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1,881,123 Total downloads
Showing Papers 1,651 - 1,700 of 8,579
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Revisiting Volume-Volatility Relationship: Evidence from India
Pradeep Mavuluri and
Nagarjuna Boppana Sr.
Date Posted: January 19, 2007227 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
Estimating the Correlation of Non-Contemporaneous Time-Series
Thomas Coleman
Date Posted: June 15, 2007Last Revised: September 08, 2008226 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
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, 2012226 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, 2006226 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
Principal Component Analysis - Statistical Method of Territorial Profile Factor Analysis
Mariana-Elena Voineagu Balu
and
Felix Furtuna
Date Posted: May 24, 2007224 downloads
The Macroeconomic Effects of Fiscal Policy ECB Working Paper No. 991
Antonio Afonso and
Ricardo M. Sousa
Date Posted: January 25, 2009224 downloads
The Stochastic Conditional Duration Model: A Latent Factor Model for the Analysis of Financial Durations Journal of Econometrics, Vol. 119, No. 2, pp. 381-412, 2004
Luc Bauwens and
David Veredas
Date Posted: April 08, 2005224 downloads
Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
Nikolaus Hautsch and
Yangguoyi Ou
Date Posted: November 01, 2008223 downloads
Industrial Localisation and Economic Development. A Case Study
Gianluigi Coppola
,
Maria Rosaria Garofalo
and
Fernanda Mazzotta
Date Posted: February 10, 2003223 downloads
Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency EFA 2009 Bergen Meetings Paper
Carl J. Ullrich
Date Posted: February 16, 2009Last Revised: June 30, 2009223 downloads
A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals CCSS Working Paper No. CCSS-09-002
Lin li
,
Ruoen Ren
and
Didier Sornette
Date Posted: April 27, 2010222 downloads
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (Second Version) PIER Working Paper No. 03-013
Francis X. Diebold and
Michael W. Brandt
Date Posted: June 04, 2003222 downloads
Backtesting Value-at-Risk Models: A Multivariate Approach Center for Applied Economics & Policy Research Working Paper No. 004-2010
Cristina Danciulescu
Date Posted: April 16, 2010222 downloads
Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks CREATES Research Paper No. 2007-15
Viktor Todorov
and
Tim Bollerslev
Date Posted: June 23, 2008222 downloads
On the Distribution of the Sample Autocorrelation Coefficients
Raymond Kan and
Xiaolu Wang
Date Posted: November 24, 2008Last Revised: August 10, 2009222 downloads
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices Tinbergen Institute Discussion Paper No. TI 03-071/4
M. Angeles Carnero ,
Siem Jan Koopman and
Marius Ooms
Date Posted: November 22, 2003222 downloads
Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach ISAE Working Paper No. 72
Marco Fioramanti
Date Posted: October 07, 2006222 downloads
Risk-Factor Portfolios and Financial Stability
Date Posted: November 11, 2009Last Revised: March 12, 2010222 downloads
Seeing Double Voting: An Extension of the Birthday Problem 7 Election L. J. 111 (2008), 2nd Annual Conference on Empirical Legal Studies Paper
Michael P. McDonald
and
Justin Levitt
Date Posted: July 03, 2007Last Revised: March 26, 2013222 downloads
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality Universite Laval WP98-05
Russell Davidson and
Jean-Yves Duclos
Date Posted: March 26, 1998222 downloads
A Distributional Approach for Single Factor Option Valuation Models
Robert Brooks
Date Posted: October 14, 2002221 downloads
A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
Fabio Trojani
and
Francesco Audrino
Date Posted: April 14, 2005221 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
Development and Empirical Validation of Symmetric Component Measures of Multi-Dimensional Constructs: The Case of Customer and Competitor Orientation Psychological Reports, Vol. 103, pp. 199-213, 2008
Hans Eibe Sørensen and
Stanley F. Slater
Date Posted: March 04, 2008Last Revised: August 13, 2009221 downloads
Game-Theoretic Capital Asset Pricing in Continuous Time Game-Theoretic Probability Project Working Paper No. 2
Vladimir Vovk and
Glenn Shafer
Date Posted: March 13, 2002221 downloads
Judicial Decisions as Tax Legislation NYU Law Review, Forthcoming, Northwestern Law & Econ Research Paper No. 977846, Northwestern Public Law Research Paper No. 977846
Nancy C. Staudt and
René Lindstädt
Date Posted: April 04, 2007221 downloads
Keynes’ Lower-Upper Bound Interval Approach to Probability
Rogério Arthmar
and
Michael Emmett Brady
Date Posted: February 03, 2010Last Revised: April 26, 2010221 downloads
Measuring Economic Capital: Value-at-Risk, Expected Shortfall and Copula Approach
Jeungbo Shim
,
Seung-Hwan Lee
and
Richard D. MacMinn
Date Posted: May 13, 2011221 downloads
Measuring Peer Effects on Youth Smoking Behavior Osaka University Social and Economic Research Working Paper No. 600
Ryo Nakajima
Date Posted: May 02, 2004221 downloads
Multivariate Stochastic Volatility Models with Correlated Errors
David X. Chan ,
Robert Kohn and
Chris Kirby
Date Posted: January 21, 2006221 downloads
No-Arbitrage Taylor Rules with Switching Regimes
Haitao Li ,
Tao Li
and
Cindy Yu
Date Posted: January 12, 2011Last Revised: September 17, 2012221 downloads
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran
and
Jiri Witzany
Date Posted: February 23, 2011Last Revised: March 07, 2011219 downloads
Detecting Jumps from Levy Jump Diffusion Processes Journal of Financial Economics (JFE), Forthcoming
Suzanne S. Lee
and
Jan Hannig
Date Posted: March 19, 2009219 downloads
Identification and Inference in Nonlinear Difference-In-Differences Models
Susan Athey and
Guido W. Imbens
Date Posted: June 03, 2002219 downloads
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