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837,762 Total downloads
Showing Papers 1,141 - 1,190 of 5,141
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Phase Distribution and Phase Correlation of Financial Time Series
Physical Review E, Vol. 73, 016118, 2006
Ming-Chya Wu
,
Ming-Chang Huang
,
Hai-Chin Yu and
Thomas Chinan Chiang
Institute of Physics, Academia Sinica
,
Chung Yuan Christian University
,
Chung Yuan Christian University
and
Drexel University - Department of Finance
Date Posted: December 13, 2005
Accepted Paper Series
174 downloads
Simple Computational Methods for Pricing a Down and Out Basket Bermudan Put
Guanghua Cao
,
Nathan Coelen
and
Andrea Ling
Morgan Stanley
,
Morgan Stanley
and
University of California, Berkeley - Haas School of Business
Date Posted: May 30, 2007
Working Paper Series
174 downloads
Skewed Libor Market Model and Gaussian HJM Explicit Approaches to Rolled Deposit Options
Marc P. A. Henrard
OpenGamma
Date Posted: January 14, 2007
Working Paper Series
174 downloads
Automated Markets and Trading Agents
HANDBOOK OF COMPUTATIONAL ECONOMICS, Vol. 2, Leigh Tesfatsion and Kenneth L. Judd, eds., Elsevier, 2006
Jeffrey K. MacKie-Mason and
Michael P. Wellman
University of Michigan
and
University of Michigan
Date Posted: March 27, 2007
Accepted Paper Series
173 downloads
Decomposing the Co-Movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area
Bank of Finland Research Discussion Paper No. 12/2005
Patrick M. Crowley and
Jim Lee
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
and
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: December 29, 2005
Working Paper Series
173 downloads
Indirect Tax Incidence in Madagascar: Updated Estimates Using the Input-Output Table
Cornell Food and Nutrition Policy Program Working Paper No. 147
Harivelo Rajemison
,
Steven Haggblade
and
Stephen D. Younger
Institut National de la Statistique (INSTAT)
,
International Food Policy Research Institute
and
Ithaca College - Department of Economics
Date Posted: November 22, 2003
Working Paper Series
173 downloads
Mental Models, Decision Rules, Strategies and Performance Heterogeneity
Atlanta Competitive Advantage Conference Paper
Michael Shayne Gary and
Robert E. Wood
Australian School of Business
and
Australian School of Business
Date Posted: February 20, 2008
Last Revised: May 28, 2008
Working Paper Series
173 downloads
Perpetual Put-Like and Call-Like American Options under Levy Processes, and Incremental Capital Expansion
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 06, 2004
Working Paper Series
173 downloads
The Log-Linear Return Approximation, Bubbles, and Predictability
Journal of Financial and Quantitative Analysis, Vol. 47, Nr. 3, 2012, s. 643-665.
Tom Engsted ,
Thomas Quistgaard Pedersen
and
Carsten Tanggaard
University of Aarhus - CREATES
,
University of Aarhus - CREATES
and
CREATES
Date Posted: August 09, 2010
Last Revised: February 28, 2013
Working Paper Series
173 downloads
Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective
Bank of Canada Working Paper No. 2007-49
David Jamieson Bolder and
Shudan Liu
Bank of Canada
and
affiliation not provided to SSRN
Date Posted: January 14, 2008
Working Paper Series
172 downloads
GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
172 downloads
Pricing of Variance and Volatility Swaps with Semi-Markov Volatilities
Anatoliy V. Swishchuk
University of Calgary
Date Posted: May 21, 2009
Working Paper Series
172 downloads
Romanian GDP Between 1990 and 2005: Structural Resemblance and Difference
Ciprian Ionel Turturean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Working Paper Series
172 downloads
Simplified Bidding and Solution Methodology for Truckload Procurement and Other Vcg Combinatorial Auctions
Ross School of Business Paper No. 1034
Damian R. Beil ,
Amy Cohn
and
Amitabh Sinha
University of Michigan - Stephen M. Ross School of Business
,
University of Michigan at Ann Arbor - College of Engineering
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: May 26, 2006
Working Paper Series
172 downloads
Using Multi-Agent Simulation to Understand Trading Dynamics of a Derivatives Market
Annals of Mathematics and Artificial Intelligence, Forthcoming
Alan King ,
Olga Streltchenko
and
Yelena Yesha
IBM Corporation - Thomas J. Watson Research Center
,
Algorithmics, Inc.
