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Papers with
238,981
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JEL Code: C1
1,883,044 Total downloads
Showing Papers 221 - 270 of 8,583
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Sensitivity Analyses Of The Deterrence Hypothesis: Let's Keep The Econ In Econometrics
Isaac Ehrlich and
Zhiqiang Liu
Date Posted: November 02, 19991167 downloads
An Improved Estimator for Black-Scholes-Merton Implied Volatility ERIM Report Series No. ERS-2004-054-F&A
Winfried G. Hallerbach
Date Posted: July 23, 20041159 downloads
An Empirical Study of Exposure at Default
Michael Jacobs Jr.
Date Posted: June 23, 2008Last Revised: February 15, 20101144 downloads
DTS (Duration Times Spread) Journal of Portfolio Management, Winter 2007
Arik Ben Dor ,
Lev Dynkin
,
Jay Hyman
,
Patrick Houweling ,
Erik van Leeuwen
and
Olaf Penninga
Date Posted: January 14, 20071142 downloads
Drawdown Measure in Portfolio Optimization
Alexei Chekhlov ,
Stanislav P. Uryasev and
Michael Zabarankin
Date Posted: May 13, 20041138 downloads
An Algorithm Using GARCH Process, Monte-Carlo Simulation and Wavelets Analysis for Stock Prediction
Eleftherios Giovanis
Date Posted: September 21, 2008Last Revised: December 06, 20091137 downloads
Mining Fool's Gold
Grant Richard McQueen and
Steven Thorley
Date Posted: April 05, 19991134 downloads
Tourism, Environment and Profitability: The Case of the Paphos Holiday Complex
Savvakis C. Savvides ,
Andreas Andreou and
Glenn P. Jenkins
Date Posted: April 16, 20011134 downloads
Robust Standard Error Estimation in Fixed-Effects Panel Models
Gabor Kezdi
Date Posted: September 30, 20041132 downloads
Estimation of Default Probabilities - Part 1: The Mean Value Model RiskNEWS, May 2002
Uwe Wehrspohn
Date Posted: March 20, 20031130 downloads
European Stock Market Dynamics Before and After the Introduction of the Euro PIER Working Paper No. 05-028
Joseph Friedman and
Yochanan Shachmurove
Date Posted: November 11, 20051120 downloads
A Combined Signal Approach to Technical Analysis on the S&P 500
Camillo Lento
Date Posted: March 29, 2008Last Revised: May 20, 20081117 downloads
Riding Bubbles Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Nadja Guenster
,
Erik Kole
and
Ben Jacobsen
Date Posted: March 17, 2008Last Revised: March 18, 20101117 downloads
Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data Centre for Research in Financial Services Working Paper No. 99-01
Cornelis A. Los
Date Posted: February 11, 19991112 downloads
Estimating Expected Returns Journal of Investing, Forthcoming
Thomas K. Philips
Date Posted: October 02, 20021105 downloads
Controlling Organized Crime and Corruption in the Public Sector Forum on Crime and Society, Vol. 3, Nos. 1/2, December 2003
Edgardo Buscaglia
Date Posted: September 19, 20061095 downloads
Downside Risk AFA 2005 Philadelphia Meetings
Andrew Ang ,
Joseph Chen and
Yuhang Xing
Date Posted: December 30, 20041090 downloads
Development and Outcomes of Investment Treaty Arbitration Harvard International Law Journal, Vol. 50, No. 2, Summer 2009, Washington & Lee Legal Studies Paper No. 2009-04
Susan D. Franck
Date Posted: June 11, 2009Last Revised: September 01, 20091081 downloads
Efficient Estimation of Volatility using High Frequency Data
Gilles O. Zumbach and
Adrian Trapletti
affiliation not provided to SSRN
and
Independent
Date Posted: April 16, 20021078 downloads
Balance Sheet Information and Future Stock Returns
Richard G. Sloan and
A. Irem Tuna
Date Posted: July 23, 20061072 downloads
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences Quantitative Finance, Vol. 3, pp. 231-250, 2003
Yannick Malevergne and
Didier Sornette
Date Posted: November 21, 2001Last Revised: April 07, 20091072 downloads
When the Peace Ends: The Vulnerability of EC and US Agricultural Subsidies to WTO Legal Challenge UCLA, School of Law Research Paper Series No. 03-10; Stanford Law School, Public Law Research Paper No. 58
Richard H. Steinberg
and
Timothy E. Josling
Date Posted: June 11, 20031071 downloads
The Value of Stop Loss Strategies Financial Services Review, Vol. 18, No. 1, pp. 23-51, 2009
Adam Y.C. Lei and
Huihua Li
Date Posted: August 10, 2008Last Revised: February 04, 20121070 downloads
The Joint Cross Section of Stocks and Options AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Andrew Ang ,
Turan G. Bali and
Nusret Cakici
Date Posted: January 08, 2010Last Revised: February 27, 20121064 downloads
Idiosyncratic Volatility and the Cross-Section of Expected Returns Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Turan G. Bali and
Nusret Cakici
Date Posted: August 08, 20061063 downloads
Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach
Wouter J. Keller and
Hugo S. van Putten
Date Posted: December 25, 2012Last Revised: January 07, 20131055 downloads
Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
Damiano Brigo and
Kyriakos Chourdakis
Date Posted: May 19, 2008Last Revised: October 05, 20081054 downloads
Sentiment and Beta Herding
Soosung Hwang and
Mark Salmon
Date Posted: February 11, 2002Last Revised: March 22, 20091052 downloads
Supply Chain Management as a Competitive Advantage in the Spanish Grocery Sector UPF Working Paper Series No. 641
Cristina Giménez Thomsen
and
Eva Ventura
Date Posted: January 07, 20041051 downloads
Pricing Convertible Bonds with Monte Carlo Simulation
Christian Wilde and
Axel H. Kind
Date Posted: March 09, 20051048 downloads
ARCH, GARCH and EGARCH Models: Applications to Financial Series Cuadernos de Economía, Vol. 27, No. 48, 2008,
Marta Casas
and
Edilberto Cepeda
Date Posted: August 27, 20081046 downloads
Micro-Symposium on Orin Kerr's 'A Theory of Law' Green Bag 2d, Vol. 16, No. 2, 2013, pp. 213-226, Journal of Law: A Periodical Laboratory of Legal Scholarship, Vol. 2, No. 3, 2012, pp. 487-502, George Mason Law & Economics Research Paper No. 13-05, San Diego Legal Studies Paper No. 13-105
Laura I. Appleman
,
Shawn J. Bayern
,
Adam D. Chandler ,
Robert D. Cheren
,
Miriam A. Cherry
,
Ross E. Davies ,
Lee Anne Fennell ,
Paul A. Gowder Jr.
