Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,422
Full Text Papers:
393,787
Authors:
226,737
Papers Received in Last 12 months:
68,988
Paper Downloads:
To date:
65,953,402
Last 12 months:
11,186,475
Last 30 days:
1,057,634
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: C1
1,882,834 Total downloads
Showing Papers 221 - 270 of 8,583
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
Andreas Dechert
Date Posted: September 04, 201264 downloads
Variance Estimation Using Auxiliary Information: An Almost Unbiased Multivariate Ratio Estimator METRIKA, Vol 45 No 2, March 1997
A. Arcos Cebrian and
M. Rueda García
Date Posted: February 22, 1998
Variance Estimates and Model Selection International Econometric Review. Vol. 2, No. 2, September 2010
Asad Zaman ,
Sidika Basci and
Arzdar Kiraci
Date Posted: October 10, 201034 downloads
Variance Dynamics: Joint Evidence from Options and High-Frequency Returns
Liuren Wu
Date Posted: March 15, 2005694 downloads
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
Remy Cottet
,
Robert Kohn and
David J. Nott
Date Posted: July 19, 2007108 downloads
Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions Tinbergen Institute Discussion Paper 11-012/4
Tim Salimans
Date Posted: January 20, 201161 downloads
VaR/CVaR Estimation Under Stochastic Volatility Models 2013 Financial Markets & Corporate Governance Conference
Chuan-Hsiang Han
,
Wei-Han Liu
and
Tzu-Ying Chen
Date Posted: January 17, 201379 downloads
VAR Forecasting Using Bayesian Variable Selection
Dimitris Korobilis
Date Posted: March 05, 2010Last Revised: April 19, 2011125 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
Valuing Defaultable Bonds: An Excursion Time Approach
Martina Nardon
Date Posted: December 01, 200595 downloads
Valuing Catastrophe Bonds by Monte Carlo Simulations Applied Mathematical Finance, Vol. 10, No. 1, 2003
Victor Vaugirard
Date Posted: October 26, 2004
Valuing American Options by Simulation: A Simple Least-Squares Approach
Francis A. Longstaff and
Eduardo S. Schwartz
Date Posted: October 26, 1998
Value-At-Risk Trade-Off and Capital Allocation with Copulas Forthcoming in Economic Notes
Elisa Luciano and
Umberto Cherubini
Date Posted: June 08, 2001
Value-at-Risk Model Risk
Carol Alexander and
José María Sarabia
Date Posted: February 09, 2011487 downloads
Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns Midwest Finance Association 2013 Annual Meeting Paper
Christopher J. Adcock
,
Nelson Areal and
Benilde Oliveira
Date Posted: August 22, 2012Last Revised: January 22, 201376 downloads
Value of Information in Endogenously Asymmetric Dynamic Auction: An Empirical Analysis
Sudip Gupta
Date Posted: March 21, 2007Last Revised: November 07, 201116 downloads
Value Function Approximation or Stopping Time Approximation: A Comparison of Two Recent Numerical Methods for American Option Pricing using Simulation and Regression
Lars Stentoft
Date Posted: December 12, 2008Last Revised: April 26, 2012155 downloads
Value Creation in High-Tech: The Case of the Telecommunication Sector International Journal of Business, Vol. 8, No. 4, 2003
Jean-Michel Sahut
and
Jean-Sebastien Lantz
Date Posted: October 27, 20032030 downloads
Value at Risk: Concept and It's Implementation for Indian Banking System
Golaka C. Nath
and
G. P. Samanta
Date Posted: December 01, 2003822 downloads
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped-T Copula Approach The VAR IMPLEMENTATION HANDBOOK, McGraw-Hill, pp. 253-282, 2009
Date Posted: September 02, 2009Last Revised: December 23, 2011341 downloads
Value at Risk and the Cross-Section of Hedge Fund Returns EFA 2005 Moscow Meetings
Turan G. Bali ,
Suleyman Gokcan
and
Bing Liang
Date Posted: March 18, 20051024 downloads
Value at Risk and Market Crashes Journal of Risk, Vol. 2, No. 4, pp. 5-26, 2000
Chris Brooks
and
Gita Persand
Date Posted: December 04, 2004
Value at Risk and Hedge Fund Return - Does High Risk Bring High Return?
