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JEL Code: C15
366,801 Total downloads
Showing Papers 1,051 - 1,100 of 1,747
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Resort Real Estate: Does Supply Prevent Appreciation? Journal of Real Estate Research, Vol. 27, No. 1, 2006
William C. Wheaton
Date Posted: December 27, 200683 downloads
The Performance of Acquisitions in the Real Estate Investment Trust Industry Journal of Real Estate Research, Vol. 27, No. 3, 2006
Olgun F. Sahin
Date Posted: December 27, 2006190 downloads
Statistical Mechanics of Neocortical Interactions: Portfolio of Physiological Indicators
Date Posted: December 18, 200626 downloads
Online Auction Demand Marketing Science, Vol. 27, No. 5, pp. 861-885, 2008
Song Yao
and
Carl F. Mela
Date Posted: December 17, 2006Last Revised: February 09, 2009275 downloads
Incorporating Judgement in Fan Charts FEDS Working Paper No. 2006-39
Pär Österholm
Date Posted: December 13, 200645 downloads
Estimation of Zellner-Revankar Production Function Revisited
Sudhanshu K. Mishra
Date Posted: December 11, 200664 downloads
Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
Damiano Brigo and
Naoufel El-Bachir
Date Posted: December 08, 2006329 downloads
Pricing Convertible Bonds by Simulation
Ali Bora Yigitbasioglu and
Naoufel El-Bachir
Date Posted: December 08, 2006833 downloads
Robustness of the Headquarters City Effect in Stock Returns
Christopher W. Anderson and
Eli Beracha
Date Posted: December 07, 200698 downloads
Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 ECB Working Paper No. 692
Anders Warne
Date Posted: December 01, 200688 downloads
A Note on Numerical Estimation of Sato's Two-Level CES Production Function
Sudhanshu K. Mishra
Date Posted: November 28, 2006122 downloads
Output Fluctuations Persistence: Do Cyclical Shocks Matter? University Ca' Foscari of Venice, Dept. of Economics Research Paper No. 21/WP/2006
Silvio Di Sanzo
Date Posted: November 28, 200630 downloads
Robust Subsampling Swiss Finance Institute Research Paper No. 06-33
Lorenzo Camponovo
,
O. Scaillet and
Fabio Trojani
Date Posted: November 26, 2006Last Revised: August 11, 2011166 downloads
Tikhonov Regularization for Nonparametric Instrumental Variable Estimators Swiss Finance Institute Research Paper 06-30
Patrick Gagliardini and
O. Scaillet
Date Posted: November 26, 2006Last Revised: August 23, 2011188 downloads
Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data By Differential Evolution Method of Global Optimization
Sudhanshu K. Mishra
Date Posted: November 21, 200668 downloads
Extreme Value Theory Approach to Simultaneous Monitoring and Tresholding of Multiple Risk Indicators CentER Discussion Paper Series No. 2006-104
John H. J. Einmahl
,
Jun Li
and
Regina Y. Liu
Date Posted: November 20, 2006128 downloads
Estimating the Equity Premium Journal of Financial and Quantitative Analysis, August 2010, 45(4) , Rotman School of Management Working Paper No. 07-02
Glen Donaldson
,
Mark J. Kamstra and
Lisa A. Kramer
Date Posted: November 19, 2006Last Revised: July 30, 2010701 downloads
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy CAE Working Paper No. 06-09
Nicholas M. Kiefer
and
Hwan-sik Choi
Date Posted: November 19, 200684 downloads
Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life
Ming Chien Lo
Date Posted: November 18, 200675 downloads
Testing under Non-standard Conditions in Frequency Domain: With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate FRB of New York Staff Report No. 23
Roberto S. Mariano
Date Posted: November 17, 200651 downloads
A Credit Contagion Model for Loan Portfolios in a Network of Firms with Spatial Interaction
Diana Barro and
Antonella Basso
Date Posted: November 15, 2006133 downloads
A GARCH (1,1) Estimator with (Almost) No Moment Conditions on the Error Term CORE Discussion Paper No. 2006/68
Arie Preminger
and
Giuseppe Storti
Date Posted: November 14, 200694 downloads
Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions
Alessandro Bucciol
and
Raffaele Miniaci
Date Posted: November 14, 2006128 downloads
Multi-Factor and Analytical Valuation of Treasury Bond Futures with an Embedded Quality Option Journal of Futures Markets, Vol. 27, No. 3, 2007
Luís Oliveira and
João Pedro Vidal Nunes
Date Posted: November 12, 2006
Management Strategies and Dynamic Financial Analysis Variance, Vol. 2, No. 1, pp. 54-66
Martin Eling
,
Thomas Parnitzke
and
Hato Schmeiser
Date Posted: November 10, 2006Last Revised: August 19, 2008494 downloads
Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions
Sudhanshu K. Mishra
Date Posted: November 08, 200691 downloads
