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JEL Code: C1
1,904,065 Total downloads
Showing Papers 101 - 150 of 8,649
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Efficiency of Non-Life Insurance Business in Kenya: Stochastic Frontier Approach
Victor Onderi Mose
Independent
Date Posted: May 10, 2013
Last Revised: May 11, 2013
Working Paper Series
36 downloads
Obtaining and Predicting the Bounds of Realized Correlations
Lidan Grossmass
University of Konstanz
Date Posted: May 10, 2013
Working Paper Series
14 downloads
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
4 downloads
Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
Mark Davis
and
Sebastien Lleo
Imperial College London
and
Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
72 downloads
European Asset Swap Spreads and the Credit Crisis
Wolfgang Aussenegg ,
Lukas Götz
and
Ranko Jelic
Vienna University of Technology
,
UNIQA Finanz-Service GmbH
and
University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
32 downloads
Available at: Introducing a Nearly Vast Amount of Work to Be Done
Journal of Law: Periodical Laboratory of Legal Scholarship, Vol. 3, No. 1, pp. 1-26, 2013, George Mason Law & Economics Research Paper No. 13-32
Ross E. Davies
George Mason University School of Law
Date Posted: May 08, 2013
Last Revised: June 10, 2013
Accepted Paper Series
32 downloads
Revealed Preference Theory for Finite Choice Sets
Sam Cosaert
and
Thomas Demuynck
KU Leuven - Faculty of Business and Economics (FBE)
and
Catholic University of Leuven (KUL) - Campus Kortrijk (KULAK) - Subfaculty of Economics and Applied Economics
Date Posted: May 08, 2013
Working Paper Series
7 downloads
Feasibility of Breast Cancer Screening by Pixe Analysis of Hair
neda gholizadeh
Independent
Date Posted: May 08, 2013
Working Paper Series
Cooperation and Division: An Empirical Analysis of Voting Similarities and Differences During the Stable Rehnquist Court Era — 1994 to 2005
Cornell Journal of Law and Public Policy, Vol. 22, No. 3, 2013
Mark Klock
George Washington School of Business
Date Posted: May 07, 2013
Last Revised: May 15, 2013
Accepted Paper Series
Combination Schemes for Turning Point Predictions
Norges Bank Working Paper 2012/04
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
,
Norges Bank
and
Tinbergen Institute
Date Posted: May 07, 2013
Working Paper Series
5 downloads
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Norges Bank Working Paper 2012/09
Todd E. Clark and
Francesco Ravazzolo
Federal Reserve Bank of Cleveland
and
Norges Bank
Date Posted: May 07, 2013
Working Paper Series
8 downloads
Filtered Market Statistics and Technical Trading Rules
Z. George Yang
Flexible Plan Investments, Ltd.
Date Posted: May 05, 2013
Working Paper Series
256 downloads
Testing Covariates in High Dimensional Regression
Wei Lan
,
Hansheng Wang
and
Chih-Ling Tsai
Peking University - Guang Hua School of Management
,
Peking University - Guanghua School of Management
and
University of California, Davis - Graduate School of Management
Date Posted: May 05, 2013
Working Paper Series
28 downloads
An Information-Theoretic Approach to Dimension Reduction of Financial Data
Brian Fleming
and
Jens Kroeske
Standard Life Investments Limited
and
Standard Life Investments Limited
Date Posted: May 04, 2013
Last Revised: June 03, 2013
Working Paper Series
101 downloads
Quantifying Trading Behavior in Financial Markets Using Google Trends
Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
Tobias Preis ,
Helen Susannah Moat and
H. Eugene Stanley
Warwick Business School - Behavioural Science Group
,
University College London - Department of Civil, Environmental and Geomatic Engineering
and
Boston University - Center for Polymer Studies
Date Posted: May 04, 2013
Accepted Paper Series
220 downloads
A Square-Root T Hedging Rule for Nonstorable Products
Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
15 downloads
The Global Financial Crisis: An Anatomy of Global Growth
IMF Working Paper No. 13/76
Troy Matheson
Government of New Zealand - Department of Economics
Date Posted: May 03, 2013
Working Paper Series
54 downloads
Skewness and Kurtosis Properties of Income Distribution Models
Review of Income and Wealth, Vol. 59, Issue 2, pp. 360-374, 2013
James McDonald ,
Jeff Sorensen
and
Patrick Turley
Brigham Young University - Department of Economics
,
University of California, Berkeley
and
Harvard University
Date Posted: May 03, 2013
Accepted Paper Series
Construct Validity in Cross Cultural Management Research: Classical Test Theory and Latent Trait Theory Approaches
Problems and Perspectives in Management, Vol. 11, Issue 1, pp. 69‐80, 2013,
Debi P. Mishra
State University of New York (SUNY) at Binghamton
Date Posted: May 03, 2013
Accepted Paper Series
11 downloads
Foreign Institutional Investment, Volume and Volatility Spillover: Causalities and Asymmetries
Sandip Chakraborty and
Ashok Banerjee
S P Jain School of Global Management
and
Indian Institute of Management Calcutta
Date Posted: May 03, 2013
Working Paper Series
5 downloads
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
35 downloads
Online Learning in Practice: An Introduction to Statistics Course
Hershey H. Friedman
and
Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management
and
Baruch College, CUNY - Zicklin School of Business
Date Posted: May 03, 2013
Working Paper Series
244 downloads
Optimizing Full-Scale Optimization for Asymmetric Dependence
Rand Kwong Yew Low
University of Queensland Business School
Date Posted: May 03, 2013
Working Paper Series
21 downloads
Mean-Variance Optimization Still Works! A Bayesian Methodology with Vine Copulas
Rand Kwong Yew Low
,
Robert W. Faff and
Kjersti Aas
University of Queensland Business School
,
University of Queensland
and
Norwegian Computing Center
Date Posted: May 03, 2013
Working Paper Series
63 downloads
Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?
