Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,272
Full Text Papers:
393,643
Authors:
226,678
Papers Received in Last 12 months:
68,942
Paper Downloads:
To date:
65,917,226
Last 12 months:
11,175,672
Last 30 days:
1,053,329
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved Footnotes:
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C6
837,635 Total downloads
Showing Papers 3,201 - 3,250 of 5,141
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Particle Filters for Markov Switching Stochastic Volatility Models
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
Yun Bao
,
Carl Chiarella
and
Boda Kang
affiliation not provided to SSRN
,
University of Technology, Sydney - UTS Business School, Finance Discipline Group
and
University of Technology, Sydney (UTS)
Date Posted: October 23, 2012
Working Paper Series
38 downloads
Practical Yield, Price, Duration and Convexity Approximations
Daniel L. Chertok
Independent
Date Posted: November 08, 2012
Working Paper Series
38 downloads
Probability Metrics Applied to Problems in Portfolio Theory
Journal of Statistical Theory and Practice, Vol. 2, No. 2, pp. 253-277, 2008
Stoyan V. Stoyanov ,
Svetlozar Rachev
and
Frank J. Fabozzi
EDHEC Business School
,
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
and
EDHEC Business School
Date Posted: December 23, 2010
Accepted Paper Series
38 downloads
Resource Allocation When Projects Have Ranges of Increasing Returns
HKS Working Paper No. RWP08-024
Catherine Bobtcheff
,
Christian Gollier and
Richard J. Zeckhauser
University of Toulouse 1 - Toulouse School of Economics (TSE)
,
University of Toulouse 1 - Industrial Economic Institute (IDEI)
and
Harvard University - Harvard Kennedy School (HKS)
Date Posted: June 27, 2008
Working Paper Series
38 downloads
Risk Premia and Optimal Liquidation of Credit Derivatives
International Journal of Theoretical and Applied Finance, Forthcoming
Tim Leung and
Peng Liu
Columbia University
and
Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: October 13, 2011
Last Revised: September 30, 2012
Accepted Paper Series
38 downloads
Technology Spillovers Embodied in International Trade: Intertemporal, Regional and Sectoral Effects in a Global CGE Framework
FEEM Working Paper No. 27.2012, CMCC Research Paper No. 132
Enrica De Cian
and
Ramiro Parrado
Fondazione Eni Enrico Mattei (FEEM), Venice
and
Fondazione Eni Enrico Mattei (FEEM)
Date Posted: June 05, 2012
Last Revised: October 29, 2012
Working Paper Series
38 downloads
The Computational Complexity of Boundedly Rational Choice Behavior
Thomas Demuynck
Catholic University of Leuven (KUL) - Campus Kortrijk (KULAK) - Subfaculty of Economics and Applied Economics
Date Posted: August 12, 2010
Working Paper Series
38 downloads
The Hitting Time Density for a Reflected Brownian Motion
Computational Economics, 2011
Xuewei Yang
,
Qin Hu
and
Yongjin Wang
Nanjing University - School of Management and Engineering
,
Nankai University - School of Mathematical Sciences
and
Nankai University - School of Business
Date Posted: June 15, 2011
Accepted Paper Series
38 downloads
The Optimal Timing of the Transfer of Hidden Reserves in the German and Austrian Tax Systems - A Market-Based Approach with Special Attention to the Term Structure of Interest Rates and Interest Rate Risk
Manfred Frühwirth
Vienna University of Economics and Business
Date Posted: December 11, 2001
Working Paper Series
38 downloads
Variance Swap for Local Lévy Based Stochastic Volatility with Delay
Anatoliy V. Swishchuk
University of Calgary
Date Posted: July 17, 2010
Working Paper Series
38 downloads
A Tale of Two Bazaar Economies: An Input-Output Analysis for Germany and Italy
Bank of Italy Occasional Paper No. 79
Emanuele Breda
and
Rita Cappariello
Bank of Italy
and
Bank of Italy
Date Posted: May 04, 2011
Working Paper Series
37 downloads
Abilities, Mobilities, And The Beta Wealth Distribution
Murray Brown and
Shin-Hwan Chiang
SUNY at Buffalo, College of Arts & Sciences, Department of Economics
and
York University - Department of Economics
Date Posted: June 17, 2010
Last Revised: March 07, 2012
Working Paper Series
37 downloads
Adaptive Learning and Multiple Equilibria in a Natural Rate Monetary Model with Unemployment Persistence
Bank of Finland Discussion Paper No. 30/2003
Anssi Rantala
Pellervo Economic Research Institute
Date Posted: February 19, 2004
Working Paper Series
37 downloads
Adjusting the Currency Composition of China’s Foreign Exchange Reserve
International Journal of Economics and Finance, Vol. 4, No. 10, 2012
Kai Shi
and
Li Nie
Northeast Normal University
and
Hitotsubashi University - Graduate School of Commerce and Management
Date Posted: October 07, 2012
Last Revised: November 21, 2012
Accepted Paper Series
37 downloads
An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and Their Counterparts Using the Hilbert-Huang Transform
Bank of Finland Research Discussion Paper No. 33/2009
Patrick M. Crowley and
Tony Schildt
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
and
Bank of Finland
Date Posted: November 28, 2009
Working Paper Series
37 downloads
Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
Mark Davis
and
Sebastien Lleo
Imperial College London
and
Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
37 downloads
Characterizations of Long-Run Producer Optima and the Short-Run Approach to Long-Run Market Equilibrium: A General Theory with Applications to Peak-Load Pricing
LSE STICERD Research Paper No. TE490
Anthony Horsley and
andrew j wrobel
affiliation not provided to SSRN
and
London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: July 16, 2008
Working Paper Series
37 downloads
Escaping Expectation Traps: How Much Commitment is Required?
