Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C53
363,219 Total downloads
Showing Papers 1,151 - 1,200 of 2,087
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Modeling Financial Return Dynamics via Decomposition Journal of Business and Economic Statistics, Forthcoming
Stanislav Anatolyev and
Nikolay Gospodinov
Date Posted: September 19, 2008Last Revised: August 12, 200972 downloads
Dynamic vs Static Autoregressive Models for Forecasting Time Series
Chris S. Xie
affiliation not provided to SSRN
Date Posted: September 18, 2008110 downloads
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? Economic Research Initiatives at Duke (ERID) Working Paper No. 12
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: September 11, 200884 downloads
CO2 Emission Reduction in Freight Transports: How to Stimulate Environmental Friendly Behaviour? ZEW - Centre for European Economic Research Discussion Paper No. 08-066
Georg Buhler
and
Patrick Jochem
affiliation not provided to SSRN
Date Posted: September 10, 2008101 downloads
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models Communications in Statistics - Simulation and Computation, Vol. 37, pp. 571-578, 2008
Soosung Hwang
and
Pedro L. Valls Pereira
Date Posted: September 10, 200866 downloads
A Tutorial on Opinion Polls for Elections and Marketing Research Using Five Approaches: Logistic Regression, Discriminant Analysis, Neural Networks with Factor Analysis, Wavelets with Feed-Forward Multilayer Neural Networks and Neural Networks with Monte Carlo Batch Processor
Eleftherios Giovanis
Date Posted: September 09, 2008221 downloads
Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function
Eleftherios Giovanis
Date Posted: September 09, 2008262 downloads
A High-Low Model of Daily Stock Price Ranges CESifo Working Paper Series No. 2387
Stephen Yan-Leung Cheung ,
Yin-Wong Cheung and
Alan T. K. Wan
Date Posted: September 08, 2008188 downloads
Real Time Forecasts of Inflation: The Role of Financial Variables
Libero Monteforte
and
Gianluca Moretti
Date Posted: September 05, 200875 downloads
Forecasting Euro Area Real GDP: Optimal Pooling of Information CESifo Working Paper Series No. 2371
Oliver Hülsewig
,
Johannes Mayr
and
Timo Wollmershaeuser
Date Posted: September 03, 200855 downloads
Modelling and Forecasting Multivariate Realized Volatility Journal of Applied Econometrics, Vol. 26, pp. 922-947, 2011
Roxana Halbleib-Chiriac
and
Valeri Voev
Date Posted: September 03, 2008Last Revised: October 25, 2011282 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
Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?
John M. Maheu and
Thomas H. McCurdy
Date Posted: September 01, 2008137 downloads
Geographic Income Inequality in Chile Revista de Analisis Economico, Vol. 22, No. 1, 2007
Claudio A. Agostini
and
Phil Brown
Date Posted: September 01, 2008110 downloads
Optimal Hedging Strategy in Stock Index Futures Markets 21st Australasian Finance and Banking Conference 2008 Paper
Weijun Xu
and
Li Yang
affiliation not provided to SSRN
and
University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: September 01, 2008Last Revised: January 11, 2009
Forecasts and Structures of Multiperiod Exchange Rate Volatility of the Colombian Peso Cuadernos de Economía, Vol. 27, No. 48, 2008,
Karoll Gómez
,
Santiago Gallón
and
Elkin Castaño
Date Posted: August 31, 200851 downloads
Do Analysts Account for Earnings Management?
Dan Givoly
,
Carla Hayn and
Timothy R. Yoder
Date Posted: August 29, 2008Last Revised: August 17, 2012333 downloads
Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
Guillermo Benavides and
Carlos Capistrán
Date Posted: August 29, 2008Last Revised: January 20, 2009129 downloads
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
David Rapach
,
Jack Strauss and
Guofu Zhou
Date Posted: August 27, 2008Last Revised: April 10, 2009869 downloads
The Information Content of KOF Indicators on Swiss Current Account Data Revisions CESifo Working Paper Series No. 2370
Jan P. A. M. Jacobs and
Jan-Egbert Sturm
Date Posted: August 27, 200810 downloads
The Yield Curve: A Methodological Review and New Approximations for Estimation Cuadernos de Economía, Vol. 27, No. 48, 2008,
Juan Camilo Santana
Date Posted: August 27, 2008228 downloads
Time Series Analysis for Prediction of Energy Prices on the Colombian Stock Exchange Cuadernos de Economía, Vol. 27, No. 48, 2008,
Sergio Botero
and
Jovan Alfonso Cano
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: August 26, 2008123 downloads
Are VIX Futures Prices Predictable? An Empirical Investigation International Journal of Forecasting, Vol. 27, No. 2, pp. 543-560, 2011
Eirini Konstantinidi
and
George S. Skiadopoulos
Date Posted: August 23, 2008Last Revised: February 02, 2011
The Out-of-Sample Performance of Stochastic Methods in Forecasting Age-Specific Mortality Rates ORES Working Paper No. 111
Javier Meseguer
Date Posted: August 22, 200830 downloads
Identifying and Forecasting House Price Dynamics in Ireland
