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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 602,679
Full Text Papers: 500,616
Authors: 279,008
Papers Received in
  Last 12 months:
63,357

Paper Downloads:
To date: 85,340,616
Last 12 months: 10,904,774
Last 30 days: 1,102,510

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Papers with
  Resolved
  References:
284,818
Total References: 9,075,753
Papers with Cites: 246,986
Total Citation
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6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,184,918


SSRN eLibrary Search Results
JEL Code: C63
375,119 Total downloads
Showing Papers 351 - 400 of 1,881
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1 2 3 4 ... 38 | Next >
   


Incl. Electronic Paper Dimension-Wise Decompositions and Their Efficient Parallelization
Electronic version of an article published in Recent Developments in Computational Finance, Interdisciplinary Mathematical Sciences, Volume 14, 2013, chapter 13, pages 445-472, DOI: 0.1142/9789814436434 0013(c) World Scientific Publishing Company
Philipp Schröder , Peter Schober and Gabriel Wittum
Goethe Center for Scientific Computing , Goethe University Frankfurt - Department of Finance and Goethe Center for Scientific Computing
Date Posted: April 19, 2015
Accepted Paper Series
1 downloads

Stock Price Related Financial Fragility and Growth Patterns
Bielefeld Working Papers in Economics and Management No. 04-2015
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 17, 2015
Last Revised: April 18, 2015
Working Paper Series

Incl. Electronic Paper Stock Price Related Financial Fragility and Growth Patterns
Center for Mathematical Economics Working Paper No. 539
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 15, 2015
Last Revised: April 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Prezzi di Ramsey (Ramsey Prices)
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 13, 2015
Working Paper Series
209 downloads

Incl. Fee Electronic Paper Bank Networks: Contagion, Systemic Risk and Prudential Policy
CEPR Discussion Paper No. DP10540
Iñaki Aldasoro , Domenico Delli Gatti and Ester Faia
Goethe University Frankfurt , Universita' Cattolica, Milano and Goethe University Frankfurt
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper Dirac Processes and Default Risk
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: April 11, 2015
Last Revised: April 17, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Marco Bianchetti , Sergei Kucherenko and Stefano Scoleri
Intesa Sanpaolo - Market Risk Management , Imperial College London - Faculty of Engineering and Iason Ltd.
Date Posted: April 11, 2015
Working Paper Series
71 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Search Personalization Using Machine Learning
Hema Yoganarasimhan
Foster School of Business, University of Washington
Date Posted: April 06, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy
Luca Riccetti , Alberto Russo and Mauro Gallegati
Sapienza Università di Roma , Università Politecnica delle Marche, Ancona - Department of Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: April 06, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
FRB Atlanta Working Paper No. 2014-21
Daniel F. Waggoner , Hongwei Wu and Tao Zha
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes
Michele Bergamelli , Jan Novotny and Giovanni Urga
City University London - Sir John Cass Business School , City University London - Faculty of Finance and Cass Business School, Faculty of Finance, London
Date Posted: April 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Derivatives Pricing Under Bilateral Counterparty Risk
Peter Carr
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: April 03, 2015
Last Revised: April 12, 2015
Working Paper Series
54 downloads

Incl. Electronic Paper Firms in Input and Output Networks
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing JSE Exotic Can-Do Options: Monte Carlo Simulation
Antonie Kotze and Rudolf Oosthuizen
Financial Chaos Theory and JSE Securities Exchange
Date Posted: April 01, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Hydrometeorological Center of Russia and National Research University Higher School of Economics
Date Posted: March 29, 2015
Last Revised: April 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching
CERGE-EI Working Paper Series No. 532
Nikolas Mittag
University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: March 28, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
Luis Ortiz-Gracia and Cornelis W. Oosterlee
Centre de Recerca Matemàtica and Center for Mathematics and Computer Science (CWI)
Date Posted: March 28, 2015
Last Revised: March 29, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Discretizing Stochastic Processes with Exact Conditional Moments
Leland E. Farmer and Alexis Akira Toda
University of California, San Diego and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 28, 2015
Last Revised: March 31, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Mean-Reverting Stochastic Model for the Political Business Cycle
Gopal K. Basak , Mrinal K. Ghosh and Diganta Mukherjee
Indian Statistical Institute, Kolkata , Indian Institute of Science and Indian Statistical Institute, Kolkata
Date Posted: March 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Conducting Simulation Experiments to Test Historical Explanations: The Historical Development of the German Dye Industry 1857-1913
UNSW Business School Research Paper No. 2015 MGMT 02
Thomas Brenner and Johann Peter Murmann
University of Marburg and UNSW Australia Business School - AGSM
Date Posted: March 21, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy and Luitgard A. M. Veraart
Imperial College London and London School of Economics & Political Science (LSE)
Date Posted: March 21, 2015
Last Revised: April 18, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper Uncertainty Quantification of Derivative Instruments
Xianming Sun and Michèle Vanmaele
Central South University and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Date Posted: March 20, 2015
Last Revised: March 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Integrated Trend Analysis with Triple Trend Oscillator -- Technical Insights
Market Technicians Association, New York, Technically Speaking, June 2014
Sanjay Khandelwal
EQTrend Research
Date Posted: March 20, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper A Semi-Markovian Modeling of Limit Order Markets
Anatoliy V. Swishchuk and Nelson Vadori
University of Calgary and University of Calgary - Department of Mathematics and Statistics
Date Posted: March 18, 2015
Last Revised: March 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Sebastian Jaimungal and Mojtaba Nourian
University of Toronto - Department of Statistics and Bank of Montreal
Date Posted: March 16, 2015
Working Paper Series
62 downloads

