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Full Text Papers: 398,123
Authors: 228,655
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SSRN eLibrary Search Results
JEL Code: C1
1,903,508 Total downloads
Showing Papers 2,101 - 2,150 of 8,647
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Saddlepoint Approximations for Affine Jump-Diffusion Models
Journal of Economic Dynamics and Control, Forthcoming
Paul Glasserman and Kyoung-Kuk Kim
Columbia Business School and Korea Advanced Institute of Science and Technology
Date Posted: October 08, 2008
Accepted Paper Series

Incl. Electronic Paper Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008
Stephen Coleman
Metropolitan State University
Date Posted: March 31, 2009
Last Revised: September 29, 2009
Working Paper Series
79 downloads

Russia's Accession to the WTO: The Potential for Trade Increase
Journal of Comparative Economics, Vol. 32, No. 4, pp. 599-825, December 2004
Mathilde Maurel and Oxana Babetskaia-Kukharchuk
University of Paris 1 Pantheon-Sorbonne - Centre Maison des Sciences Economiques and University of Paris I - CNRS-ROSES
Date Posted: August 24, 2005
Accepted Paper Series

Incl. Electronic Paper Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights
IZA Discussion Paper No. 5106
Alan I. Barreca , Melanie Guldi , Jason M. Lindo and Glen R. Waddell
Tulane University , Mount Holyoke College - Department of Economics , University of Oregon - Department of Economics and University of Oregon - Department of Economics
Date Posted: August 16, 2010
Working Paper Series
21 downloads

Incl. Fee Electronic Paper Run Length and the Predictability of Stock Price Reversals
Accounting and Finance, Vol. 45, No. 4, pp. 653-671, December 2005
Juan Yao , Graham Partington and Maxwell Stevenson
University of Sydney - Business School - Finance Discipline , University of Sydney - School of Business - Finance Discipline and University of Sydney - School of Business - Finance Discipline
Date Posted: January 03, 2006
Accepted Paper Series
29 downloads

Incl. Electronic Paper Rule-Based and Case-Based Reasoning in Housing Prices
Cowles Foundation Discussion Paper No. 1493
Gabrielle Gayer , Itzhak Gilboa and Offer Lieberman
Tel Aviv University , Yale University - Cowles Foundation and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Date Posted: November 24, 2004
Working Paper Series
196 downloads

Incl. Electronic Paper Ruin by Dynamic Contagion Claims
Insurance: Mathematics and Economics, Vol. 51, No. 1, pp. 93-106, July 2012
Angelos Dassios and Hongbiao Zhao
London School of Economics & Political Science (LSE) - Department of Statistics and London School of Economics & Political Science (LSE)
Date Posted: April 15, 2012
Accepted Paper Series
12 downloads

Incl. Electronic Paper Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
CREATES Research Paper No. 2007-18
Torben G. Andersen , Tim Bollerslev and Francis X. Diebold
Northwestern University - Kellogg School of Management , Duke University - Finance and University of Pennsylvania - Department of Economics
Date Posted: June 23, 2008
Working Paper Series
238 downloads

Incl. Electronic Paper Root-n Uniformly Consistent Density Estimation in Nonparametric Regression Models
Journal of Econometrics, Vol. 167, Issue 2, pp. 305–316, April 2012,
Juan Carlos Escanciano and David T. Jacho-Chávez
Indiana University Bloomington - Department of Economics and Emory University - Department of Economics
Date Posted: July 06, 2008
Last Revised: March 09, 2012
Working Paper Series
179 downloads

Incl. Electronic Paper Romanian Tourism Sector Facing the Economic Crisis
Marius Surugiu and Camelia Surugiu
Institute of National Economy, Bucharest, Romania and National Institute for Research and Development in Tourism, Bucharest, Romania
Date Posted: August 27, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Romanian GDP Between 1990 and 2005: Structural Resemblance and Difference
Ciprian Ionel Turturean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Working Paper Series
173 downloads

Incl. Electronic Paper Roma Women in Athenian Firms: Do They Face Wage Bias?
IZA Discussion Paper No. 5732
Nick Drydakis
University of Patras - Department of Economics
Date Posted: May 31, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper ROM Simulation: Applications to Stress Testing and VaR
Carol Alexander and Dan Ledermann
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: May 01, 2012
Last Revised: May 28, 2012
Working Paper Series
247 downloads

