Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
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: C5
1,171,377 Total downloads
Showing Papers 3,081 - 3,130 of 5,959
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model Journal of Economic Dynamics and Control, Vol. 32, 2008
Nikolaus Hautsch
Date Posted: November 01, 2008
Constructive Data Mining: Modeling Argentine Broad Money Demand FRB International Finance Discussion Paper No. 943
Neil R. Ericsson and
Steven B. Kamin
Date Posted: November 01, 200845 downloads
Measuring and Modeling Risk Using High-Frequency Data
Wolfgang K. Härdle ,
Nikolaus Hautsch and
Uta Pigorsch
Date Posted: November 01, 2008177 downloads
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
Nikolaus Hautsch and
Vahidin Jeleskovic
affiliation not provided to SSRN
Date Posted: November 01, 2008209 downloads
Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in French Manufacturing CREST-INSEE Working Paper No. 9547
Sourour Baccar
Date Posted: November 01, 2008
User Cost of Capital & Cost Function: Does the Margin of Freedom in the Modelling Yield Robust Results? Computing in Economics and Finance, Vol. 285, 2003
Sourour Baccar
Date Posted: November 01, 2008Last Revised: November 06, 2008
Immigration and Housing Prices in Spain FEDEA Working Paper No. 2008-40
Simón Sosvilla Rivero
Date Posted: October 31, 200898 downloads
Information in the Revision Process of Real-Time Datasets FRB of Philadelphia Working Paper No. 08-27
Valentina Corradi
,
Andres Fernandez
and
Norman R. Swanson
affiliation not provided to SSRN
and
Rutgers University - Department of Economics
Date Posted: October 30, 200823 downloads
Beating the Random Walk: A Performance Assessment of Long-Term Interest Rate Forecasts Tinbergen Institute Discussion Paper No. 08-102/3
Frank A. G. den Butter and
Pieter W. Jansen
affiliation not provided to SSRN
Date Posted: October 29, 200888 downloads
Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach
Rafael Barros de Rezende
Date Posted: October 29, 2008Last Revised: February 23, 2011156 downloads
Modelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical Review
Helen Higgs and
Andrew C. Worthington
Date Posted: October 29, 2008171 downloads
Monitoring the Upsurge of Biofuels in Commodity Futures Markets
Takashi Kanamura
Date Posted: October 28, 2008194 downloads
Volatility and Irish Exports Economic Inquiry, Vol. 46, Issue 4, pp. 540-560, October 2008
Don Bredin
and
John Cotter
Date Posted: October 27, 20082 downloads
Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges ERIM Report Series Reference No. ERS-2007-065-LIS
Wolfgang Ketter
,
John Collins
,
Maria Gini
,
Alok Gupta
and
Paul Schrater
Date Posted: October 27, 200826 downloads
Big Yards or Green Space? Regulation, Vol. 31, No. 3, Fall 2008
Elizabeth Kopits
,
Virginia McConnell
and
Margaret Walls
Date Posted: October 27, 200832 downloads
Financial Data and the Skewed Generalized T Distribution Management Science, Vol. 44, pp. 1650-1661, December 1998
Panayiotis Theodossiou
Date Posted: October 27, 20081126 downloads
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation Swiss Finance Institute Research Paper No. 08-33
Gilles Daniel
,
Didier Sornette and
Peter Wohrmann
Date Posted: October 27, 2008305 downloads
A Desirable Scenario for the Romanian Economy During 2008-2013 Romanian Journal of Economic Forecasting, Vol. 4, pp. 15-58, 2008
Emilian Dobrescu
Date Posted: October 26, 2008Last Revised: September 26, 201164 downloads
Foreign Direct Investment and Stock Market Development: Ghana's Evidence International Research Journal of Finance and Economics, Vol. 26, pp. 178-185, 2009
Anokye M. Adam
and
George Tweneboah
Date Posted: October 26, 2008Last Revised: April 07, 2009426 downloads
When Does Money Matter?: How Health Status Affects the Marginal Utility of Income
David Kamin
Date Posted: October 26, 200889 downloads
Impact of ICT and Human Skills on the European Financial Intermediation Sector
Georg Erber
and
Reinhard Madlener
Date Posted: October 22, 200843 downloads
Are Securitized Real Estate Returns More Predictable than Stock Returns? Journal of Real Estate Finance and Economics, Forthcoming, Swiss Finance Institute Research Paper No. 08-27
Camilo Serrano
and
Martin Hoesli
Date Posted: October 20, 2008Last Revised: September 25, 2009277 downloads
On the Correlation Structure of Microstructure Noise in Theory and Practice PIER Working Paper No. 08-038
Francis X. Diebold and
Georg Strasser
Date Posted: October 20, 2008205 downloads
Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
Date Posted: October 20, 2008
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk Tinbergen Institute Discussion Paper No. 08-096/4
Rodney W. Strachan
and
H. K. van Dijk
Date Posted: October 19, 200839 downloads
What Likely Range of My Wealth Will Be?
