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JEL Code: C1
1,882,978 Total downloads
Showing Papers 1,621 - 1,670 of 8,583
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Novel Importance Sampling for the Valuation of Basket and Asian Options
John S. Dagpunar
Date Posted: October 01, 2007231 downloads
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series Tinbergen Institute Discussion Paper No. TI 02-113/4
Siem Jan Koopman and
Charles S. Bos
Date Posted: January 06, 2003231 downloads
Using Innovation Survey Data to Evaluate R&D Policy: The Case of Belgium ZEW - Centre for European Economic Research Discussion Paper No. 04-055
Kris Aerts
and
Dirk Czarnitzki
Date Posted: August 03, 2004Last Revised: August 14, 2008231 downloads
A Consistent Nonparametric Test of Ergodicity for Time Series with Applications
Ian Domowitz and
Mahmoud El-Gamal
Date Posted: October 18, 1999230 downloads
Catching Fallen Angels (and Other Expensive Credit Events)
Lisa R. Goldberg and
Andreas Zapp
Date Posted: October 21, 2005230 downloads
Credit Risk in a Network Economy FAME Working Paper No. 106
Henri O. Schellhorn
and
Didier Cossin
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004230 downloads
Interdependence of ASEAN-5 Stock Markets from the US and Japan 20th Australasian Finance & Banking Conference 2007 Paper
M. Shabri Abd. Majid
,
Ahamed Kameel Meera
and
Mohd Azmi Omar
Date Posted: August 09, 2007230 downloads
Learning and Heterogeneity in GDP and Inflation Forecasts
Kajal Lahiri and
Xuguang Sheng
Date Posted: September 12, 2008230 downloads
Monte Carlo Pricing in the Schöbel-Zhu Model and its Extensions
Alexander van Haastrecht ,
Roger Lord
and
Antoon Pelsser
Date Posted: October 11, 2009Last Revised: October 04, 2011230 downloads
Portfolio Optimization Using a Block Structure for the Covariance Matrix
David Disatnik
Date Posted: June 17, 2009Last Revised: April 07, 2010230 downloads
Rising Wage Inequality: The Role of Composition and Prices MIT Department of Economics Working Paper No. 05-22, Harvard Institute of Economic Research Discussion Paper No. 2096
David Autor ,
Lawrence F. Katz and
Melissa S. Kearney
Date Posted: September 21, 2005230 downloads
Simulated Likelihood Estimation of Affine Term Structure Models from Panel Data
Michael W. Brandt and
Ping He
Date Posted: February 23, 2006230 downloads
Using Shifted Distributions in Computing Operational Risk Capital
Ilya Rozenfeld
Date Posted: April 27, 2010Last Revised: September 27, 2010230 downloads
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo
Kajal Lahiri and
Jian Gao
Date Posted: July 22, 2002229 downloads
Estimating Discrete-Choice Games of Incomplete Information: A Simple Static Example
Che-Lin Su
Date Posted: February 04, 2012Last Revised: October 25, 2012229 downloads
Forecast Uncertainty in Economic Modeling FRB International Finance Discussion Paper No. 697
Neil R. Ericsson
Date Posted: April 11, 2001229 downloads
Modelling Spatial Autocorrelation in Spatial Interaction Data
Manfred M. Fischer and
Daniel A. Griffith
Date Posted: March 06, 2008229 downloads
NLINLS: A Differential Evolution Based Nonlinear Least Squares Fortran 77 Program
Sudhanshu K. Mishra
Date Posted: September 18, 2007Last Revised: August 24, 2010229 downloads
Quantifying the Behavior of Stock Correlations Under Market Stress Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Tobias Preis ,
Dror Y. Kenett
,
H. Eugene Stanley ,
Dirk Helbing
and
Eshel Ben-Jacob
Date Posted: November 02, 2012229 downloads
Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
Madina Kukenova
and
Jose-Antonio Monteiro
Date Posted: February 21, 2009Last Revised: July 13, 2009229 downloads
Taking Empirical Stock of the Best Corporate and Securities Articles U. of Pittsburgh Legal Studies Research Paper No. 2009-16
Peter B. Oh
Date Posted: May 07, 2009Last Revised: June 24, 2009229 downloads
Combining Underreported Internal and External Data for Operational Risk Measurement
Montserrat Guillén ,
Jim Gustafsson
and
Jens Perch Nielsen
affiliation not provided to SSRN
and
City University London - Cass Business School
Date Posted: October 21, 2008Last Revised: November 30, 2008228 downloads
Discriminant Analysis in the Study of Romanian Regional Economic Development in View of European Integration International Conference Applied Statistics, 2006
Elisabeta Jaba
,
Danut Vasile Jemna
,
Daniela Viorica
and
Tamara Lacatusu
Date Posted: September 21, 2006228 downloads
Long and Short-Run Linkages in CEE Stock Markets: Implications for Portfolio Diversification and Stock Market Integration William Davidson Institute Working Paper No. 832
Manolis Syllignakis
and
Georgios P. Kouretas
Date Posted: June 22, 2006228 downloads
Measuring the Quality of Auditing Services with the Help of Benford’s Law - An Empirical Analysis and Discussion of this Methodical Approach
Manuela Möller
Date Posted: January 01, 2010228 downloads
Repeat Sales Regression on Heterogeneous Properties
Liang Peng
Date Posted: March 18, 2008Last Revised: September 19, 2010228 downloads
Survival on the Titanic: Illustrating Wald and LM Tests for Proportions and Logits
Robert John Dixon
and
William E. Griffiths
Date Posted: March 08, 2004228 downloads
When Do Covariates Matter? And Which Ones, and How Much?