Antonello D'Agostino
,
Kieran McQuinn and
Gerard O'Reilly
Date Posted: August 21, 2008140 downloads
A Structural Model for the Demand for Lease Renewals in the U.S. Leasing Industry Applied Econometrics and International Development, Vol. 6, No. 1, 2006
Gustavo A. Gomez-Sorzano
affiliation not provided to SSRN
Date Posted: August 20, 200830 downloads
Flow on Conjunctural Information and Forecast of Euro Area Economic Activity ECB Working Paper No. 925
Katja Drechsel
and
Laurent Maurin
Date Posted: August 19, 200826 downloads
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process University of St. Gallen, Department of Economics, Discussion Paper No. 2008-16
Francesco Audrino
and
Marcelo C. Medeiros
Date Posted: August 18, 200871 downloads
Heterogeneous Expectations and Long Range Correlation of the Volatility of Asset Returns
Jérôme Coulon
and
Yannick Malevergne
Date Posted: August 13, 2008Last Revised: November 26, 201051 downloads
A Regime-Switching Relative Value Arbitrage Rule
Michael Bock
and
Roland Mestel
Date Posted: August 10, 20081336 downloads
Credit Ratings Migration: Quantifying Obligor Risk
Alysa V. Shcherbakova
Date Posted: August 10, 2008Last Revised: August 31, 2008229 downloads
Forecasting in Vector Autoregressions with Many Predictors Advances in Econometrics, Vol. 23, 2008
Dimitris Korobilis
Date Posted: August 07, 2008Last Revised: November 27, 2009
Forecasting Volatility with Encompassing and Regime Dependent Garch Models Journal of Financial Management and Analysis, Vol. 18, No. 2, 2005
Larry Bauer
and
Steve Beveridge
Date Posted: August 05, 2008
Extreme News Events, Long-Memory Volatility, and Time Varying Risk Premia in Stock Market Returns
Wing H. Chan and
LiLing Feng
Date Posted: July 29, 2008Last Revised: August 18, 2008166 downloads
Shanghai Stock Exchange Composite Index and Bank Stock Prices in China: A Causality Analysis University of Nottingham Research Paper No. 2008/25
Shujie Yao
,
Stephen L. Morgan and
Dan Luo
Date Posted: July 29, 2008259 downloads
The Information Content of KOF Indicators on Swiss Current Account Data Revisions KOF Working Paper No. 202
Jan P. A. M. Jacobs and
Jan-Egbert Sturm
Date Posted: July 29, 200812 downloads
Can Exchange Rates Forecast Commodity Prices? Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
Date Posted: July 28, 2008Last Revised: May 06, 2010687 downloads
Modeling Stock Order Flows and Learning Market-Making from Data Technical Report CBCL Paper No. 217 / AI Memo No. 2002-009, M.I.T., Cambridge, MA
Adlar J. Kim
,
Christian R. Shelton
and
Tomaso Poggio
Date Posted: July 28, 2008451 downloads
Forecasting Wholesale Electricity Prices: A Review of Time Series Models FINANCIAL MARKETS: PRINCIPLES OF MODELLING, FORECASTING AND DECISION-MAKING, W. Milo, P. Wdowinski, eds., FindEcon Monograph Series, WUL, Lodz, 2008
Rafal Weron
Date Posted: July 22, 2008264 downloads
A Bootstrap Causality Test for Covariance Stationary Processes LSE STICERD Research Paper No. EM462
Javier S. Hidalgo
Date Posted: July 21, 200823 downloads
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models LSE STICERD Research Paper No. EM456
Woocheol Kim and
Oliver B. Linton
affiliation not provided to SSRN
and
University of Cambridge
Date Posted: July 21, 200822 downloads
A Quantilogram Approach to Evaluating Directional Predictability LSE STICERD Research Paper No. EM463
Oliver B. Linton and
Yoon-Jae Whang
Date Posted: July 21, 200828 downloads
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models LSE STICERD Research Paper No. EM452
Javier S. Hidalgo
Date Posted: July 21, 200832 downloads
Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators LSE STICERD Research Paper No. EM451
Hidehiko Ichimura and
Oliver B. Linton
Date Posted: July 21, 200836 downloads
Consistent Testing for Stochastic Dominance Under General Sampling Schemes LSE STICERD Research Paper No. EM466
Oliver B. Linton ,
Esfandiar Maasoumi and
Yoon-Jae Whang
Date Posted: July 21, 200823 downloads
Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods LSE STICERD Research Paper No. EM453
Oliver B. Linton and
Enno Mammen
Date Posted: July 21, 200829 downloads
Forecasting the Density of Asset Returns LSE STICERD Research Paper No. EM479
Trino-Manuel Niguez and
Javier Perote
affiliation not provided to SSRN
and
Universidad Rey Juan Carlos - Department Economia
Date Posted: July 21, 200839 downloads
Larch, Leverage and Long Memory LSE STICERD Research Paper No. EM460
Liudas Giraitis and
Donatas Surgailis
Date Posted: July 21, 200812 downloads
Nonparametric Estimation of Homothetic and Homothetically Separable Functions LSE STICERD Research Paper No. EM461
Arthur Lewbel and
Oliver B. Linton
Date Posted: July 21, 200815 downloads
Nonparametric Inference for Unbalanced Time Series Data LSE STICERD Research Paper No. EM474
Oliver B. Linton
Date Posted: July 21, 200815 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
9.406 seconds
