchaev
Curtin University of Technology
Date Posted: April 29, 2013
Last Revised: May 15, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Measuring Bank Branch Performance Using Data Envelopment Analysis (DEA): The Case of Turkish Bank Branches
African Journal of Business Management, 5(3), 889–901. DOI: 10.5897/AJBM10.584 ,
Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bank
Date Posted: April 26, 2013
Accepted Paper Series
14 downloads

Incl. Electronic Paper Non-Parametric Transformation Regression with Non-Stationary Data
 Oliver B. Linton and Qiying Wang
University of Cambridge and University of Sydney
Date Posted: April 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
Tinbergen Institute Discussion Paper 13-061/III
 Cees G. H. Diks , V. Panchenko , Oleg Sokolinskiy and Dick J. C. van Dijk
University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance , Rutgers Business School - Newark and New Brunswick and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 23, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Labour Productivity and Technology Gap in European Regions: A Frontier Approach
 Andrea Filippetti and Antonio Peyrache
Italian National Research Council (CNR-ISSIRFA) and University of Queensland - School of Economics
Date Posted: April 23, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Handling Risk On/Risk Off Dynamics with Correlation Regimes and Correlation Networks
 Jochen Papenbrock and Peter Schwendner
PPI AG and Zurich University of Applied Sciences
Date Posted: April 21, 2013
Working Paper Series
267 downloads

Incl. Fee Electronic Paper Learning by Failing: A Simple VAR Buffer
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 113-127, 2013
 Christophe Boucher and Bertrand B. Maillet
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Orléans
Date Posted: April 20, 2013
Accepted Paper Series

Incl. Electronic Paper Effortless Perfection: Do Chinese Cities Manipulate 'Blue Skies?'
 Dalia Ghanem and Junjie Zhang
University of California, San Diego (UCSD) and University of California, San Diego
Date Posted: April 18, 2013
Working Paper Series
25 downloads

Incl. Fee Electronic Paper Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions
CEPR Discussion Paper No. DP9425
 Harald Badinger , Peter Egger and Maximilian von Ehrlich
Vienna University of Economics and Business , ETH Zürich and Ludwig Maximilians University of Munich - Center for Economic Studies (CES)
Date Posted: April 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Estimation of Beauty Contest Auctions
 Hema Yoganarasimhan
University of California, Davis - Graduate School of Management
Date Posted: April 14, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Nonlinearities in Regional Growth: A Nonparametric Approach
 Marcos Sanso-Navarro and María Vera-Cabello
Universidad de Zaragoza and University of Zaragoza - Department of Economic Analysis
Date Posted: April 14, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper On the Phase Dependence in Time-Varying Correlations between Time-Series
Tinbergen Institute Discussion Paper 13-054/III
 Francisco Blasques
VU University Amsterdam
Date Posted: April 06, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring Air and Water Pollution Over Time Using Stochastic Dominance
 Elettra Agliardi , Mehmet Pinar and Thanasis Stengos
University of Bologna - Department of Economics , Edge Hill University and University of Guelph - Department of Economics
Date Posted: April 03, 2013
Working Paper Series
8 downloads

Economic Reforms and Total Factor Productivity Growth of Indian Manufacturing: An Inter-State Analysis
 Arnab K. Deb and Subhash C. Ray
International Management Institute (IMI) and University of Connecticut - Department of Economics
Date Posted: April 03, 2013
Working Paper Series

Modeling the Leverage Effect with Copulas and Realized Volatility
Finance Research Letters 5 (2008) 221-227
 Cathy Ning , Tony S. Wirjanto and Dinghai Xu
Ryerson University , University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: March 31, 2013
Accepted Paper Series

Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
Finance Research Letters 6 (2009) 202–209,
Cathy Ning and Tony S. Wirjanto
Ryerson University and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Covariance Estimation and Dynamic Asset Allocation under Microstructure Effects via Fourier Methodology
“Financial Econometrics Modeling”, G. N. Gregoriou and R. Pascalau Eds., Palgrave-MacMillan, London, UK, 2011, pp. 3-32,
Simona Sanfelici and Maria Elvira Mancino
University of Parma - Facoltà di Economia and University of Florence - Department of Mathematics for Decisions
Date Posted: March 30, 2013
Accepted Paper Series

Incl. Electronic Paper Estimation of Quarticity with High Frequency Data
Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
 Maria Elvira Mancino and Simona Sanfelici
University of Florence - Department of Mathematics for Decisions and University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper Multivariate Volatility Estimation with High Frequency Data Using Fourier Method
Handbook of Modeling High-Frequency Data in Finance, I. Florescu and F. Viens Eds., Wiley, New York, 2011
 Maria Elvira Mancino and Simona Sanfelici
University of Florence - Department of Mathematics for Decisions and University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
19 downloads