Jonah B. Gelbach
Date Posted: June 26, 2009228 downloads
Essays on Valuation and Risk Management for Insurers
Richard Plat
Date Posted: November 11, 2010Last Revised: March 07, 2011227 downloads
Estimating the Correlation of Non-Contemporaneous Time-Series
Thomas Coleman
Date Posted: June 15, 2007Last Revised: September 08, 2008227 downloads
Interest Rate Volatility and Risk Management: Evidence from CBOE Treasury Options
Raphael N. Markellos and
Dimitris Psychoyios
Date Posted: April 08, 2010Last Revised: September 18, 2012227 downloads
Quantitative vs. Qualitative Criteria for Credit Risk Assessment Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
Manuel S. Ribeiro
,
Joaquim P. Pina
,
João Soares and
Margarida Catalao Lopes
affiliation not provided to SSRN
,
New University of Lisbon
,
Technical University of Lisbon (UTL)
and
Technical University of Lisbon
Date Posted: February 29, 2012227 downloads
Revisiting Volume-Volatility Relationship: Evidence from India
Pradeep Mavuluri and
Nagarjuna Boppana Sr.
Date Posted: January 19, 2007227 downloads
Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization
Sudhanshu K. Mishra
Date Posted: July 12, 2006227 downloads
Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty Office of Financial Research Working Paper No. 0005
Mark D. Flood and
George Korenko
Date Posted: September 04, 2008Last Revised: February 12, 2013227 downloads
Valuing Euro Rating-Triggered Step-Up Telecom Bonds Journal of Derivatives, Spring, pp. 63-80, 2004
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Date Posted: March 11, 2003227 downloads
Evaluation of Contagion or Interdependence in the Financial Crises of Asia and Latin America, Considering the Macroeconomic Fundamentals
Emerson Fernandes Marçal
,
Pedro L. Valls Pereira ,
Diógenes Manoel Leiva Martin
and
Wilson Toshiro Nakamura
Date Posted: September 20, 2007Last Revised: April 13, 2009226 downloads
Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts FRB of Kansas City Working Paper No. RWP 04-10, FRB of St. Louis Working Paper No. 2008-028A
Todd E. Clark and
Michael W. McCracken
Date Posted: November 08, 2004226 downloads
Modeling and Forecasting the Realized Volatility of US Dollar/Canadian Dollar Using High Frequency Data
Jia Geng
Date Posted: July 12, 2007Last Revised: October 15, 2008226 downloads
A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators Institute for Fiscal Studies Working Paper No. W00/19
Frank Windmeijer
Date Posted: December 15, 2000225 downloads
Asymptotic Theory of Range-Based Multipower Variation Journal of Financial Econometrics, Forthcoming
Kim Christensen
and
Mark Podolskij
Date Posted: April 20, 2006Last Revised: November 26, 2011225 downloads
Left Censoring in Duration Data: Theory and Applications U of Aarhus, Economics Working Paper No. 2002-5
Michael Rosholm
Date Posted: April 11, 2002225 downloads
Skewness Correction for Asset Pricing
Vassilis Polimenis
Date Posted: April 27, 2006225 downloads
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions Tinbergen Institute Discussion Paper No. TI 05-071/4
Siem Jan Koopman ,
Andre Lucas and
Andre A. Monteiro
Date Posted: July 07, 2005225 downloads
The Quality of Accounting Earnings, Fundamentals and Why Matching Matters: A Statistical Perspective
Roger J. Willett
Date Posted: March 19, 2010225 downloads
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements FAME Research Paper No. 159
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
Date Posted: November 28, 2005224 downloads
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
Dimitris Korobilis
Date Posted: August 26, 2009Last Revised: February 27, 2011224 downloads
Diagnostics for Multiple Imputations
Trivellore Raghunathan
and
Irina Bondarenko
Date Posted: November 21, 2007224 downloads
Investigating Endogeneity Bias in Marketing Fisher College of Business Working Paper No. 2006-06-001
Qing Liu
,
Thomas Otter
and
Greg M. Allenby
Date Posted: September 08, 2006224 downloads
Neoclassical Convergence Versus Technological Catch-up: A Contribution for Reaching a Consensus FEEM Working Paper No. 8.2002
Alain Desdoigts
Date Posted: February 28, 2002224 downloads
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