Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
Papers Received in Last 12 months:
68,973
Paper Downloads:
To date:
65,885,359
Last 12 months:
11,172,224
Last 30 days:
1,065,087
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C22
533,826 Total downloads
Showing Papers 2,151 - 2,200 of 3,420
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Model Selection and Paradoxes of Prediction
Oleg Itskhoki
Date Posted: November 07, 2006293 downloads
Modeling Portfolio Defaults Using Hidden Markov Model with Covariates Tinbergen Institute Discussion Paper No. TI 06-094/2
Konrad Banachewicz
,
Aad van der Vaart
and
Andre Lucas
Date Posted: November 07, 2006204 downloads
Parametric Estimation for the Standard and Geometric Telegraph Process Observed at Discrete Times
Stefano Maria Iacus
and
Alessandro De Gregorio
Date Posted: November 07, 200649 downloads
Default, Credit Growth, and Asset Prices IMF Working Paper No. 06/223
Miguel Segoviano Basurto ,
Boris Hofmann and
Charles Goodhart
Date Posted: October 31, 2006391 downloads
Estimating the Size of the Cypriot Underground Economy: A Comparison With European Experience International Journal of Manpower, Vol. 27, No. 6, pp. 515-534
Meryem Duygun Fethi
,
Sami Fethi
and
Salih Turan Katircioglu
Date Posted: October 31, 2006
Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors FRB of New York Staff Report No. 39
Arturo Estrella and
Anthony P. Rodrigues
Date Posted: October 28, 2006174 downloads
Causality Between Agriculture and Economic Growth in a Small Nation Under Political Isolation: A Case from North Cyprus International Journal of Social Economics, Vol. 33, No. 4, pp. 331-343, 2006
Salih Turan Katircioglu
Date Posted: October 27, 2006
Estimating the Global Minimum Variance Portfolio Schmalenbach Business Review, Vol. 58, October 2006
Christoph Memmel
and
Alexander Kempf
Date Posted: October 26, 2006943 downloads
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity Cowles Foundation Discussion Paper No. 1599
Chirok Han
and
Peter C. B. Phillips
Date Posted: October 25, 2006213 downloads
Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics Journal of Banking and Finance, Forthcoming
Jose Gonzalo Rangel
Date Posted: October 25, 2006Last Revised: October 06, 2010319 downloads
Testing for Predictability Quantile Journal, Vol. 1, pp. 39-42, 2006
Stanislav Anatolyev
Date Posted: October 21, 200661 downloads
Output Fluctuations in the United States: What Has Changed Since the Early 1980s? FRB of New York Staff Report No. 41
Margaret Mary McConnell and
Gabriel Perez-Quiros
Date Posted: October 20, 200680 downloads
Volatility Modeling with Jumps: Applications to Russian and American Stock Markets Quantile Journal, Vol. 1, pp. 101-110, 2006
Sergey Belousov Sr.
Date Posted: October 20, 200666 downloads
Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour? CESifo Working Paper Series No. 1811
Guglielmo Maria Caporale and
Christoph Hanck
Date Posted: October 18, 2006118 downloads
A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process Cowles Foundation Discussion Paper No. 1586
Offer Lieberman and
Peter C. B. Phillips
Date Posted: October 17, 200648 downloads
Adaptive Estimation of Autoregression Models with Time-Varying Variances Cowles Foundation Discussion Paper No. 1585
Ke-Li Xu and
Peter C. B. Phillips
Date Posted: October 17, 2006111 downloads
Log Periodogram Regression: The Nonstationary Case Cowles Foundation Discussion Paper No. 1587
Chang Sik Kim
and
Peter C. B. Phillips
Date Posted: October 17, 200660 downloads
Testing Mean Reversion in Stock Market Volatility Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Turan G. Bali and
K. Ozgur Demirtas
Date Posted: October 17, 2006Last Revised: February 27, 20121006 downloads
Computing Abuse Related Damages in the Case of New Entry: An Illustration for the Directory Enquiry Services Market CEPR Discussion Paper No. 5813
Maite Martínez-Granado and
Georges Siotis
Date Posted: October 12, 200619 downloads
The Sales Effect of Word of Mouth: A Model for Creative Goods and Estimates for Novels WZB Markets and Politics Working Paper No. SP II 2006-16
Jonathan Beck
Date Posted: October 11, 2006260 downloads
Modified KPSS Tests for Near Integration
David Harris ,
Stephen J. Leybourne and
Brendan P.M. McCabe
Date Posted: October 10, 200662 downloads
Testing for Long Memory
David Harris ,
Brendan P.M. McCabe
and
Stephen J. Leybourne
Date Posted: October 10, 2006202 downloads
Structural Breaks in Labor Productivity Growth: The United States vs. the European Union Banco de Espana Research Paper No. WP-0625
Juan Francisco Jimeno-Serrano ,
Esther Moral
and
Lorena Saiz
Date Posted: October 07, 2006114 downloads
Efficiency in Estimation of Memory
Willa W. Chen
Date Posted: October 06, 200625 downloads
Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
Kurt Brannas and
Albina Soultanaeva
Date Posted: October 04, 200649 downloads