Incl. Electronic Paper ROM Simulation with Random Rotation Matrices
ICMA Centre Discussion Papers in Finance No. DP2011-06
Dan Ledermann and Carol Alexander
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: April 12, 2011
Last Revised: April 30, 2011
Working Paper Series
37 downloads

Incl. Fee Electronic Paper Rolling Regression Versus Time‐Varying Coefficient Modelling: An Empirical Investigation of the Okun's Law in Some Euro Area Countries
Bulletin of Economic Research, Vol. 64, Issue 1, pp. 91-108, 2012
Luca Zanin and Giampiero Marra
Dipartimento di Analisi e Ricerca Economica, Prometeia and University College London
Date Posted: December 14, 2011
Accepted Paper Series
3 downloads

Rolling Regression Versus Time-Varying Coefficient Modeling: An Empirical Investigation of the Okun's Law in Some Euro Area Countries
Bulletin of Economic Research, Vol. 64, No.1, pp. 91–108, 2012,
Luca Zanin and Giampiero Marra
Prometeia and University College London
Date Posted: May 01, 2011
Last Revised: December 13, 2011
Accepted Paper Series

Role of FIIs in Indian Capital Market
P. K. Mishra
Central University of Jharkhand
Date Posted: June 08, 2009
Working Paper Series

Incl. Electronic Paper Rock-Paper-Scissors - An Strategic Interactive Simulation
Ilyas Atas
affiliation not provided to SSRN
Date Posted: November 28, 2009
Last Revised: November 30, 2009
Working Paper Series
27 downloads

Incl. Electronic Paper Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
Cowles Foundation Discussion Paper No. 1720
Yuichi Kitamura , Taisuke Otsu and Kirill Evdokimov
Yale University - Cowles Foundation , Yale University - Cowles Foundation and Yale University - Department of Economics
Date Posted: August 23, 2009
Working Paper Series
48 downloads

Incl. Electronic Paper Robustness of the Headquarters City Effect in Stock Returns
Christopher W. Anderson and Eli Beracha
University of Kansas - School of Business and University of Wyoming
Date Posted: December 07, 2006
Working Paper Series
98 downloads

Incl. Electronic Paper Robustness of Bootstrap in Instrumental Variable Regression
Cowles Foundation Discussion Paper No. 1796
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Date Posted: April 25, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper Robustness and Sensitivity Analysis of Risk Measurement Procedures
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-06
Rama Cont , Romain Deguest and Giacomo Scandolo
Imperial College London , EDHEC Business School and University of Florence - Dipartimento di Matematica
Date Posted: January 24, 2008
Last Revised: April 19, 2010
Working Paper Series
750 downloads

Incl. Electronic Paper Robustifying Multivariate Trend Tests to Nonstationary Volatility
Ke-Li Xu
Texas A&M University
Date Posted: April 16, 2008
Last Revised: July 13, 2009
Working Paper Series
60 downloads

Robust Volatility Estimation and Analysis of the Leverage Effect
John Randal
Victoria University of Wellington - School of Economics & Finance
Date Posted: December 21, 2009
Working Paper Series

Incl. Electronic Paper Robust Value at Risk Prediction: Appendix
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: September 12, 2010
Working Paper Series
104 downloads

Incl. Electronic Paper Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: August 17, 2005
Last Revised: September 13, 2010
Working Paper Series
910 downloads

Incl. Electronic Paper Robust Two-Stage Least Squares: Some Monte Carlo Experiments
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: July 26, 2008
Last Revised: August 07, 2008
Working Paper Series
80 downloads

Incl. Electronic Paper Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: November 26, 2010
Working Paper Series
7 downloads

Incl. Electronic Paper Robust Tests of Hypotheses in Models with M-Estimation
Wei-Ming Lee
Department of Economics, National Chung Cheng University
Date Posted: April 12, 2011
Working Paper Series
29 downloads

Robust Test of the January Effect in Stock Markets Using Markov - Switching Model
Journal of Financial Management and Analysis, Vol. 17, No. 1, pp. 22-33, 2004
R. S. Rathinasamy
Ball State University - Department of Finance and Insurance
Date Posted: April 07, 2005
Accepted Paper Series

Incl. Electronic Paper Robust Subsampling
Swiss Finance Institute Research Paper No. 06-33
Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: November 26, 2006
Last Revised: August 11, 2011
Working Paper Series
168 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
IZA Discussion Paper No. 6583
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: June 16, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
CESifo Working Paper Series No. 3850
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: June 30, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: April 29, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Robust Standard Error Estimation in Fixed-Effects Panel Models