and
University of Maryland, Baltimore County - College of Engineering
Date Posted: May 11, 2005
Accepted Paper Series
172 downloads
Volatility-of-Volatility : A Simple Model-Free Motivation
Wilmott Magazine, September 2012
Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: January 23, 2011
Last Revised: November 07, 2012
Accepted Paper Series
172 downloads
Efficiency of the Polish Banking Industry: Foreign versus Domestic Banks
Olena Havrylchyk
European University Viadrina Frankfurt (Oder) - Department of Economics
Date Posted: February 06, 2004
Working Paper Series
171 downloads
Efficient Pricing of Ratchet Equity Indexed Annuities in a VG Economy
Laura Ballotta
City University London - Sir John Cass Business School
Date Posted: May 21, 2008
Last Revised: August 31, 2009
Working Paper Series
171 downloads
Fast Pricing and Calculation of Sensitivities of OTM European Options Under Levy Processes
Sergei Levendorskii and
Jiayao Xie
University of Leicester - Department of Mathematics
and
University of Leicester - Department of Mathematics
Date Posted: April 14, 2010
Last Revised: September 28, 2010
Working Paper Series
171 downloads
In Defence of Capitalisation Weights: Evidence from the FTSE 100 Index 1984-2004
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: August 02, 2006
Working Paper Series
171 downloads
Optimal Dividends and Capital Injections in the Dual Model with Diffusion
UNSW Australian School of Business Research Paper No. 2010ACTL15
Benjamin Avanzi
,
Jonathan Shen and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: November 15, 2010
Working Paper Series
171 downloads
Pseudo-Diffusions and Quadratic Term Structure Models
Sergei Levendorskii
University of Leicester - Department of Mathematics
Date Posted: March 23, 2004
Working Paper Series
171 downloads
Multi-Party Competition: A Stochastic Equilibrium Analysis
Thomas Plümper
and
Christian W. Martin
University of Essex - Department of Government
and
University of Hamburg
Date Posted: April 13, 2005
Working Paper Series
170 downloads
Assessing Bank Soundness with Classification Techniques
Omega - The International Journal of Management Science, Vol. 38, pp. 345-357, 2010 (revised version), University of Bath School of Management Working Paper Series 2009.04
Christos Ioannidis ,
Fotios Pasiouras and
C. Zopounidis
University of Bath-Department of Economics
,
University of Surrey - Surrey Business School
and
Technical University of Crete (TUC) - Department of Production Engineering and Management
Date Posted: March 06, 2009
Last Revised: September 28, 2012
Accepted Paper Series
169 downloads
Benchmarking Peruvian Banks using Data Envelopment Analysis
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 147-164, 2011
Vincent Charles
,
Mukesh Kumar
,
Luis Felipe Zegarra and
Beatrice Avolio
CENTRUM Católica, Pontificia Universidad Católica del Perú
,
Pontificia Universidad Catolica del Peru - CENTRUM
,
Pontificia Universidad Catolica del Peru - CENTRUM
and
Pontificia Universidad Catolica del Peru - CENTRUM
Date Posted: September 16, 2011
Last Revised: October 30, 2012
Accepted Paper Series
169 downloads
Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
IMF Working Paper No. 04/196
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Date Posted: February 09, 2006
Working Paper Series
169 downloads
Downside Risk Optimization in Securitized Real Estate Markets
ZEW - Centre for European Economic Research Discussion Paper No. 10-034
Tim-Alexander Kroencke
and
Felix Schindler
Centre for European Economic Research (ZEW)
and
Steinbeis University Berlin
Date Posted: June 09, 2010
Working Paper Series