Incl. Electronic Paper The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
DIW Berlin Discussion Paper No. 1458
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: March 12, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Dimension of the Lisbon Voting Rules in the EU Council: A Challenge and New World Record
Sascha Kurz and Stefan Napel
University of Bayreuth and University of Bayreuth
Date Posted: March 10, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Online Appendix to: 'A Tractable Approach to Pass-Through Patterns'
Michal Fabinger and E. Glen Weyl
University of Tokyo and Microsoft Research New England
Date Posted: March 10, 2015
Last Revised: March 25, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Efficient SABR Simulation Schemes Revisited
Kyle Haven
Aozora Bank
Date Posted: March 10, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper An Information Theoretic Criterion for Empirical Validation of Time Series Models
LEM Working Papers
Francesco Lamperti
Scuola Superiore Sant'Anna
Date Posted: March 09, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Strategic Use of Download Limits by a Monopoly Platform
Nicholas Economides and Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley
Date Posted: March 07, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
Lilia Maliar , Serguei Maliar , John B. Taylor and Inna Tsener
Stanford University , Santa Clara University , Stanford University and Universidad de Alicante
Date Posted: March 07, 2015
Last Revised: April 12, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
Carlos Medel and Pablo M. Pincheira
University of Nottingham and School of Business, Adolfo Ibáñez University
Date Posted: March 05, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Bank Networks: Contagion, Systemic Risk and Prudential Policy
SAFE Working Paper No. 87
Iñaki Aldasoro , Domenico Delli Gatti and Ester Faia
Goethe University Frankfurt , Universita' Cattolica, Milano and Goethe University Frankfurt
Date Posted: March 03, 2015
Last Revised: March 05, 2015
Working Paper Series
34 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Using Simulation Methods in Accounting Research
Journal of Management Control, Forthcoming
Eva Labro
University of North Carolina Kenan-Flagler Business School
Date Posted: March 01, 2015
Accepted Paper Series

Incl. Electronic Paper A Value Based Cohort Index for Longevity Risk Management
UNSW Business School Research Paper No. 2015ACTL02
Yang Chang and Michael Sherris
School of Risk and Actuarial Studies, ARC Center of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 26, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators
Antonio Dalessandro and Gareth William Peters
Independent and University College London - Department of Statistical Science
Date Posted: February 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Renewable Energy Support in Germany: Surcharge Development and the Impact of a Decentralized Capacity Mechanism
DIW Berlin Discussion Paper No. 1452
Thure Traber and Claudia Kemfert
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: February 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Quanto Implied Correlation in a Multi-Lévy Framework
Laura Ballotta , Griselda Deelstra and Grégory Rayée
City University London - Sir John Cass Business School , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 24, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model
FRB Atlanta Working Paper No. 2003-32
Andy Bauer , Nicholas Haltom and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Richmond , Federal Reserve Bank of Atlanta and Duke University - Department of Economics
Date Posted: February 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Cities and Labor Market Dynamics
Andrew Young School of Policy Studies Research Paper Series No. 15-05
Kyle Mangum
Georgia State University - Department of Economics
Date Posted: February 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Modelling Dynamic Redemption and Default Risk for LBO Evaluation: A Boundary Crossing Approach
Alexander D.F. Lahmann , Maximilian Schreiter and Bernhard Schwetzler
HHL Leipzig Graduate School of Management , HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: February 15, 2015
Last Revised: March 20, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Stock-Flow Dynamic Projection
Mauro Gallegati and Xi Hao Li
Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Department of Economics
Date Posted: February 12, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: February 11, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Numerics of Premium Bonds
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: February 10, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective
Banque de France Working Paper No. 536
Kamil Galuscak and Gabor Katay
Czech National Bank and Banque de France
Date Posted: February 10, 2015
Working Paper Series
7 downloads


 

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