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JEL Code: C13
355,748 Total downloads
Showing Papers 351 - 400 of 2,072
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Bias-Correction in Vector Autoregressive Models: A Simulation Study
Tom Engsted and
Thomas Quistgaard Pedersen
Date Posted: May 18, 201170 downloads
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
Patrik Guggenberger and
Yixiao Sun
Date Posted: September 30, 201115 downloads
Biases in Willingness-to-Pay Measures from Multinomial Logit Estimates Due to Unobserved Heterogeneity Tinbergen Institute Discussion Paper 10-014/3
Vincent A.C. van den Berg
,
Eric Kroes
and
Erik T. Verhoef
affiliation not provided to SSRN
and
VU University Amsterdam - Department of Spatial Economics
Date Posted: January 22, 201045 downloads
Biasing Factors of the Consumer Price Index KTK/IE Discussion Paper No. 2003/12
Ilona Kovács
Date Posted: January 13, 200490 downloads
Bipower-Type Estimation in a Noisy Diffusion Setting CREATES Research Paper No. 2008-25
Mark Podolskij
and
Mathias Vetter
Date Posted: June 24, 200840 downloads
Bivariate Time Series Modelling of Financial Count Data Umea Economic Studies Working Paper No. 655
Shahiduzzaman Quoreshi
Date Posted: May 09, 2005
Black-Litterman in Continuous Time: The Case for Filtering Quantitative Finance Letters, Forthcoming
Mark Davis
and
Sebastien Lleo
Date Posted: May 09, 201337 downloads
Block Bootstrap Methods and the Choice of Stocks for the Long Run Forthcoming, Quantitative Finance
Philippe Cogneau
and
Valeriy Zakamulin
Date Posted: April 11, 2011Last Revised: November 18, 2012159 downloads
Board Size, Independence and Performance: An Analysis of Thai Banks Asia-Pacific Financial Markets, Vol. 14, No. 3, pp. 211-227, September 2007
Shams Pathan ,
Michael T. Skully and
J. Wickramanayake
Date Posted: February 26, 2008Last Revised: March 22, 2008337 downloads
Book Review: 'ROI for Technology Projects: Measuring and Delivering Value' by D. Brian Roulstone and Jack J. Phillips
Alexei Botchkarev
and
Peter Andru
Date Posted: May 22, 2012Last Revised: October 22, 201228 downloads
Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets
Turan G. Bali ,
Nusret Cakici and
Frank J. Fabozzi
Date Posted: March 13, 2012Last Revised: March 19, 2012138 downloads
Bootstrap for Shrinkage-Type Estimators
Adriana Cornea
Date Posted: November 29, 2011Last Revised: October 10, 201224 downloads
Bootstrap Tests for Multivariate Event Studies
Pin-Huang Chou
Date Posted: February 11, 1999424 downloads
Bootstrapping Rank Statistics Metrika, Vol. 47, No. 3, June 1998
Ansgar Steland
Date Posted: August 14, 1998
Bootstrapping the Chain-Ladder Method for Correlated Run-Off-Triangles for Achieving the Predictive DIstribution of the Claims Development Result
Jochen Heberle
,
Luis Huergo
and
Michael Merz
affiliation not provided to SSRN
and
University of Hamburg
Date Posted: May 16, 2012Last Revised: May 18, 201256 downloads
Bootstrapping the Chain-Ladder Method for Several Correlated Run-Off Portfolios Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97, No. 4 (2008), DOI:10.1007/s12297-008-0035-5,
Jochen Heberle
,
Luis Huergo
and
Michael Merz
affiliation not provided to SSRN
and
University of Hamburg
Date Posted: May 20, 2012
Bounds on Quantiles in the Presence of Full- and Partial-Item Nonresponse CentER Working Paper No. 38
R. Vazquez-Alvarez ,
Arthur van Soest and
Bertrand Melenberg
Date Posted: October 12, 1999
Brand Value, Preference and Customer Value Effects of Non-Conventional Utility Products: An Experimental Analysis in Mexican Market ITESM Working Paper No. 02/2006
Dr. Rajagopal
Date Posted: February 21, 2006528 downloads
Brazilian Dual-Listed Stocks, Arbitrage and Barriers
Marcellus Egydio Lima
Date Posted: April 20, 2006438 downloads
Breaking Down Hospital Costs for Selected Medical Conditions in Canada World Hospitals and Health Services: The Official Journal of the International Hospital Federation, Vol. 45 No. 3, 2009
Ruolz Ariste
,
Daniela Panait
and
Marc Lalonde
Date Posted: September 25, 2010Last Revised: September 29, 2010
Bringing Human, Social, and Natural Capital to Life: Practical Consequences and Opportunities BRINGING HUMAN, SOCIAL, AND NATURAL CAPITAL TO LIFE: PRACTICAL CONSEQUENCES AND OPPORTUNITIES, Fisher, W. P., Jr., 2010, ADVANCES IN RASCH MEASUREMENT, Vol. 2, M. Wilson, K. Draney, N. Brown, B. Duckor, eds., Maple Grove, MN: JAM Press, Forthcoming
William P. Fisher Jr.