Optimization with Tail-Dependence and Tail Risk: A Copula Based Approach for Strategic Asset Allocation
Francesco Paolo Natale
Date Posted: November 05, 2006597 downloads
Selective Hedging Strategies for Oil Stockpiling Energy Policy, Vol. 34, pp. 3495-3504, 2006
Won-Cheol Yun
Date Posted: October 28, 2006
The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods
Sudhanshu K. Mishra
Date Posted: October 23, 200685 downloads
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents Riksbank Research Paper No. 16, Sveriges Riksbank Working Paper No. 177
Henrik Amilon
Date Posted: October 19, 2006124 downloads
Quantifying the Benefits of Individual Level Targeting in the Presence of Firm Strategic Behavior
Xiaojing Dong
,
Puneet Manchanda
and
Pradeep K. Chintagunta
Date Posted: October 17, 2006465 downloads
Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-Modal Benchmark Functions
Sudhanshu K. Mishra
Date Posted: October 14, 2006147 downloads
Unit Root and Cointegration Tests for Cross-sectionally Correlated Panels. Estimating Regional Production Functions ISAE Working Paper No. 53
Roberto Basile
,
Mauro Costantini
and
Sergio Destefanis
Date Posted: October 10, 2006123 downloads
Dilation Bootstrap
Alfred Galichon
and
Marc Henry
Date Posted: October 04, 2006Last Revised: December 16, 2011215 downloads
Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks
Christian P. Fries and
Mark S. Joshi
Date Posted: October 03, 20061312 downloads
Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions
Sudhanshu K. Mishra
Date Posted: October 02, 2006370 downloads
Sample Selection with Binary Endogenous Variable: A Bayesian Analysis of Participation to Timber Auctions Telecom Paris Economics and Social Sciences Working Paper No. ESS-06-08
Raphaele Preget
and
Patrick Waelbroeck
Date Posted: September 20, 2006188 downloads
Optimization of Simulated Inventory Systems: OptQuest and Alternatives CentER Discussion Paper Series No. 2006-75
Jack P. C. Kleijnen and
Jie Wan
Date Posted: September 17, 2006108 downloads
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling Tinbergen Institute Discussion Papers No. 2006-076/4
Michiel De Pooter ,
Rene Segers
and
H. K. van Dijk
Date Posted: September 10, 2006154 downloads
Bayesian Estimation and Model Selection for the Weekly Colombian Exchange Rate Revista de Economia del Rosario, Vol. 4, No. 2, pp. 143-172, 2001
Norberto Rodríguez
Date Posted: September 06, 200664 downloads
Modeling the Distribution of Exchange Rate Time Series and Measuring the Tail Area: An Empirical Application of the Colombian Flexible Exchange Rate Returns Revista de Economia del Rosario, Vol. 7, No. 1, pp. 19-43, June 2004
Héctor Zarate
Date Posted: September 06, 200679 downloads
Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization
Sudhanshu K. Mishra
Date Posted: September 06, 2006155 downloads
Valuation of Financial Assets using Monte Carlo: When the World is not so Normal Revista de Economia del Rosario, Vol. 7, No. 1, pp. 1-18, June 2004
Cecilia Maya
Date Posted: September 06, 2006259 downloads
Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators FRB of St. Louis Working Paper No. 2006-050A
Richard G. Anderson
,
Hailong Qian
and
Robert Rasche
Date Posted: August 30, 2006163 downloads
Monte Carlo Approximations for Low Moments of Order Deviates from Arbitrary Continuous Distribution Cairo University Statistics Working Paper, 18th Annual Conference on Statistics & Modeling in Human & Social Science
Abdel-Hameed Nawar
Date Posted: August 28, 200665 downloads
A Suitable Parametric Model For Operational Risk Applications
Fredrik Thuring and
Jim Gustafsson
affiliation not provided to SSRN
Date Posted: August 24, 2006Last Revised: February 21, 2009432 downloads
Estimating the Cross-Sectional Market Response to an Endogenous Event: Naked vs. Underwritten Calls of Convertible Bonds Journal of Empirical Finance, Forthcoming
John T. Scruggs
Date Posted: August 24, 2006
Monte Carlo Estimation of Project Volatility for Real Options Analysis Journal of Applied Finance, Vol. 16, No. 1, Spring/Summer 2006
Pedro Godinho
affiliation not provided to SSRN
Date Posted: August 24, 200618 downloads
The Pricing of Portfolio Credit Risk BIS Working Paper No. 214
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: August 24, 2006503 downloads
Estimating Poverty and Inequality from Grouped Data: How Well Do Parametric Methods Perform? Journal of Income Distribution, Vol. 18, No. 2, 2009
Camelia Minoiu and
Sanjay G. Reddy
Date Posted: August 23, 2006Last Revised: April 28, 2011341 downloads
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