Gabor Kezdi
Central European University (CEU) - Department of Economics
Date Posted: September 30, 2004
Working Paper Series
1140 downloads

Incl. Electronic Paper Robust Spectral Analysis
Andreas Hagemann
University of Illinois at Urbana-Champaign - Department of Economics
Date Posted: November 08, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Robust Score and Portmanteau Tests of Volatility Spillover
Mike Aguilar and Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: February 12, 2012
Last Revised: May 14, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Robust Resampling Methods for Time Series
Swiss Finance Institute Research Paper No. 09-38
Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: October 14, 2009
Last Revised: January 27, 2013
Working Paper Series
194 downloads

Incl. Electronic Paper Robust Regression with Optimisation Heuristics
Anthony Brabazon, Michael O’Neill and Dietmar Maringer, eds., NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Volume 3, Springer 2010,
Manfred Gilli and Enrico Schumann
University of Geneva - Department of Economics and VIP Value Investment Professionals AG
Date Posted: July 13, 2009
Last Revised: October 20, 2010
Accepted Paper Series
131 downloads

Incl. Electronic Paper Robust Regression in Stata
Vincenzo Verardi and Christophe Croux
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: March 27, 2009
Working Paper Series
337 downloads

Incl. Electronic Paper Robust Recovery Risk Hedging: Only the First Moment Matters
Monika Muller and Siegfried Trautmann
affiliation not provided to SSRN and University of Mainz - Faculty of Law and Economics
Date Posted: February 16, 2009
Working Paper Series
30 downloads

Incl. Fee Electronic Paper Robust Portfolio Optimisation with Multiple Experts
CEPR Discussion Paper No. DP6161
Frank Lutgens and Peter C. Schotman
Maastricht School of Business and Economics and Maastricht University
Date Posted: May 19, 2008
Working Paper Series
4 downloads

Incl. Electronic Paper Robust Performance Hypothesis Testing with the Variance
Institute for Empirical Research in Economics University of Zurich Working Paper No. 516
Olivier Ledoit and Michael Wolf
University of Zurich and Department of Economics
Date Posted: October 20, 2010
Working Paper Series
52 downloads

Incl. Electronic Paper Robust Performance Hypothesis Testing with the Sharpe Ratio
ZEW - Center for European Economic Research Paper No. 320
Michael Wolf
Department of Economics
Date Posted: May 14, 2007
Working Paper Series
407 downloads

Incl. Electronic Paper Robust Optimization Using Computer Experiments
CentER Discussion Paper Series No. 2005-90
Erwin Stinstra and Dick den Hertog
Centre for Quantitative Methods and Tilburg University - Department of Econometrics & Operations Research
Date Posted: September 15, 2005
Working Paper Series
64 downloads

Incl. Electronic Paper Robust Optimization in Simulation: Taguchi and Response Surface Methodology
CentER Discussion Paper Series No. 2008-69
Gabriella Dellino , Jack P. C. Kleijnen and Carlo Meloni
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University, CentER and Politecnico di Bari
Date Posted: August 28, 2008
Working Paper Series
110 downloads

Incl. Electronic Paper Robust Optimization in Simulation: Taguchi and Krige Combined
CentER Discussion Paper Series No. 2009-82
Gabriella Dellino , Jack P. C. Kleijnen and Carlo Meloni
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University, CentER and Politecnico di Bari
Date Posted: October 25, 2009
Working Paper Series
88 downloads

Incl. Fee Electronic Paper Robust Non‐Nested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 5, pp. 651-668, 2011
L. G. Godfrey
University of York - Department of Economics
Date Posted: September 16, 2011
Accepted Paper Series
1 downloads

Incl. Electronic Paper Robust Non-Parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985-2004
FRB of St. Louis Working Paper No. 2006-041B
David C. Wheelock and Paul W. Wilson
Federal Reserve Bank of St. Louis - Research Division and Clemson University - John E. Walker Department of Economics
Date Posted: June 30, 2006
Working Paper Series
99 downloads

Incl. Electronic Paper Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy
CAE Working Paper No. 06-09
Nicholas M. Kiefer and Hwan-sik Choi
Cornell University - Department of Economics and Purdue University - Department of Consumer Sciences & Retailing
Date Posted: November 19, 2006
Working Paper Series
84 downloads


 

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