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JEL Code: C13
355,922 Total downloads
Showing Papers 1,701 - 1,750 of 2,072
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Statistical Analysis of Model Risk Concerning Temperature Residuals and its Impact on Pricing Weather Derivatives
Ales Ahcan
Date Posted: April 17, 201083 downloads
Statistical Analysis of Randomized Experiments with Nonignorable Missing Binary Outcomes
Kosuke Imai
Date Posted: September 17, 200758 downloads
Statistical Analysis of Results from Laboratory Studies in Experimental Economics: A Critique of Current Practice
Donald P. Green and
Andrej Tusicisny
Date Posted: November 28, 201230 downloads
Statistical Estimation And Moment Evaluation Of A Stochastic Growth Model With Asset Market Restrictions Economic Behavior & Organization, Vol. 44, No. 1, January 1, 2001
Martin Lettau ,
Gang Gong and
Willi Semmler Sr.
Date Posted: September 23, 2001
Statistical Review of Nuclear Power Accidents
Marius Hofert
and
Mario V. Wuthrich
Date Posted: September 06, 2011Last Revised: July 04, 2012276 downloads
Statistical Treatment Choice: An Application to Active Labour Market Programmes IZA Discussion Paper No. 2187, University of St. Gallen Economics Discussion Paper No. 2006-14
Markus Froelich
Date Posted: July 14, 200653 downloads
Statistics of Extremes under Random Censoring CentER Discussion Paper No. 2006-62
John H. J. Einmahl
,
Amélie Fils-Villetard
and
Armelle Guillou
Date Posted: July 31, 200644 downloads
Stein Estimation for Spherically Symmetric Distributions: Recent Developments
Ann Cohen Brandwein and
William Strawderman
Date Posted: May 28, 2012
Stein Estimation: The Spherical Symmetric Case Statistical Science, Vol. 5, No. 3, August 1990
Ann Cohen Brandwein and
William Strawderman
Date Posted: May 09, 200652 downloads
Sticks and Carrots LSE STICERD Research Paper No. 68
Frank Cowell
Date Posted: February 21, 200872 downloads
Stochastic Volatility of Volatility and Variance Risk Premia
Ole E. Barndorff-Nielsen and
Almut Veraart
Date Posted: December 16, 2011153 downloads
Stochastic Volatility of Volatility in Continuous Time CREATES Research Paper 2009-25
Ole E. Barndorff-Nielsen and
Almut Veraart
Date Posted: June 09, 2009174 downloads
Stock Market Prices and Long-Range Dependence Finance and Stochastics, Vol. 3, Iss. 1, 1999
Walter Willinger ,
Murad S. Taqqu and
Vadim Teverovsky
Date Posted: December 11, 1998
Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation
Liuren Wu and
Peter Carr
Date Posted: June 24, 20052309 downloads
Stock Options: Are They Worth What Their Price?
Óscar E. Carbonell López
Date Posted: May 16, 2005130 downloads
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Tim Bollerslev ,
Lai Xu
and
Hao Zhou
Date Posted: November 18, 2012Last Revised: November 20, 2012309 downloads
Stock Returns Declustering Under Time Dependent Hölder Exponent 2010 International Conference on E-business, Management and Economics, pp. 14-21, Hong Kong,China, 2010
Sergio Bianchi
and
Alexandre Pantanella
Date Posted: July 18, 2011Last Revised: July 30, 201138 downloads
Strategies for Sequential Prediction of Stationary Time Series UPF Working Paper No. 507
Laszlo Gyorfi and
Gábor Lugosi
Date Posted: November 02, 200089 downloads
Stressing Correlations and Volatilities - A Consistent Modeling Approach Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: October 14, 201190 downloads
Stressing Correlations and Volatilities – A Consistent Modeling Approach
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: September 18, 2011436 downloads
Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria International Journal of Economic Sciences and Applied Research, Volume 5 Issue 2, pp. 129-144
Olusegun A. Omisakin ,
Oluwatosin Ademola Adeniyi
and
Abimbola Oyinlola
affiliation not provided to SSRN
Date Posted: October 04, 20129 downloads
Structural Estimation of a Pairwise Stable Network Formation with Nonnegative Externality
Yuhei Miyauchi
Date Posted: October 23, 201285 downloads
Structural Estimation of Jump-Diffusion Processes in Macroeconomics Journal of Econometrics, Vol. 153, No. 2, 2009
Olaf Posch
Date Posted: June 23, 2008Last Revised: June 16, 201272 downloads
Structural Models of Corporate Bond Pricing with Maximum Likelihood Estimation Journal of Empirical Finance, Vol. 15, No. 4, 2008
Ka Leung Li
and
Hoi Ying Wong
Date Posted: October 16, 2007Last Revised: April 21, 2009251 downloads