The End of the Japanese Stagnation: An Assessment of the Policy Solutions Quantitative and Qualitative Analysis in Social Sciences, No. 1, Vol. 1, pp. 43-62, 2007
Claudio Morana
Date Posted: October 03, 2006
Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange
Eric F. Oteng-Abayie
and
Joseph Frimpong Magnus
Date Posted: October 02, 2006335 downloads
Econometric Modeling of Value-at-Risk New Econometric Modeling Research, 2007
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: September 29, 2006534 downloads
Autoregressive Conditional Duration (ACD) Models in Finance: A Survey of the Theoretical and Empirical Literature
Maria Pacurar
Date Posted: September 28, 2006488 downloads
Improving VWAP Strategies: A Dynamical Volume Approach
Jedrzej Pawel Bialkowski
,
Serge Darolles
and
Gaëlle Le Fol
Date Posted: September 28, 20061101 downloads
When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market CEPR Discussion Paper No. 5781
Frank Asche and
Frode Steen
Date Posted: September 27, 200623 downloads
Dual Long Memory in Inflation Dynamics Across Countries of the Euro Area and the Link Between Inflation Uncertainty and Macroeconomic Performance Studies in Nonlinear Dynamics & Econometrics, Vol. 4, Article 5, 2005
Christian Conrad
and
Menelaos Karanasos
Date Posted: September 26, 2006
A Self-organizing State Space Model and Simplex Initial Distribution Search
Koiti Yano
Date Posted: September 21, 2006240 downloads
Expected Stock Returns and Variance Risk Premia AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Tim Bollerslev ,
George Tauchen and
Hao Zhou
Date Posted: September 21, 2006Last Revised: December 14, 20082360 downloads
Estimating Latent Variables and Jump Diffusion Models Using High Frequency Data Journal of Financial Econometrics, Vol. 5, No. 1, pp. 1-30, 2007
George J. Jiang and
Roel C. A. Oomen
Date Posted: September 19, 2006Last Revised: February 15, 2008307 downloads
Accruals Quality and Analyst Coverage
Minsup Song ,
Mary Harris Stanford and
Gerald J. Lobo
Date Posted: September 15, 20061016 downloads
On the Inflation-Uncertainty Hypothesis in the USA, Japan and the UK: A Dual Long Memory Approach Japan and the World Economy, Vol. 17, pp. 327-343, 2005
Christian Conrad
and
Menelaos Karanasos
Date Posted: September 15, 2006
A Unifying View of Some Nonparametric Predictability Tests
Stanislav Anatolyev
Date Posted: September 14, 200677 downloads
Price Linkages of Russian Regional Markets William Davidson Institute Working Paper No. 839
Konstantin Gluschenko
Date Posted: September 13, 200617 downloads
Why Do Absolute Returns Predict Volatility So Well?
Lars Forsberg
and
Eric Ghysels
Date Posted: September 13, 2006714 downloads
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling Tinbergen Institute Discussion Papers No. 2006-076/4
Michiel De Pooter ,
Rene Segers
and
H. K. van Dijk
Date Posted: September 10, 2006154 downloads
Are European Stock Markets Influencing Latin American Stock Markets? Análisis Económico, Vol. 21, No. 47, pp. 51-67, 2006,
Pedro H. Albuquerque ,
Andres E. Rivas
and
Antonio J. Rodriguez
Date Posted: September 08, 2006
Method for the Analysis and Forecast of the Components' Evolution in an Aggregate Economic Phenomenon using their Weights: Application on the Exports of EU-15 Countries from 1996 to 2005 Anuarul Institutului de Cercetori Economice, Iaoi, 2006
Elisabeta Jaba
and
Ciprian Ionel Turturean
Date Posted: September 08, 200681 downloads
The Impulse Response Function of the Long Memory GARCH Process Economics Letters, Vol. 90, pp. 34-41, 2006
Christian Conrad
and
Menelaos Karanasos
Date Posted: September 07, 2006
Bayesian Estimation and Model Selection for the Weekly Colombian Exchange Rate Revista de Economia del Rosario, Vol. 4, No. 2, pp. 143-172, 2001
Norberto Rodríguez
Date Posted: September 06, 200664 downloads
Exogenity and Measures of Persistente Revista de Economia del Rosario, Vol. 5, No. 1, 2002
Guglielmo Maria Caporale and
Nikitas Pittis
Date Posted: September 06, 200623 downloads
Modeling the Distribution of Exchange Rate Time Series and Measuring the Tail Area: An Empirical Application of the Colombian Flexible Exchange Rate Returns Revista de Economia del Rosario, Vol. 7, No. 1, pp. 19-43, June 2004
Héctor Zarate
Date Posted: September 06, 200679 downloads
Persistence in Macroeconomic Time Series: Is it a Model Invariant Property? Revista de Economia del Rosario, Vol. 4, No. 2, pp. 117-142, 2001
Guglielmo Maria Caporale and
Nikitas Pittis
Date Posted: September 06, 200646 downloads
Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR
Turan G. Bali ,
Henry Mo
and
Yi Tang
Date Posted: September 06, 2006769 downloads
Some Comments on Seasonal Adjustment Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Philip Hans Franses
Date Posted: September 06, 200697 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.969 seconds
