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Abstracts: 653,670
Full Text Papers: 547,205
Authors: 301,592
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  Last 12 months:
64,929

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To date: 95,165,943
Last 12 months: 12,187,875
Last 30 days: 1,164,602

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300,323
Total References: 8,829,354
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5,713,264
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92,038
Total Footnotes: 9,004,648


SSRN eLibrary Search Results
JEL Code: C53
506,757 Total downloads
Showing Papers 1,651 - 1,700 of 2,806
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Incl. Electronic Paper Forecasting the Italian Wholesale Electricity Price Using Artificial Intelligence Models
Murad Harasheh Sr.
Pavia University, Department of Economics and Management
Date Posted: February 11, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Value Creation on CRM: Evidence of Employee Competence in Serviced Apartments
Journal Sampurasun: Interdiscipinary Studies for Cultural Heritage, Vol. 1, No. 1, December 2015, p. 41-57, ISSN # 2460-5743 (managed by: Universitas Pasundan, Bandung, Indonesian & University of Northern Philippines, Vegan City, The Philippines)
Irma M. Nawangwulan , Josephine P Sawirin and Samuel P. D. Anantadjaya
BIRD Group and Swiss German University - Faculty of Business Administration & Humanities
Date Posted: February 05, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Looking into the Black Box of Boosting: The Case of Germany
CESifo Working Paper Series No. 5687
Robert Lehmann and Klaus Wohlrabe
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: February 04, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting the Nominal Brent Oil Price with Vars-One Model Fits All?
IMF Working Paper No. 15/251
Benjamin Beckers and Samya Beidas-Strom
German Institute for Economic Research (DIW Berlin) and International Monetary Fund (IMF)
Date Posted: February 03, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Diseño De Un Portafolio De Inversión a Partir De Un Modelo De Programación No Lineal: Caso Colombia 2013-2014 (Design of a Investment Portfolio Using Non-Linear Programming: Case of Colombia 2013-2014)
Revista Internacional Administración & Finanzas, v. 9 (2) p. 35-47, 2016,
John Dairo Ramírez Aristizábal, and Eduardo Alexander Duque Grisales
Institución Universitaria ESUMER and Institución Universitaria ESUMER
Date Posted: January 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Risk Everywhere: Modeling and Managing Volatility
Tim Bollerslev , Benjamin Hood , John Huss and Lasse Heje Pedersen
Duke University - Finance , AQR Capital Management, LLC , AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: January 28, 2016
Working Paper Series
222 downloads

Incl. Electronic Paper Inflation as a Global Phenomenon - Some Implications for Policy Analysis and Forecasting
Globalization and Monetary Policy Institute Working Paper No. 261
Ayse Kabukcuoglu and Enrique Martínez-García
Koc University and Federal Reserve Bank of Dallas - Research Department
Date Posted: January 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Bayesian VAR Benchmark for COMPASS
Bank of England Working Paper No. 583
Silvia Domit , Francesca Monti and Andrej Sokol
Bank of England - Monetary Analysis , Bank of England and Bank of England
Date Posted: January 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling and Forecasting Rig Rates on the Norwegian Continental Shelf
Terje Skjerpen , Halvor Briseid Storrosten , Knut Einar Rosendahl and Petter Osmundsen
Statistics Norway , Statistics Norway , Norwegian University of Life Sciences and University of Stavanger
Date Posted: January 22, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
CEPR Discussion Paper No. DP11035
Christiane Baumeister and Lutz Kilian
University of Notre Dame and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 20, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium: The Ups and the Downs
Nick Baltas and Dimitris Karyampas
Imperial College Business School and
Date Posted: January 19, 2016
Working Paper Series
105 downloads

Incl. Electronic Paper A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Fabrizio Anfuso , Daniel Aziz , Paul Giltinan and Klearchos Loukopoulos
Credit Suisse Securities (Europe) Limited , Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Date Posted: January 17, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper A Quick Tool to Forecast VaR Using Implied and Realized Volatilities
Francesco Cesarone and Stefano Colucci
University of Rome III - Department of Business Studies and Symphonia Sgr
Date Posted: January 14, 2016
Working Paper Series
108 downloads

Incl. Electronic Paper Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
CFS Working Paper No. 525
Christiane Baumeister and Lutz Kilian
University of Notre Dame and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 13, 2016
Working Paper Series
132 downloads