Raymond Kan and
Guofu Zhou
Date Posted: October 19, 2008Last Revised: February 07, 2009177 downloads
From Dissonance to Resonance: Cognitive Interdependence in Quantitative Finance
Daniel Beunza
and
David Stark
Date Posted: October 16, 2008Last Revised: July 29, 20111946 downloads
An Empirical Study on Risk-Return Tradeoff Using GARCH-Class Models: Evidence from Bucharest Stock Exchange International Conference on Business and Economy ICBE Constanta - Romania, November 6-8, 2008
Cristiana Tudor
Date Posted: October 15, 2008
Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions Fisher College of Business Working Paper No. 2008-03-018, Charles A. Dice Working Paper No. 2008-19
Yacine Ait-Sahalia and
Robert L. Kimmel
Date Posted: October 15, 2008Last Revised: September 27, 2010143 downloads
Factors Impacting Emergency Department Use
David P. Bernstein
Date Posted: October 15, 200846 downloads
Modeling the Dynamics of Chinese Spot Interest Rates Journal of Banking and Finance, Forthcoming
Yongmiao Hong
,
Hai Lin
and
Shouyang Wang
Date Posted: October 14, 2008Last Revised: November 26, 2010137 downloads
Incorporating Higher Moments into Value at Risk Estimation
Arnold Polanski and
Evarist Stoja
Date Posted: October 12, 2008193 downloads
Semiparametric Vector MEM
Fabrizio Cipollini ,
Robert F. Engle and
Giampiero M. Gallo
Date Posted: October 12, 200875 downloads
Temperature Models for Pricing Weather Derivatives Quantitative Finance, Vol.12, No. 3, March 2012, 489-500
Frank Schiller
,
Gerold Seidler
and
Maximilian Wimmer
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
University of Regensburg
Date Posted: October 11, 2008Last Revised: May 18, 2012350 downloads
Non-Linear Forecast of Returns at Bovespa: Trading Volume in a Smooth Transition Auto Regressive Model (Previsao Nao-Linear De Retornos Na Bovespa: Volume Negociado Em Um Modelo Auto-Regressivo De Transicao Suave) (RAC) Revista de Administração Comtemporânea, Vol. 14, No. 1, January/Feburary 2010,
Robert Aldo Iquiapaza
,
Aureliano Angel Bressan
and
AMARAL, H. F. Sr.
Date Posted: October 10, 2008Last Revised: January 21, 2010175 downloads
Identifying Sources of Business Cycle Fluctuations in Germany 1975-1998 Ruhr Economic Paper No. 68
Oliver Holtemöller and
Torsten Schmidt
Date Posted: October 08, 200841 downloads
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: October 07, 2008279 downloads
Testing Mundell's Intuition of Endogenous OCA Theory IZA Discussion Paper No. 3739
Thierry Warin ,
Phani V. Wunnava
and
Hubert Janicki
Date Posted: October 06, 2008121 downloads
The Changing Intra-Household Resource Allocation in Russia IZA Discussion Paper No. 3733
Guy Lacroix and
Natalia Radtchenko
Date Posted: October 06, 200826 downloads
GARCH Processes and Value at Risk: An Empirical Analysis for Mexican Interest Rate Futures Panorama Socioeconómico, Vol. 25, No. 35, pp. 92-105,
Guillermo Benavides
Date Posted: October 05, 2008309 downloads
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model University of Heidelberg Department of Economics Discussion Paper No. 475
Christian Conrad
and
Menelaos Karanasos
Date Posted: October 05, 200867 downloads
A Note on the Link between Asymmetric Risk and Shortfall Risk
Ba M. Chu
Date Posted: October 03, 2008113 downloads
Bayesian Forecasting of Value at Risk and Expected Shortfall Using Adaptive Importance Sampling Tinbergen Institute Discussion Paper No. TI 2008-092/4
Lennart F. Hoogerheide
and
H. K. van Dijk
Date Posted: October 03, 2008166 downloads
Credit Migration Derivatives: Modelling of the Underlying Credit Migration Matrices
Andreas Andersson
Date Posted: October 02, 2008143 downloads
Local Sustainable Development: The Case of Alghero Nottingham University Business School Research Paper No. 2008-02
Isabel Cortés-Jiménez
and
Manuela Pulina
Date Posted: October 02, 2008103 downloads
Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market Journal of Real Estate Finance and Economics, Vol. 38, No. 3, 2009
Yong Tu
,
Seow Eng Ong and
Ying Hua Han
Date Posted: October 02, 2008102 downloads
Credit Migration Risk Modelling Journal of Credit Risk
Andreas Andersson and
Paolo Vanini
Date Posted: September 29, 2008Last Revised: January 05, 2010575 downloads
A Stochastic Model for Order Book Dynamics
Rama Cont ,
Sasha Stoikov
and
Rishi Talreja
Date Posted: September 26, 2008Last Revised: August 31, 20094963 downloads
The Outsourcing of Financial Regulation to Risk Models and the Global Financial Crisis: Code, Crash, and Open Source Washington Law Review, Forthcoming
Erik F. Gerding
Date Posted: September 25, 2008Last Revised: July 06, 20101760 downloads
Forecasting Economic Growth Using an Artificial Neural Network Model Journal of Financial Management and Analysis, Vol. 21, No. 1, January-June 2008
Rudra Prakash Pradhan
and
Ankit Kumar
Date Posted: September 23, 2008
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.766 seconds