Christoph Himmels
and
Tatiana Kirsanova
University of Exeter
and
University of Glasgow
Date Posted: February 28, 2011
Last Revised: January 24, 2012
Working Paper Series
37 downloads
Explaining Sprawl with an Agent-Based Model of Exurban Land and Housing Markets
Resources for the Future Discussion Paper No. 11-33
Nicholas Magliocca
,
Virginia McConnell
,
Margaret Walls
and
Elena Safirova
Department of Geography and Environmental Systems
,
University of Maryland
,
Resources for the Future - Quality of the Environment Division
and
Resources for the Future
Date Posted: June 18, 2012
Working Paper Series
37 downloads
Financial Fragility and Contagion in Interbank Networks
Stefano Pegoraro
Scuola Superiore Sant'Anna di Pisa - School of Social Sciences
Date Posted: April 07, 2013
Last Revised: April 10, 2013
Working Paper Series
37 downloads
Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding
Roberto Andres Stein
University of Chile - School of Economics and Business
Date Posted: September 16, 2012
Working Paper Series
37 downloads
Hidden Convexity in Partially Separable Optimization
CentER Working Paper Series No. 2011-070
Aharon Ben-Tal
,
Dick den Hertog and
Monique Laurent
Technion-Israel Institute of Technology
,
Tilburg University - Department of Econometrics & Operations Research
and
affiliation not provided to SSRN
Date Posted: June 15, 2011
Working Paper Series
37 downloads
Household Incidence of Pollution Control Policies: A Robust Welfare Analysis Using General Equilibrium Effects
CIRPEE Working Paper No. 08-09
Abdelkrim Araar ,
Yazid Dissou and
Jean-Yves Duclos
Laval University - Département d'Économique
,
University of Ottawa - Department of Economics
and
Laval University
Date Posted: June 25, 2008
Working Paper Series
37 downloads
Inferring Brand Proximities from Online Conversations
Journal of Brand Management, 19, 467-483 (April 2012)
Paul Dwyer
Willamette University - Atkinson Graduate School of Management
Date Posted: August 02, 2010
Last Revised: August 29, 2012
Accepted Paper Series
37 downloads
Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighbourhood Regions
CASE Network Studies and Analyses No. 359
Xavier Chojnicki
and
Vladimir Borgy
University Lille 2
and
Banque de France
Date Posted: April 23, 2009
Working Paper Series
37 downloads
Modeling FDI Attraction-An Optimization Model
Journal of International Business Research and Practice, Vol. 3, p. 15, 2009
Etienne Musonera
,
Attila Yaprak
and
Leslie Monplaisir
Mercer University-Atlanta
,
Wayne State University - School of Business Administration
and
affiliation not provided to SSRN
Date Posted: September 03, 2011
Accepted Paper Series
37 downloads
Monte Carlo Pricing with Local Volatility Grids
Damian Abasto
,
Bernhard Hientzsch
and
Mark P. Kust
Independent
,
Independent
and
Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
37 downloads
Natural Volatility, Welfare and Taxation
CESifo Working Paper Series No. 1748
Olaf Posch
and
Klaus Wälde
Universität Hamburg, Department of Economics
and
University of Mainz
Date Posted: July 14, 2006
Working Paper Series
37 downloads
Neighborhood Complexes and Generating Functions for Affine Semigroups
Cowles Foundation Discussion Paper No. 1458
Herbert E. Scarf and
Kevin M. Woods
Yale University - Department of Economics, Cowles Foundation
and
Department of Mathematics - University of Michigan
Date Posted: April 30, 2004
Working Paper Series
37 downloads
On Semidefinite Programming Relaxations of the Traveling Salesman Problem
CentER Discussion Paper Series No. 2008-96
Etienne de Klerk ,
Dmitrii V. Pasechnik
and
Renata Sotirov
Tilburg University
,
Tilburg University - Center for Economic Research (CentER)
and
Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: December 09, 2008
Working Paper Series
37 downloads
Optimal Diversity in Investments with Recombinant Innovation
Tinbergen Institute Discussion Paper No. 08-091/1
Jeroen C. J. M. van den Bergh and
Paolo Zeppini-Rossi
VU University Amsterdam - Department of Spatial Economics
and
University of Amsterdam - CeNDEF
Date Posted: September 26, 2008
Working Paper Series
37 downloads
Recursive Thick Modeling and the Choice of Monetary Policy in Mexico
Arnulfo Rodriguez
and
Pedro N. Rodriguez
Independent Scholar
and
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Date Posted: October 02, 2006
Working Paper Series
37 downloads
Restless Bandits, Partial Conservation Laws and Indexability
UPF Economics and Business Working Paper No. 435
José Niño Mora
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: May 01, 2000