Incl. Electronic Paper Dissecting Models’ Forecasting Performance
KOF Working Paper No 397
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: January 12, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper More Accurate Volatility Estimation and Forecasts Using Price Durations
Ingmar Nolte , Stephen J. Taylor and Xiaolu Zhao
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Date Posted: January 11, 2016
Last Revised: January 28, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Forecasting Financial Stress Indices in Korea: A Factor Model Approach
Bank of Korea WP 2015-30
Hyeongwoo Kim , Hyun Hak Kim and Wen Shi
Auburn University , Bank of Korea and Auburn University
Date Posted: January 11, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Adaptive Models and Heavy Tails
Bank of England Working Paper No. 577
Ivan Petrella and Davide Delle Monache
Bank of England and Bank of Italy
Date Posted: January 09, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Out-of-Sample Forecasting Performance of a Robust Neural Exchange Rate Model of RON/USD
Romanian Journal of Economic Forecasting, vol, 18, issue 1, pp. 93-106, 2015
Corina Saman
Romanian Academy - Institute for Economic Forecasting
Date Posted: January 08, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Forecasting Value-at-Risk Under Temporal and Portfolio Aggregation
Tinbergen Institute Discussion Paper 15-140/III
Erik Kole , Thijs D. Markwat , Anne Opschoor and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute , Robeco Asset Management , Vrije Universiteit Amsterdam and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: January 06, 2016
Last Revised: January 07, 2016
Working Paper Series
53 downloads

Behavior of Returns in India's Equity Market
Shveta Singh , Nishant Vats , P. K. Jain and Surendra S. Yadav
Indian Institute of Technology (IIT), Delhi - Department of Management Studies , Indian Institute of Technology (IIT), Kharagpur , Indian Institute of Technology (IIT), Delhi - Department of Management Studies and Indian Institute of Technology (IIT), Delhi - Department of Management Studies
Date Posted: January 05, 2016
Working Paper Series

Incl. Electronic Paper Confidence and the Transmission of Macroeconomic Uncertainty in U.S. Recessions
Fang Zhang

Date Posted: January 03, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Rationality and Forecasting Accuracy of Exchange Rate Expectations: Evidence from Survey-Based Forecasts
Onur Ince and Tanya Molodtsova
Appalachian State University and Appalachian State University
Date Posted: January 02, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Predicting Stock Returns of Mid Cap Firms in India – An Application of Random Forest and Dynamic Evolving Neural Fuzzy Inference System
Tamal Datta Chaudhuri , Indranil Ghosh and Shahira Eram
Calcutta Business School , Calcutta Business School and Calcutta Business School
Date Posted: January 02, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
UNSW Business School Research Paper No. 2015ACTL25
Benjamin Avanzi , Bernard Wong and Xinda Yang
UNSW Australia Business School, 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: January 02, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Forecasting Tourist Arrivals to Turkey
Tourism: An International Interdisciplinary Journal, 2015
Engin Yilmaz
Carlos III de Madrid
Date Posted: December 30, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Nowcasting Indonesia
Asian Development Bank Economics Working Paper Series No. 471
Matteo Luciani , Madhavi Pundit , Arief Ramayandi and Giovanni Veronese
Asian Development Bank , Asian Development Bank - Economic Research and Bank of Italy
Date Posted: December 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models
Gustavo Fruet Dias and George Kapetanios
University of Aarhus and University of London - Queen Mary College - Department of Economics
Date Posted: December 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Riksbank Research Paper Series No. 133, Sveriges Riksbank Working Paper Series No. 309
Andre Lucas and Xin Zhang
VU University Amsterdam - Faculty of Economics and Business and Sveriges Riksbank - Research Division
Date Posted: December 22, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Extreme Yield Movements and Dynamic Density Forecasts for the Term Structure of Interest Rates
Diaa Noureldin
American University in Cairo - Department of Economics
Date Posted: December 21, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Non-Linear Predictability of Stock Market Returns: Comparative Evidence from Japan and the US
Investment Management and Financial Innovations, Volume 11, Issue 4, 2014
Andreas Humpe and Peter Macmillan
University of St. Andrews and University of St. Andrews - School of Management
Date Posted: December 20, 2015
Accepted Paper Series
34 downloads