Journal of Banking and Finance, Forthcoming
Rand Kwong Yew Low
,
Jamie Alcock ,
Robert W. Faff and
Timothy Brailsford
University of Queensland Business School
,
University of Cambridge - Department of Land Economy
,
University of Queensland
and
University of Queensland
Date Posted: May 03, 2013
Accepted Paper Series
39 downloads
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
7 downloads
Model Risk, Mortality Heterogeneity and Implications for Solvency and Tail Risk
UNSW Australian School of Business Research Paper No. 2013ACTL13
Michael Sherris
and
Qiming Zhou
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research
Date Posted: May 02, 2013
Working Paper Series
18 downloads
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
11 downloads
Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness -- or -- How to Prevent Jensen's Inequality from Inflating Your OpRisk Capital Estimates
J.D. Opdyke
DataMineit, LLC
Date Posted: April 30, 2013
Last Revised: May 31, 2013
Working Paper Series
18 downloads
Empirical Relevance of Ambiguity in First Price Auction Models
Gaurab Aryal
and
Dong-Hyuk Kim
Australian National University - Research School of Economics
and
University of Technology Sydney
Date Posted: April 29, 2013
Working Paper Series
2 downloads
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
14 downloads
Non-Parametric Spectral Tests for Forecast Accuracy
Patrick L. Leoni
Euromed Management
Date Posted: April 29, 2013
Last Revised: May 03, 2013
Working Paper Series
7 downloads
On the Epidemic of Financial Crises
Nikolaos Demiris
,
Theodore Kypraios
and
L. Vanessa Smith
Athens University of Economics and Business
,
University of Nottingham
and
University of Cambridge
Date Posted: April 28, 2013
Working Paper Series
17 downloads
Consequential Effects of Defence Expenditure on Economic Growth of Saudi Arabia: 1970-2012
International Journal of Economics and Finance, Vol. 5, No. 2, 2013
Mohammed Moosa Ageli and
Shatha Mousa Zaidan
King Saud University, Riyadh, Saudi Arabia
and
Princess Nora Bint Abdul Rahman University
Date Posted: April 28, 2013
Accepted Paper Series
2 downloads
Wagner’s Law in Saudi Arabia 1970-2012: An Econometric Analysis
Asian Economic and Financial Review, 2013, 3(5):647-659
Mohammed Moosa Ageli
King Saud University, Riyadh, Saudi Arabia
Date Posted: April 28, 2013
Last Revised: May 05, 2013
Accepted Paper Series
4 downloads
GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances
Suleyman Taspinar
CUNY The Graduate Center - Department of Economics
Date Posted: April 28, 2013
Last Revised: May 09, 2013
Working Paper Series
4 downloads
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 08/WP/2013
Roberto Casarin ,
Stefano Grassi
,
Francesco Ravazzolo and
H. K. van Dijk
University of Brescia - Department of Economics
,
University of Aarhus - CREATES
,
Norges Bank
and
Tinbergen Institute
Date Posted: April 27, 2013
Working Paper Series
6 downloads
Reduce Computation in Profile Empirical Likelihood Method
Minqiang Li
,
Liang Peng and
Yongcheng Qi
Bloomberg LP
,
Georgia Institute of Technology
and
University of Minnesota–Duluth
Date Posted: April 27, 2013
Working Paper Series
4 downloads
Estimation of the Long‐Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 285-301, 2013
Adam McCloskey
Brown University - Department of Economics
Date Posted: April 26, 2013
Accepted Paper Series
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
39 downloads
Scientific Progress in the Absence of New Data: A Procedural Replication of Ross (2006)
Fernando Martel García
Independent
Date Posted: April 25, 2013
Working Paper Series
25 downloads
Relative Importance and Value
Barry E. Feldman
Russell Investments
Date Posted: April 24, 2013
Working Paper Series
17 downloads
An Empirical Study of Impact of Exchange Rate & Inflation Rate on Performance of Bse Sensex
Spectrum: A Journal of Multidisciplinary Research Vol.1 Issue 3, June 2012, ISSN 2278‐0637,
Saurabh Singh
,
L. K. Tripathi
and
Kirti Lalwani
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University
,
Devi Ahilya Vishwavidyalaya (DAVV) University
and
Devi Ahilya Vishwavidyalaya (DAVV) University - School of Commerce
Date Posted: April 24, 2013
Accepted Paper Series
16 downloads
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
5 downloads
A New Linear Estimator for Gaussian Dynamic Term Structure Models
Bank of Canada Working Paper 2013-10
Antonio Diez de los Rios
Bank of Canada
Date Posted: April 23, 2013
Last Revised: May 21, 2013
Working Paper Series
15 downloads
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
14 downloads
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
28 downloads
Nonparametric Estimation of Multivariate Elliptic Densities via Finite Mixture Sieves
Heather Battey
and
Oliver B. Linton
University of Bristol
and
University of Cambridge
Date Posted: April 23, 2013
Working Paper Series
6 downloads
Structural-Break Models under Mis-specification: Implications for Forecasting
Bonsoo Koo
and
Myung Hwan Seo
Monash University - Faculty of Business and Economics
and
London School of Economics & Political Science (LSE)
Date Posted: April 23, 2013
Working Paper Series
12 downloads
JSE Exotic Can-Do Options: Determining Initial Margins
Antonie Kotze
and
Rudolf Oosthuizen
Financial Chaos Theory
and
JSE Securities Exchange
Date Posted: April 23, 2013
Working Paper Series
16 downloads
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