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JEL Code: C1
1,879,858 Total downloads
Showing Papers 2,401 - 2,450 of 8,574
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Correlation in the Bivariate Poisson Regression Model Leonard N. Stern School of Business Paper No. ISSN 1547-3651
William H. Greene
Date Posted: June 03, 2007150 downloads
Dynamic Perceptual Mapping
Michael Greenacre
Date Posted: July 06, 2009150 downloads
Fixed and Random Effects in Classical and Bayesian Regression UPF Economics and Business Working Paper No. 613
Silvio Rendon
Date Posted: October 28, 2002150 downloads
Forecasting VAR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy Frontiers in Finance and Economics, Vol. 6, No. 1, p. 26-50, 2009
Cyril Caillault
and
Dominique Guegan
Date Posted: June 12, 2010150 downloads
Intertemporal Risk and the Cross Section of Expected Stock Returns
Scott Cederburg
Date Posted: September 23, 2010Last Revised: March 15, 2011150 downloads
Investment Shocks and Business Cycles FRB of New York Staff Report No. 322, FRB of Chicago Working Paper No. 2008-12
Alejandro Justiniano
,
Giorgio E. Primiceri
and
Andrea Tambalotti
Date Posted: March 27, 2008150 downloads
Local Polynomial Variance Function Estimation
D. Ruppert ,
Matt P. Wand ,
Ulla Holst and
Ola Hossjer
Date Posted: January 03, 1998150 downloads
Missing Data Imputation, Classification, Prediction and Average Treatment Effect Estimation Via Random Recursive Partitioning
Stefano Maria Iacus
and
Giuseppe Porro
Date Posted: May 31, 2006150 downloads
Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data
Mark Yuying An and
Roberto A. Ayala
Date Posted: May 13, 1997150 downloads
Normalization in Econometrics FRB of Atlanta Working Paper No. 2004-13
James D. Hamilton ,
Daniel F. Waggoner and
Tao A. Zha
Date Posted: August 22, 2004150 downloads
Pricing of Traffic Light Options and Other Correlation Derivatives
Thomas Kokholm
Date Posted: August 17, 2007Last Revised: April 19, 2010150 downloads
Real Exchange Rates, Non-Linearities and Balassa-Samuelson Effects Frank J. Petrilli Center for Research in International Finance Working Paper No. Lothian01
James R. Lothian and
Mark P. Taylor
Date Posted: November 04, 2004150 downloads
Realized Volatility, Liquidity, and Corporate Yield Spreads
Marco Rossi
Date Posted: March 17, 2010150 downloads
Statistical Evaluation of the Students' Perception of Creativity International Conference on Education, Research and Innovation, ICERI 2008 Proceedings, Madrid, Spain
Elisabeta Jaba
,
Mihai Daniel Roman
,
Mario Pagliacci
,
Dana Serban
,
Christiana Brigitte Balan
and
Mircea Asandului
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: January 15, 2009150 downloads
The 'Deeper' and the 'Wider' EU Strategies of Trade Integration: An Empirical Evaluation of EU Common Commercial Policy Effects Global Economy Journal, Vol. 7, No. 4, 2007, ISAE Working Paper No.79
Roberta de Santis
and
Claudio Vicarelli
Date Posted: March 28, 2007Last Revised: December 13, 2007150 downloads
Time-Varying Risk-Return Tradeoff in the Stock Market Forthcoming at JMCB
Hui Guo ,
Zijun Wang
and
Jian Yang
Date Posted: August 08, 2006Last Revised: October 29, 2012150 downloads
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? University of Strathclyde Discussion Paper Series No. 09-17
Dimitris Korobilis and
Gary Koop
Date Posted: November 22, 2009Last Revised: April 19, 2011150 downloads
A Goodness-of-Fit Test with Focus on Conditional Value at Risk Brazilian Finance Review, Vol. 6, No. 2, pp. 139-155, 2008
José Fajardo ,
Aquiles Farias
and
Jose Renato Haas Ornelas
Date Posted: May 04, 2007Last Revised: December 04, 2008149 downloads
A Powerful and Robust Nonparametric Statistic for Joint Mean-Variance Quality Control InterStat, September 2009
J.D. Opdyke
Date Posted: March 23, 2006Last Revised: November 02, 2010149 downloads
A Re-Examination of the Purchasing Power Parity Using Non-Stationary Dynamic Panel Methods: A Comparative Approach for Developing and Developed Countries William Davidson Institute Working Paper No. 570
Christophe Rault
and
Imed Drine
Date Posted: July 16, 2003149 downloads
Asset Returns and State-Dependent Risk Preferences CIRPEE Working Paper No. 03-16
Pascal St-Amour and
Stephen Gordon
Date Posted: May 20, 2003149 downloads
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules CORE Discussion Paper No. 2006/42
Arie Preminger
and
Christian M. Hafner
Date Posted: August 04, 2006149 downloads
Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and
Andreas Kaeck
Date Posted: June 04, 2010149 downloads
Entrepreneurship: Getting Nonnormality Right
Anatoly F. Kandel and
Efthymios G. Tsionas
Date Posted: January 21, 2002149 downloads
Evaluating Real Business Cycle Models using Likelihood Methods
John S. Landon-Lane
Date Posted: April 13, 2001149 downloads
Exploring the CDS-Bond Basis National Bank of Belgium Working Paper No. 104