Incl. Electronic Paper Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
Yongchen Zhao
Towson University - Department of Economics
Date Posted: December 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Density Forecast Comparisons for Stock Prices, Obtained from High-Frequency Returns and Daily Option Prices
Rui Fan , Stephen J. Taylor and Matteo Sandri
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Date Posted: December 13, 2015
Last Revised: December 17, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Regularization Parameter Selection via Cross-Validation in the Presence of Dependent Regressors: A Simulation Study
Yoshimasa Uematsu and Shinya Tanaka
The Institute of Statistical Mathematics and Otaru University of Commerce
Date Posted: December 12, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Tail-Risk Protection Trading Strategies
Natalie E. Packham , Jochen Papenbrock , Peter Schwendner and Fabian Woebbeking
Frankfurt School of Finance & Management gemeinnützige GmbH , PPI AG , Zurich University of Applied Sciences, Center for Asset Management and Goethe University Frankfurt - Department of Finance
Date Posted: December 11, 2015
Last Revised: December 15, 2015
Working Paper Series
344 downloads

Incl. Electronic Paper Constructing Optimal Pathwise Confidence Bands Using Mixed-Integer Optimization
Rainer A. Schüssler and Mark M. Trede
Helmut Schmidt University and University of Muenster - Faculty of Economics
Date Posted: December 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Exploiting the Monthly Data Flow in Structural Forecasting
FRB of NY Staff Report No. 751
Domenico Giannone
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: December 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Macro-Driven VAR Forecasts: From Very High to Very Low-Frequency Data
Yves Dominicy and Harry Vander Elst
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Date Posted: December 10, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?
Swiss Finance Institute Research Paper No. 15-57
Guilherme Demos , Qunzhi Zhang and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: December 06, 2015
Working Paper Series
62 downloads

Incl. Electronic Paper Profitability of Oscillators Used in Technical Analysis for Financial Market
Advances in Economics and Business Management (AEBM) Print ISSN: 2394-1545; Online ISSN: 2394-1553; Volume 2, Number 9; April-June, 2015 pp. 925-931
Mohd Naved and Prabhat Srivastava
Noida International University and Noida International University
Date Posted: December 06, 2015
Working Paper Series
70 downloads

Incl. Electronic Paper Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?
CESifo Working Paper Series No. 5587
Bart Cockx and Stijn Baert
Ghent University - Sherppa - Faculty of Economics and Business Administration and Ghent University
Date Posted: December 03, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios
Raman Uppal and Paolo Zaffaroni
EDHEC Business School and Imperial College Business School
Date Posted: December 03, 2015
Working Paper Series
71 downloads

Incl. Electronic Paper Sale Forecasting of Merck Pharma Company Using ARMA Model
Research Journal of Finance and Accounting. ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online), Vol. 6, No. 21, 2015
Ahmad Nawaz , Fouzia Nasir and Usman Aleem
Principal Consultant , Indus University and Pakistan Air Force - Karachi Institute of Economics & Technology (PAFKIET)
Date Posted: November 30, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Forecasters' Disagreement About How the Economy Operates, and the Role of Long-Run Relationships
Michael P. Clements
University of Reading - Henley Business School
Date Posted: November 27, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Financial Analysts Were Only Wrong by 25%
Andrew Stotz and Wei Lu
University of Science and Technology of China (USTC) - School of Management and University of Science and Technology of China (USTC) - School of Management
Date Posted: November 27, 2015
Working Paper Series
163 downloads

Incl. Electronic Paper Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks
IMF Working Paper No. 15/215
Carolina Osorio-Buitron and Esteban Vesperoni
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: November 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Using Low Frequency Information for Predicting High Frequency Variables
Norges Bank Working Paper 13/2015
Claudia Foroni , Pierre Guerin and Massimiliano Giuseppe Marcellino
Norges Bank , Government of Canada - Bank of Canada and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: November 27, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Loss Reserving: Past, Present and Future
University of Melbourne Centre of Actuarial Studies Research Paper No. 109, Casualty Actuarial Society, 2003
Greg Taylor , Gráinne McGuire and Alan Greenfield
UNSW Business School , Taylor Fry and Taylor Fry
Date Posted: November 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Statistical Case Estimation
University of Melbourne Centre for Actuarial Studies Research Paper No. 104, 2002
Greg Taylor and Mireille Campbell
UNSW Business School and GIO Insurance
Date Posted: November 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Volatility Forecasting in Futures Markets: A Statistical and Value-at-Risk Evaluation
Theo Athanasiadis
Ramsey Quantitative Systems, Inc. (RQSI)
Date Posted: November 23, 2015
Working Paper Series
65 downloads


 

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