Incl. Electronic Paper Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data
DIW Berlin Discussion Paper No. 1283
 Anne Neumann , Maria Nieswand and Torben Schubert
German Institute for Economic Research (DIW Berlin) , German Institute for Economic Research (DIW Berlin) and Fraunhofer Institut für Systemtechnik und Innovationsforschung
Date Posted: March 28, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Simple and Successful Method to Shrink the Weight
 Winfried Pohlmeier , Ruben R. Seiberlich and Selver Derya Uysal
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) , University of Konstanz - Department of Economics and Institute for Advanced Studies (IHS)
Date Posted: March 24, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model
IZA Discussion Paper No. 7277
 Almas Heshmati , Subal C. Kumbhakar and Kai Sun
Sogang University , State University of New York (SUNY) at Binghamton - Department of Economics and Aston University - Aston Business School
Date Posted: March 23, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Let's Get Lade: Robust Estimation of Semiparametric Multiplicative Volatility Models
 Oliver B. Linton and Bonsoo Koo
University of Cambridge and Monash University - Faculty of Business and Economics
Date Posted: March 22, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper The Nexus between Natural Gas Spot and Futures Prices at NYMEX: What about Non-Linear Causality?
FCN Working Paper No. 17/2012
 Theologos Dergiades , Georgia Christofidou and Reinhard Madlener
International Hellenic University (IHU) , International Hellenic University (IHU) and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Evaluating the Efficiency of Turkish Banks: A Risk and Profitability Approach
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 6, Issue 1, pp. 53-68, 2013
 Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bankasi
Date Posted: March 21, 2013
Last Revised: April 03, 2013
Accepted Paper Series
18 downloads

Incl. Electronic Paper Iteration Capping for Discrete Choice Models Using the EM Algorithm
CentER Discussion Paper Series No. 2013-019
 Jan Kabatek
CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models: Theory and Practice
 Jia Chen , Jiti Gao , Degui Li and Zhengyan Lin
The University of Queensland , Monash University - Department of Econometrics & Business Statistics , Monash University and Zhejiang University
Date Posted: March 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data
Higher School of Economics Research Paper No. WP BPR 13/FE/2012
 Victor Lapshin and Marat Kurbangaleev
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: March 18, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Income Polarization in Brazil, 2001-2011: A Distributional Analysis Using PNAD Data
 Fabio Clementi and Francesco Schettino
Università degli studi di Macerata and Second University of Naples
Date Posted: March 13, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Assessment of Efficiency in Basic and Secondary Education in Tunisia: A Regional Analysis
ISEG Economics Working Paper No. 6/2013/DE/UECE
Antonio Afonso , Mohamed Ayadi and Sourour Ramzi
Technical University of Lisbon - ISEG (School of Economics and Management) , Institut Supérieur de Gestion and institut supérieur de gestion de Tunis
Date Posted: March 09, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
 Nikolaus Hautsch , Lada M. Kyj and Peter Malec
Humboldt-Universität zu Berlin , Humboldt University of Berlin and Humboldt Universität zu Berlin
Date Posted: March 05, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper Is a Temporary Job Better than Unemployment? A Cross-Country Comparison Based on British, German, and Swiss Panel Data
SOEPpaper No. 543
 Michael Gebel
University of Mannheim - School of Social Sciences
Date Posted: March 05, 2013
Working Paper Series
41 downloads

Incl. Fee Electronic Paper Merger Cycles: A Frequency Domain Approach
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 259-275, 2013
 Zafeira Kastrinaki and Paul Stoneman
Imperial College Business School and University of Warwick - Marketing & Strategic Management (MSM) Subject Group
Date Posted: March 05, 2013
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 307-321, 2013
 Antonio F. Galvao JR. , Gabriel Montes‐Rojas and Sung Yong Park
affiliation not provided to SSRN , affiliation not provided to SSRN and Chinese University of Hong Kong
Date Posted: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper Econometrics of Buy-Price English Auctions
 Cheng Chou
University of Southern California - Department of Economics
Date Posted: February 25, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Measuring the Realized Skewness in Noisy Semi-Martingale with Jumps Using High Frequency Data
 Kent Wang , Junwei Liu and Zhi Liu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University and University of Macau
Date Posted: February 25, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Estimation of Integrated Covariances in the Simultaneous Presence of Nonsynchronicity, Microstructure Noise and Jumps
 Yuta Koike
University of Tokyo - Graduate School of Mathematical Sciences
Date Posted: February 22, 2013
Last Revised: May 06, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles
 Lawrence D. W. Schmidt
University of California, San Diego (UCSD)
Date Posted: February 20, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Simulated Testing of Nonparametric Measure Changes for Hedging European Options
Finance Research Letters, Forthcoming
 Godfrey Smith
The University of Queensland
Date Posted: February 17, 2013
Accepted Paper Series
23 downloads


 

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