Tao Jing
and
Hongxiang Zhao
Date Posted: September 27, 2010Last Revised: September 28, 2010232 downloads
Value at Risk (VaR) in Real Options Analysis
Giuseppe Alesii II
Date Posted: May 20, 20032605 downloads
Valuation of the Interest Ceiling Rule (German)
Sven Arnold and
Alexander D.F. Lahmann
Date Posted: March 09, 2010Last Revised: September 19, 2010
Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments Centre for Research in Financial Services WP #97-02
Cornelis A. Los
Date Posted: September 17, 1997305 downloads
Valuation of Risky Debt: A Multi-Period Bayesian Model
Leonid V. Philosophov
Date Posted: January 11, 2006Last Revised: January 11, 2012256 downloads
Valuation of Guaranteed Annuity Options Using a Stochastic Volatility Model for Equity Prices
Alexander van Haastrecht ,
Richard Plat
and
Antoon Pelsser
Date Posted: August 13, 2009Last Revised: August 27, 2009197 downloads
Valuation of Guaranteed Annuity Options Using a Stochastic Volatility Model for Equity Prices Insurance: Mathematics and Economics, Forthcoming
Alexander van Haastrecht ,
Richard Plat
and
Antoon Pelsser
Date Posted: September 04, 2010
Valuation of Financial Assets using Monte Carlo: When the World is not so Normal Revista de Economia del Rosario, Vol. 7, No. 1, pp. 1-18, June 2004
Cecilia Maya
Date Posted: September 06, 2006259 downloads
Valuation of Convexity Related Derivatives IES Working Paper No. 4/2008
Jiri Witzany
Date Posted: May 14, 2008Last Revised: February 12, 2009249 downloads
Valuation of Cancelable Cross Currency Bermudan Swaps
Milind Sharma and
Jonathan Stein
Date Posted: February 13, 2004591 downloads
Valuation of a Cashflow CDO Without Monte Carlo Simulation
Donal A. Gallagher
,
James P. Gleeson ,
Chris Kenyon
and
Roland Lichters
Date Posted: September 16, 2009284 downloads
Valuation and Value Creation of Internet Companies - Social Network Services
Pawel Kossecki
Date Posted: September 27, 2009Last Revised: June 29, 2011269 downloads
Valuation and Value Creation of Internet Companies
Pawel Kossecki
Date Posted: September 17, 2009127 downloads
Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Dynamic Models
Bruno Remillard
Date Posted: November 30, 201169 downloads
Validity of Subsampling and 'Plug-In Asymptotic' Inference for Parameters Defined by Moment Inequalities Cowles Foundation Discussion Paper No. 1620
Donald W. K. Andrews and
Patrik Guggenberger
Date Posted: August 05, 200752 downloads
Validity of Scoring Methods in the Presence of Outliers Journal of Business and Economics Research, Vol. 6, No. 11, November 2008
Nicole Uhde
Date Posted: March 25, 2008Last Revised: August 26, 2009104 downloads
Validation Procedures in Radiological Diagnostic Models. Neural Network and Logistic Regression Universitat Pompeu Fabra, Department of Economics Working Paper No. 414
Estanislao Arana ,
Pedro Delicado and
Luis Marti-Bonmati
Date Posted: December 09, 1999286 downloads
Validation of Simulation, With and Without Real Data Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-22
Jack P. C. Kleijnen
Date Posted: December 01, 1998
Validation of Simulation Models: Regression Analysis Revisited
Jack P. C. Kleijnen ,
Bert Bettonvil and
Willem J. H. van Groenendaal
Date Posted: November 26, 1996521 downloads
Validation of Economic Capital Models: State of the Practice, Supervisory Expectations and Results from a Bank Study
Michael Jacobs Jr.
Date Posted: November 08, 2010317 downloads
Validation of Default Probabilities
Andreas Bloechlinger
Date Posted: March 05, 2008Last Revised: August 03, 2011273 downloads
Validating Trueallele® DNA Mixture Interpretation Journal of Forensic Sciences, 2011
Mark W. Perlin ,
Matthew M. Legler
,
Cara E. Spencer
,
Jessica L. Smith
,
William P. Allan
,
Jamie L. Belrose
and
Barry W. Duceman
Date Posted: August 09, 2010Last Revised: January 19, 201281 downloads
Valid Inference in Single-Firm, Single-Event Studies American Law and Economics Review, Forthcoming
Jonah B. Gelbach ,
Eric Helland and
Jonathan Klick
Date Posted: August 01, 2009Last Revised: September 03, 2012463 downloads
Valid Inference for a Class of Models Where Standard Inference Performs Poorly; Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components
Jun Ma
and
Charles R. Nelson
Date Posted: September 23, 200849 downloads
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series Cowles Foundation Discussion Paper No. 1361
Donald W. K. Andrews and
Offer Lieberman
Date Posted: June 01, 200283 downloads
Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process Cowles Foundation Discussion Paper No. 1351
Offer Lieberman ,
Judith Rousseau and
David M. Zucker
Date Posted: January 25, 200299 downloads
Utility-Based Performance Measures for Regression Models Journal of Banking & Finance, Vol. 30, No. 2, pp. 541-560, February 2006
Craig A. Friedman
and
Sven Sandow
Date Posted: January 11, 2006Last Revised: December 17, 2010
Using Weights in the Analysis of the KFS Data: KFS Professional Development Workshops Ewing Marion Kauffman Foundation Research Paper
Joseph Farhat
Date Posted: August 19, 201217 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.204 seconds