169 downloads
Real and Distributive Effects of Petroleum Price Liberalization: The Case of Indonesia
IMF Working Paper No. 03/204
Benedict J. Clements ,
Hong-Sang Jung and
Sanjeev Gupta
International Monetary Fund (IMF) - Expenditure Policy Division
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: February 14, 2006
Working Paper Series
169 downloads
The Production and Consumption Accounting Principles as a Guideline for Designing Environmental Tax Policy
FEEM Working Paper No. 8.2007
Mònica Serrano
Universitat de Barcelona
Date Posted: February 06, 2007
Working Paper Series
169 downloads
Computing Equilibria in Finance Economies
P. Jean-Jacques Herings
and
Felix Kubler
Maastricht University
and
University of Zurich
Date Posted: January 25, 2001
Working Paper Series
168 downloads
Credit Risk Modeling Through the Use of an Extended and Numerically Stable Version of CreditRisk and a Merton Model
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 24, 2011
Working Paper Series
168 downloads
Entry and Exit Decision Problem with Implementation Delay
Journal of Applied Probability, Vol. 45, No. 4, 2008
Marius Costeniuc
,
Michaela Schnetzer
and
Luca Taschini
Swiss Re
,
affiliation not provided to SSRN
and
London School of Economics - Grantham Research Institute
Date Posted: June 30, 2008
Last Revised: May 18, 2009
Working Paper Series
168 downloads
Matlab Toolbox for Solving Regular Linear Rational Expectations Models: The Algorithm
Pawel Kowal
Warsaw School of Economics (SGH)
Date Posted: May 08, 2006
Working Paper Series
168 downloads
Military Draft and Economic Growth in OECD Countries
IZA Discussion Paper No. 2022
Katarina R. I. Keller
,
Panu Poutvaara and
Andreas Wagener
Susquehanna University
,
University of Helsinki - Department of Economics
and
University of Hannover - Economics and Business Administration Area
Date Posted: March 21, 2006
Working Paper Series
168 downloads
Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
Numerical Functional Analysis and Optimization, Vol. 30, Nos. 1-2, pp. 82-97, 2009
Ahmet Duran
University of Michigan at Ann Arbor
Date Posted: June 11, 2009
Accepted Paper Series
168 downloads
Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
Viktor Winschel
University of Mannheim - School of Economics (VWL)
Date Posted: July 29, 2005
Working Paper Series
168 downloads
American Options in Levy Models With Stochastic Interest Rate of CIR-Type
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: November 27, 2007
Working Paper Series
167 downloads
Irreversible Investment under Interest Rate Variability: New Results
CESifo Working Paper Series No. 640
Luis Hernan Radomiro Alvarez and
Erkki Koskela
Turku School of Economics
and
University of Helsinki - Department of Political and Economic Studies
Date Posted: January 31, 2002
Working Paper Series
167 downloads
Marginal Cost versus Average Cost Pricing with Climatic Shocks in Senegal: A Dynamic Computable General Equilibrium Model Applied to Water
FEEM Working Paper No. 144.06
Anne Briand
University of Rouen
Date Posted: November 29, 2006
Working Paper Series
167 downloads
Modelling Simultaneous Defaults: A Top-Down Approach
Michael Kunisch
and
Marliese Uhrig-Homburg
University of Karlsruhe
and
Karlsruhe Institute of Technology (KIT)
Date Posted: March 03, 2007
Working Paper Series
167 downloads
A Note on Exact Computation of Max Weighted Score Estimators by Mixed Integer Programming
Kostas Florios
and
Spyros Skouras
National Technical University of Athens (NTUA)
and
Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: August 16, 2007
Last Revised: December 08, 2008