Date Posted: October 28, 2010
Bubbles and Investment Horizons Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Nadja Guenster
and
Erik Kole
Date Posted: October 09, 2009Last Revised: November 03, 2009
Budgetary Convergence in the WAEMU: Adjustment Through Revenue or Expenditure? IMF Working Paper No. 00/109
Ousmane Dore
and
Jean-Claude Nachega
Date Posted: January 31, 200638 downloads
Business Cycle Transmission from the US to Germany - A Structural Factor Approach Bundesbank Discussion Paper No. 12/2004
Sandra Eickmeier
Date Posted: June 01, 200589 downloads
Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India
Alessandro Tarozzi
Date Posted: June 28, 2004130 downloads
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 16, 2012161 downloads
Calibration of Interest Rate Models - Transition Market Case CERGE-EI Working Paper No. 237
Martin Vojtek
Date Posted: November 13, 2005156 downloads
Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options Applied Mathematical Finance, Vol. 17, No. 5, 2010
Jan van Heys
and
Reik H. Boerger
affiliation not provided to SSRN
and
RWE AG
Date Posted: November 15, 2009Last Revised: August 17, 2011
Calidad del Empleo en las Principales Ciudades Colombianas y Endogeneidad de la Educación (Education and Quality of Employment in the Main Cities of Colombia) Revista de Economía Institucional, Vol. 13, No. 25, p. 163, 2011,
Jhon James Mora and
María Paola Ulloa
affiliation not provided to SSRN
Date Posted: February 09, 201223 downloads
Can an 'Estimation Factor' Help Explain Cross-Sectional Returns?
Frederik Lundtofte
Date Posted: January 08, 2005Last Revised: January 13, 2009131 downloads
Can Branded Drugs Benefit from Generic Entry? Switching to Non-Bioequivalent Molecules and the Role of Physician Response to Detailing and Prices
Jorge Gonzalez
,
Catarina Sismeiro ,
Shantanu Dutta and
Philip Stern
Date Posted: June 26, 2007Last Revised: July 29, 2012349 downloads
Candidate Model Choice in Feature-Based Model Combination
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201114 downloads
Canonical Correlation and Assortative Matching: A Remark IZA Discussion Paper No. 6942
Arnaud Dupuy
and
Alfred Galichon
Date Posted: October 27, 201221 downloads
Canonical Momenta Indicators of Financial Markets and Neocortical EEG International Conference on Neural Information Processing (ICONIP'96), Springer; S.I. Amari, L. Xu, I. King, and K.S. Leung, eds.
Date Posted: May 26, 1998
Canonical Momenta Indicators of Financial Markets and Neocortical EEG
Date Posted: March 12, 1997140 downloads
Canonical Partitions in the Restricted Linear Model A1.95 WP 9767
B. B. van der Genugten
Date Posted: May 27, 1998
Cash Flow, Consumption Risk and Cross Section of Stock Returns
Zhi Da
Date Posted: June 28, 2005259 downloads
Causality Analysis and Multivariate Autoregressive Modelling with an Application to Supermarket Sales Analysis Journal of Economic Dynamics and Control, Vol. 3, November 1981
Peter Caines
,
C. W. Keng
and
Suresh Sethi
affiliation not provided to SSRN
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 30, 2008Last Revised: February 02, 2008
Caveats for Associating Internal Rating Grades with Agency Rating PDs
Dirk Tasche
Date Posted: August 08, 2008261 downloads
CDS Option Valuation under Double-Exponential Jump-Diffusion (DEJD)
Ramaprasad Bhar
and
Nedim Handzic
Date Posted: January 22, 201327 downloads
Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications UCSD Economics Discussion Paper 92-35R
Xiaohong Chen and
Halbert L. White, Jr.
Date Posted: January 06, 1998114 downloads
Challenges and Opportunities for Resource Rich Economies CEPR Discussion Paper No. 5688
Rick van der Ploeg
Date Posted: August 08, 200639 downloads
Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence 21st Australasian Finance and Banking Conference 2008 Paper
Laurence Fung ,
Chi-Sang Tam
and
Ip-wing Yu
affiliation not provided to SSRN
Date Posted: August 20, 2008Last Revised: January 24, 2009105 downloads
Changes in Migration Matrices and Credit VaR - A New Class of Difference Indices
Stefan Trueck
and
Svetlozar Rachev
Date Posted: May 19, 2006317 downloads
Characterization of Multivariate Heavy-Tailed Distribution Families via Copula Chengguo Weng, Yi Zhang, Journal of Multivariate Analysis, pp. 106, 178–186, 2012,
Chengguo Weng and
Yi Zhang
Date Posted: March 14, 2011Last Revised: March 08, 201378 downloads
Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models Federal Reserve Bank of Atlanta Working Paper No. 2011-08
Nikolay Gospodinov
,
Raymond Kan and
Cesare Robotti
Date Posted: April 02, 2011Last Revised: March 26, 201246 downloads
CHICAGO: A Fast and Accurate Method for Portfolio Risk Swiss Finance Institute Research Paper No. 08-08
Simon A. Broda
and
Marc S. Paolella
Date Posted: April 30, 2008430 downloads
Chicago: A Fast and Accurate Method for Portfolio Risk Calculation Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 412-436, 2009
Simon A. Broda
and
Marc S. Paolella
Date Posted: October 09, 2009
Chilean Stock Market Expected Return Analysis: A Variance Decomposition
Ercos Valdivieso
affiliation not provided to SSRN
Date Posted: September 28, 201062 downloads
Clarifications on the Asymmetric Volatility Effect and Foreign Investors' Destabilizing Influence: Agents' Information Perception
Robert Bruckner
Date Posted: December 21, 200685 downloads
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