Jan De Wit
affiliation not provided to SSRN
Date Posted: October 07, 2010149 downloads
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection Cowles Foundation Discussion Paper No. 1631
Donald W. K. Andrews and
Gustavo Soares
Date Posted: October 15, 2007Last Revised: October 21, 2007149 downloads
International Price Discovery in Stock Markets - A Unique Intensity Based Information Share
Kerstin Kehrle
and
Franziska J. Peter
Date Posted: October 21, 2009Last Revised: April 23, 2010149 downloads
Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems Cowles Foundation Discussion Paper No. 1372; Harvard Institute of Economics Research Paper No. 1955
Steven Berry ,
Oliver B. Linton and
Ariel Pakes
Date Posted: May 21, 2002149 downloads
Linking Stated and Revealed Preference Models for Nonmarket Values: Snorkeling Visits to the Florida Keys UGA, Dept of A & AE, Faculty Series No. 00-09
Timothy A. Park ,
J. M. Bowker and
Vernon R. Leeworthy
Date Posted: August 24, 2000149 downloads
Mean-square-error Calculations for Average Treatment Effects IEPR Working Paper No. 05.34
Guido W. Imbens ,
Whitney K. Newey and
Geert Ridder
Date Posted: October 05, 2005149 downloads
Monitoring for Disruptions in Financial Markets
Elena Andreou and
Eric Ghysels
Date Posted: April 04, 2005149 downloads
On the Dangers of a Simplistic American Option Simulation Valuation Method
Nelson Areal and
Artur Rodrigues
Date Posted: January 01, 2008149 downloads
Structural Investigation of Acquiring Managers' Incentives in Takeovers AFA 2013 San Diego Meetings Paper
Di Li
Date Posted: March 15, 2012Last Revised: May 16, 2012149 downloads
Testing for Stochastic Dominance Efficiency
Nikolas L. Topaloglou
and
O. Scaillet
Date Posted: September 15, 2005149 downloads
World Market Risk, Country-Specific Risk and Expected Returns
in International Stock Markets
Turan G. Bali and
Nusret Cakici
Date Posted: October 15, 2009149 downloads
Credit BuVaR: Asymmetric Spread VaR with Default Journal of Risk Management in Financial Institutions, Vol. 5, No. 1, pp. 86–95, 2011 ,
Max C.Y. Wong
Date Posted: June 20, 2010Last Revised: January 21, 2012148 downloads
Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset
Sudhanshu K. Mishra
Date Posted: June 30, 2004148 downloads
Evidence of GARCH Effect in Stock Returns: Vietnam Stock Market 2000-2003 Vietnam Journal of Mathematical Applications, Vol. 2, No. 1, pp. 15-30, 2004
Quan Hoang Vuong
Date Posted: October 28, 2009148 downloads
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models MIT Department of Economics Working Paper No. 03-11
Victor Chernozhukov and
Han Hong
Date Posted: March 12, 2003148 downloads
Maximum Likelihood in the Frequency Domain: A Time to Build Example FRB Chicago Working Paper No. 1999-04
Lawrence J. Christiano and
Robert Vigfusson
Date Posted: April 06, 1999148 downloads
Modelling the Dynamics of Cross-Sectional Price Functions: An Econometric Analysis of the Bid and Ask Curves of an Automated Exchange Nuffield Economics Working Paper No. 2004-W21
Clive G. Bowsher
Date Posted: September 24, 2004148 downloads
Multivariate Causality Tests with Simulation and Application
Zhidong Bai
,
Bingzhi Zhang
,
Heng Li
and
Wing-Keung Wong
Date Posted: June 18, 2010Last Revised: June 20, 2010148 downloads
Sector Concentration in Loan Portfolios and Economic Capital National Bank of Belgium Working Paper No. 105
Klaus Duellmann and
Nancy Masschelein
Date Posted: October 07, 2010148 downloads
Spatial, Temporal, and Spatiotemporal Autoregressive Probit Models of Binary Outcomes: Estimation, Interpretation, and Presentation APSA 2010 Annual Meeting Paper
Robert J. Franzese Jr.
,
Jude C. Hays
and
Lena M. Schaffer
Date Posted: July 19, 2010Last Revised: September 15, 2010148 downloads
A Specification Test for Nonparametric Instrumental Variable Regression Swiss Finance Institute Research Paper No. 07-13
Patrick Gagliardini and
O. Scaillet
Date Posted: May 11, 2007Last Revised: October 21, 2008147 downloads
A Stochastic Volatility Model with Conditional Skewness Journal of Business & Economic Statistics, 30:4, 576-591.
Bruno Feunou
and
Romeo Tedongap
Date Posted: March 19, 2008Last Revised: October 29, 2012147 downloads
An Irregular Grid Approach for Pricing High-Dimensional American Options
Steffan John Berridge
and
J. M. Schumacher
affiliation not provided to SSRN
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: January 21, 2003147 downloads
Comparing and Selecting Performance Measures for Ranking Assets
Massimiliano Caporin and
Francesco Lisi
Date Posted: April 22, 2009Last Revised: June 29, 2009147 downloads
Control Variates for Callable LIBOR Exotics - A Preliminary Study Proceedings of the 5th Actuarial and Financial Mathematics Day, M. Vanmaele et al, eds, Brussels
Jacob Buitelaar
and
Roger Lord
Date Posted: October 28, 2008147 downloads
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