Structural Threshold Regression
Andros Kourtellos
,
Thanasis Stengos and
Chih Ming Tan
Date Posted: June 15, 2009Last Revised: November 03, 2011192 downloads
Structural-Break Models under Mis-specification: Implications for Forecasting
Bonsoo Koo
and
Myung Hwan Seo
Date Posted: April 23, 201311 downloads
Structured Risk Assessment and Value-at-Risk UA EFLS Working Paper No. 02-06-01
Robert Brooks ,
Joe H. Sullivan
and
Zachary G. Stoumbos
Date Posted: January 23, 2003547 downloads
Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now Published in C Hsiao, K Morimune and J Powell (Eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), Pp.197-240.) LSE STICERD Research Paper No. EM374
Y Nishiyama
affiliation not provided to SSRN
Date Posted: July 21, 200810 downloads
Stylized Facts on Nominal Term Structure and Business Cycles: An Empirical VAR Study FRB of San Francisco Working Papers No. 2002-08
Tao Wu
Date Posted: April 29, 2005103 downloads
Subset Hypotheses Testing and Instrument Exclusion in the Linear IV Regression
Firmin Doko Tchatoka
Date Posted: March 19, 2011Last Revised: May 31, 201211 downloads
Sufficient Dimension Reduction for Spatial Point Processes Directed by Gaussian Random Fields
Yongtao Guan
and
Hansheng Wang
Date Posted: December 04, 2009100 downloads
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula CentER Discussion Paper No. 2010-120
John H. J. Einmahl
and
Ramon van den Akker
Date Posted: December 01, 201033 downloads
Support Vector Machines (SVM) as a Technique for Solvency Analysis DIW Berlin Discussion Paper No. 811
Laura Auria
and
R. A. Moro
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin)
Date Posted: June 25, 2009117 downloads
Surprise Volume and Heteroskedasticity in Equity Market Returns
Niklas Wagner and
Terry A. Marsh
Date Posted: September 17, 2004Last Revised: August 22, 2008234 downloads
Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys CEPR Discussion Paper No. DP8051
Erich Battistin
and
Mario Padula
Date Posted: November 22, 20102 downloads
Survey of Model Selection and Model Combination
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201137 downloads
Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
Victor Aguirregabiria and
Pedro Mira
Date Posted: March 13, 1999112 downloads
Synchronizing Multivariate Financial Time Series ETH Zurich, Seminar fur Statistik Research Report No. 97
Francesco Audrino
and
Peter Buhlmann
Date Posted: October 16, 2002
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns Georgetown McDonough School of Business Research Paper
Turan G. Bali and
Scott Murray
Date Posted: November 14, 2012Last Revised: April 19, 2013107 downloads
Systematic Risk Analysis: First Steps Towards a New Definition of Beta
Michel Fliess
affiliation not provided to SSRN
Date Posted: November 24, 2009Last Revised: December 03, 2009
Systematic Risk and the Cross-Section of Hedge Fund Returns
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: January 29, 201264 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns AFA 2012 Chicago Meetings Paper
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: March 15, 2011Last Revised: February 27, 2012159 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: March 09, 2011Last Revised: February 27, 2012345 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: December 19, 2011192 downloads
Systematic Risk in Recovery Rates - An Empirical Analysis of U.S. Corporate Credit Exposures EFMA 2004 Basel Meetings Paper
Klaus Duellmann and
Monika Trapp
Date Posted: May 28, 2004524 downloads
Systemic Risk and Cross-Sectional Hedge Fund Returns
Stephen J. Brown ,
Inchang Hwang
,
Francis Haeuck In
and
Tong Suk Kim
Date Posted: April 01, 2013Last Revised: May 06, 201335 downloads
Systems Analysis by Hermeneutic Methodology
Jerry Heath
Date Posted: May 19, 2012Last Revised: September 26, 201219 downloads
Tail Index Regression UC Davis Graduate School of Management Research Paper No. 08-09
Hansheng Wang
and
Chih-Ling Tsai
Date Posted: February 11, 2009314 downloads
Tails, Fears and Risk Premia CREATES Research Paper No. 2009-26
Tim Bollerslev and
Viktor Todorov
Date Posted: June 14, 2009285 downloads
Tails, Fears and Risk Premia Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Tim Bollerslev and
Viktor Todorov
Date Posted: April 14, 2010Last Revised: January 26, 2011511 downloads
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