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JEL Code: C5
1,185,811 Total downloads
Showing Papers 3,151 - 3,200 of 6,013
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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, 2008307 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, 201165 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, 2009428 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, 2008206 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, 20111950 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, 2012356 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, 200868 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, 2008103 downloads
Credit Migration Risk Modelling Journal of Credit Risk
Andreas Andersson and
Paolo Vanini
Date Posted: September 29, 2008Last Revised: January 05, 2010576 downloads
A Stochastic Model for Order Book Dynamics
Rama Cont ,
Sasha Stoikov
and
Rishi Talreja
Date Posted: September 26, 2008Last Revised: August 31, 20095012 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, 20101765 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
Least Squares Model Combining by Mallows Criterion
Xinyu Zhang
,
Alan T. K. Wan and
Guohua Zou
affiliation not provided to SSRN
,
City University of Hong Kong (CityUHK) - Department of Management
and
Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Date Posted: September 23, 200873 downloads
Towards Reformulation of The Capital Asset Pricing Model (CAPM) Focusing on Idiosyncratic Risk and Roll's Meta-Analysis: Methodological Approach Journal of Financial Management and Analysis, Vol. 21, No. 1, January-June 2008
Edward J. Lusk
,
Manuel Bern
and
Michael Halperin
Date Posted: September 23, 2008
Volatility Components: Evidence from VIX Futures Market
Zhongjin Lu
and
Yingzi Zhu
Date Posted: September 23, 2008505 downloads
Derivative Listing Strategy: The Case of the Athens Exchange
George Karathanassis
,
Kanellos Toudas
and
Vasilios I. Sogiakas
Date Posted: September 22, 2008
Should Quarterly Government Finance Statistics Be Used for Fiscal Surveillance in Europe? ECB Working Paper No. 937
Diego J. Pedregal
and
Javier J. Perez
Date Posted: September 22, 200822 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, 20091145 downloads
Disagreement and Biases in Inflation Expectations CREATES Research Paper 2008-56
Carlos Capistrán and
Allan G. Timmermann
Date Posted: September 21, 200856 downloads
DSGE Model-Based Forecasting of Non-Modelled Variables FRB of Philadelphia Working Paper No. 08-17
Frank Schorfheide ,
Keith Sill and
Maxym Kryshko
Date Posted: September 19, 200861 downloads
Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis Journal of Alternative Investments, Forthcoming
Marcus Nossman
and
Anders Wilhelmsson
Date Posted: September 19, 2008Last Revised: September 22, 2009904 downloads
Modeling Financial Return Dynamics via Decomposition Journal of Business and Economic Statistics, Forthcoming
Stanislav Anatolyev and
Nikolay Gospodinov
Date Posted: September 19, 2008Last Revised: August 12, 200974 downloads
Dynamic vs Static Autoregressive Models for Forecasting Time Series
Chris S. Xie
affiliation not provided to SSRN
Date Posted: September 18, 2008115 downloads
Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data
Dacheng Xiu
Date Posted: September 18, 2008Last Revised: June 28, 2010828 downloads
Equity Risk Premium and Volatility: A Correlation Structure
Yonggan Zhao
Date Posted: September 17, 2008Last Revised: March 18, 2009315 downloads
Global Loss Diversification in the Insurance Sector Tinbergen Institute Discussion Paper No. 08-086/2
Oleg Sheremet
and
Andre Lucas
Date Posted: September 16, 2008Last Revised: January 11, 2009
Explaining the Employability Gap of Short-Term and Long-Term Unemployed Persons ZEW - Centre for European Economic Research Discussion Paper No. 08-062
Stephan Lothar Thomsen
Date Posted: September 11, 200846 downloads
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? Economic Research Initiatives at Duke (ERID) Working Paper No. 12
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: September 11, 200884 downloads
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