,
Caitlin Hartsell
,
Kieran Healy
,
Robert A. James
,
Jeffrey H. Kahn
,
Orin S. Kerr
,
Jacob T. Levy
,
Jeffrey M. Lipshaw
,
Orly Lobel
,
Geoffrey A. Manne ,
Chad M. Oldfather ,
Ronak Patel
,
Jeffrey A. Pojanowski ,
Alexandra J. Roberts ,
Kent Scheidegger
,
Arthur Stock
and
Anders Walker
Date Posted: January 18, 2013Last Revised: February 28, 20131046 downloads
Beyond Correlation: Extreme Co-movements Between Financial Assets
Assaf Zeevi and
Roy Mashal
Date Posted: July 15, 20021045 downloads
Empirical Study of Value-at-Risk and Expected Shortfall Models
with Heavy Tails
Fotios Harmantzis
,
Linyan Miao
and
YiFan Chien
Date Posted: August 29, 20051041 downloads
The Methodology of Econometrics
Kevin D. Hoover
Date Posted: May 25, 20051037 downloads
Econometrics: A Bird's Eye View CESifo Working Paper Series No. 1870, IZA Discussion Paper No. 2458
John Geweke ,
Joel L. Horowitz and
M. Hashem Pesaran
Date Posted: November 30, 20061030 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
CAPM and Time-Varying Beta: The Cross-Section of Expected Returns
Devraj Basu and
Alexander Stremme
Date Posted: March 20, 20071021 downloads
Risk Management of Hedge Funds using Fuzzy Neural- and Genetic Algorithms
Clemens Glaffig
Date Posted: August 24, 20041016 downloads
Accounting for Biases in Black-Scholes
David K. Backus ,
Silverio Foresi and
Liuren Wu
Date Posted: September 03, 20041012 downloads
Análisis de regresión básica con Excel (Basic Regression Analysis with Excel)
Ignacio Velez-Pareja
Date Posted: February 23, 2006Last Revised: July 01, 20121012 downloads
Handling the Global Financial Crisis: Chinese Strategy and Policy Response
Zhichao Zhang
,
Wei Li
and
Nan Shi
Date Posted: April 14, 2009Last Revised: May 04, 20091011 downloads
Mortgage Backed Valuation
Harvey J. Stein
Date Posted: January 10, 20071007 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
Flexible Term Structure Estimation: Which Method Is Preferred? Yale ICF Working Paper No. 00-25
Andrew Jeffrey ,
Oliver B. Linton and
Thong Nguyen
affiliation not provided to SSRN
Date Posted: February 08, 20011003 downloads
Trading Volatility Spreads: A Test of Index Option Market Efficiency Lancaster University Management School, Accounting and Finance Working Paper No. 99/12
Peter F. Pope and
Ser-Huang Poon
Date Posted: October 21, 19991003 downloads
Cluster and Discriminant Analysis on Time-Series as a Research Tool INEQUALITY AND INDUSTRIAL CHANGE: A GLOBAL VIEW, Chapter 16, James K. Galbraith and Maureen Berner, eds., Cambridge University Press, 2001
James K. Galbraith and
Jiaqing "Jack" Lu
Date Posted: June 12, 2000Last Revised: April 25, 20111002 downloads
Corporate Credit Risk Modeling: Quantitative Rating System and Probability of Default Estimation
João Fernandes
Date Posted: May 17, 2005997 downloads
What Makes Companies Behave? An Analysis of Criminal and Civil Penalties Under Environmental Law
Andrew B. Miller
Date Posted: November 23, 2003989 downloads
Consistent High-Precision Volatility from High-Frequency Data EFMA 2001 Lugano Meetings; FCO Working Paper No. 2000-09-25
Gilles O. Zumbach ,
Ulrich A. Müller and
Michel M. Dacorogna
affiliation not provided to SSRN
,
Olsen & Associates
and
SCOR Switzerland
Date Posted: February 23, 2001987 downloads
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