Working Paper Series
166 downloads
Development of the Market Paradigm for Analyzing Systems
Olufemi Adedotun Yesufu
and
Thomas Kokumo Yesufu
Obafemi Awolowo University - Agricultural Economics
and
Obafemi Awolowo University - Electronic And Electrical Engineering
Date Posted: September 08, 2003
Working Paper Series
166 downloads
Economic Growth and Population Models
Brida, J.G. and Accinelli, E., THE DYNAMICS OF THE RAMSEY ECONOMIC GROWTH MODEL WITH THE VON BERTALANFFY POPULATION GROWTH LAW, Proceedings of the MASSEE International Congress on Mathematics (MICOM-2006) May 31 – June 4, 2006,
Elvio Accinelli
and
Juan Gabriel Brida
Universidad Autonoma Metropolitana
and
Free University of Bolzano
Date Posted: January 13, 2006
Last Revised: June 16, 2011
Accepted Paper Series
166 downloads
Electricity Generation with Looped Transmission Networks: Bidding to an Iso
CMI EP Working Paper No. 65
Xinmin Hu ,
Daniel Ralph
,
Eric Kodjo Ralph ,
Peter Bardsley and
Michael C. Ferris
Australian Graduate School of Management
,
University of Cambridge - Judge Business School
,
EKonomics LLC
,
University of Melbourne - Department of Economics
and
University of Wisconsin - Madison - Department of Computer Sciences
Date Posted: July 19, 2004
Last Revised: February 08, 2009
Working Paper Series
166 downloads
International Equity Premia and Rates in Heterogeneous Economies
Oliver Berndt
Goethe University Frankfurt, Graduate Program - Finance and Monetary Economics
Date Posted: October 09, 2010
Last Revised: March 18, 2013
Working Paper Series
166 downloads
Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed
FEEM Working Paper No. 89.2001
Paolo Surico and
Efrem Castelnuovo
London Business School - Department of Economics
and
University of Padua - Department of Economics
Date Posted: December 12, 2001
Working Paper Series
166 downloads
Optimality Conditions in Portfolio Analysis with General Deviation Measures
University of Florida Industrial and Systems Engineering Working Paper No. 2004-7
R. Tyrrell Rockafellar
,
Stanislav P. Uryasev and
Michael Zabarankin
University of Washington - Department of Mathmatics
,
University of Florida
and
Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: November 09, 2004
Working Paper Series
166 downloads
Quadratic Spline Collocation for One-Dimensional Linear Parabolic Partial Differential Equations
Journal of Numerical Algorithms, July 2009
Christina Christara
,
Tong Chen
and
Duy Minh Dang
University of Toronto - Department of Computer Science
,
University of Toronto - Department of Computer Science
and
University of Waterloo, David R. Cheriton School of Computer Science
Date Posted: October 04, 2009
Last Revised: April 07, 2010
Accepted Paper Series
166 downloads
The Solow Model With Logistic Manpower: A Stability Analysis
Journal of World Economics Review, Vol. 3, No. 2, pp. 161-166, 2008
Daniele Ritelli
,
Giovanni Mingari Scarpello
and
Juan Gabriel Brida
University of Bologna - Department of Mathematics for Economic and Social Sciences
,
Free University of Bozen-Bolzano
and
Free University of Bolzano
Date Posted: August 24, 2005
Last Revised: June 05, 2011
Accepted Paper Series
166 downloads
A Dynamic Approach to Vehicle Scheduling
ERIM Report Series Reference No. ERS-2001-35-LIS
Dennis Huisman
,
Richard Freling (deceased) and
Albert P. M. Wagelmans
Erasmus University Rotterdam (EUR) - Department of Econometrics
,
Erasmus Universiteit Rotterdam, ECOPT & ERIM (Deceased)
and
Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Date Posted: August 26, 2006
Working Paper Series
165 downloads
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