Working Paper Series
37 downloads
ROM Simulation with Random Rotation Matrices
ICMA Centre Discussion Papers in Finance No. DP2011-06
Dan Ledermann
and
Carol Alexander
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: April 12, 2011
Last Revised: April 30, 2011
Working Paper Series
37 downloads
Shadow Bifurcations in a Model with Optimal Harvesting Natural Resources
Giovanni Bella
Universita di Cagliari - Department of Economics
Date Posted: January 02, 2007
Working Paper Series
37 downloads
Solving SDP's in Non-commutative Algebras Part I: The Dual-scaling Algorithm
CentER Discussion Paper Series No. 2005-17
Etienne de Klerk and
Dmitrii V. Pasechnik
Tilburg University
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: February 21, 2005
Working Paper Series
37 downloads
Stability of Sigma-Martingale Densities in L Log L Under an Equivalent Change of Measure
Swiss Finance Institute Research Paper No. 11-67
Tahir Choulli
and
Martin Schweizer
University of Alberta - Department of Mathematical and Statistical Sciences
and
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: January 18, 2012
Working Paper Series
37 downloads
Survey of Model Selection and Model Combination
Mingyang Xu
and
Michael Golay
Massachusetts Institute of Technology (MIT)
and
affiliation not provided to SSRN
Date Posted: January 17, 2011
Working Paper Series
37 downloads
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime
ECB Working Paper No. 239
Wouter J. den Haan
University of Amsterdam
Date Posted: December 04, 2003
Working Paper Series
37 downloads
The Indirect Continuum-GMM Estimation
Rachidi Kotchoni
University of Montréal - Department of Economics
Date Posted: February 21, 2012
Working Paper Series
37 downloads
An Agent-Based Decentralized Matching Macroeconomic Model
Luca Riccetti
,
Alberto Russo
and
Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics
,
Università Politecnica delle Marche, Ancona - Department of Economics
and
Università Politecnica delle Marche - Faculty of Economics
Date Posted: October 20, 2012
Working Paper Series
36 downloads
An Alternative Proof to Markowitz's Model
Yaniv Zaks
Bar-Ilan University
Date Posted: August 14, 2012
Last Revised: December 31, 2012
Working Paper Series
36 downloads
An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-Dimensional Asset Pricing Model
Yu Chen
,
Thomas F. Cosimano and
Alex A. Himonas
Idaho State University - Department of Mathematics
,
University of Notre Dame - Department of Finance
and
University of Notre Dame - Department of Mathematics
Date Posted: March 28, 2011
Working Paper Series
36 downloads
An Improved Algorithm for Pricing Derivatives Using Sobol Quasirandom Sequences
Marcos Eugenio da Silva
University of Sao Paulo (USP)
Date Posted: August 21, 2012
Working Paper Series
36 downloads
An Information Gap in DNA Evidence Interpretation
Mark W. Perlin and
Alexander Sinelnikov
Cybergenetics
and
Genetica
Date Posted: December 01, 2009
Working Paper Series
36 downloads
Applying Relation Algebra and Relview to Measures in a Social Network
GATE Working Paper No. 09-02
Rudolf Berghammer
,
Agnieszka Rusinowska
and
Harrie De Swart
University of Kiel
,
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
and
Tilburg University - Department of Philosophy
Date Posted: January 28, 2009
Last Revised: April 15, 2011
Working Paper Series
36 downloads
Bifurcations in Regional Migration Dynamics
Marcus Berliant and
Fan-chin Kung
Washington University in Saint Louis - Department of Economics
and
East Carolina University
Date Posted: April 30, 2007
Last Revised: June 17, 2009
Working Paper Series
36 downloads
Co-Plot: A Useful Tool to Detect Outliers in DEA
Bernhard Mahlberg
and
Adi Raveh
Institute for Industrial Research (IWI)
and
affiliation not provided to SSRN
Date Posted: February 06, 2012
Last Revised: February 15, 2012
Working Paper Series
36 downloads
Competing with Bandit Supply Chains
Meng Li
,
Suresh Sethi
and
Jun Zhang
University of Texas at Dallas - Naveen Jindal School of Management
,
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: September 21, 2012
Working Paper Series
36 downloads
Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems
Operations Research, Vol. 45, No. 2, pp. 258-274, March-April 1997
Chand Samaratunga
,
Suresh Sethi
and
Xun Yu Zhou
affiliation not provided to SSRN
,
University of Texas at Dallas - Naveen Jindal School of Management
and
affiliation not provided to SSRN
Date Posted: April 29, 2008
Last Revised: May 12, 2009
Working Paper Series
36 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 3.703 seconds