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: C1
1,883,105 Total downloads
Showing Papers 3,601 - 3,650 of 8,584
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Modelling Higher Moments of Electricity Prices
Gregorio Serna and
Pablo Villaplana
Date Posted: January 02, 201314 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
Modelling Extreme-Value Dependence in International Stock Markets EFA 2002 Berlin Meetings Presented Paper
Michael Rockinger ,
Ser-Huang Poon and
Jonathan Tawn
Date Posted: March 09, 2002894 downloads
Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes
Ole E. Barndorff-Nielsen ,
Fred Espen Benth
and
Almut Veraart
Date Posted: February 24, 201331 downloads
Modelling Energy Spot Prices by Lévy Semistationary Processes CREATES Research Paper 2010-18
Ole E. Barndorff-Nielsen ,
Fred Espen Benth
and
Almut Veraart
Date Posted: May 03, 2010138 downloads
Modelling Electricity Forward Markets by Ambit Fields
Ole E. Barndorff-Nielsen ,
Fred Espen Benth
and
Almut Veraart
Date Posted: October 05, 2011134 downloads
Modelling Dairy Supply for Hungary and Poland by Generalised Maximum Entropy Using Prior Information European Review of Agricultural Economics, Vol. 35, No. 2, pp. 219-246, 2008
Axel Tonini
and
Roel Jongeneel
affiliation not provided to SSRN
and
Wageningen University and Research Center (WUR) - Agricultural Economics and Rural Policy Group
Date Posted: October 27, 2008
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset University of London, Economics Working Paper No. 471
George Kapetanios
Date Posted: May 17, 2003100 downloads
Modelling Conditional Heteroscedasticity and Jumps in Australian Short-Term Interest Rates Accounting and Finance, Vol. 45, No. 4, pp. 537-551, December 2005
Kam Fong Chan
Date Posted: February 03, 200623 downloads
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure CREATES Research Paper No. 2008-8
Christina Amado
and
Timo Terasvirta
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: June 25, 200866 downloads
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Katja Ignatieva
and
Eckhard Platen
Date Posted: November 03, 201234 downloads
Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination UNSW Australian School of Business Research Paper No. 2013ACTL08
Daniel H. Alai
,
Severine Gaille
and
Michael Sherris
Date Posted: March 15, 201327 downloads
Modelling Catastrophe Claims with Left-Truncated Severity Distributions (Extended Version) Hugo Steinhaus Center for Stochastic Methods Research Report No. HSC/05/1
Anna Chernobai ,
Krzysztof Burnecki
,
Svetlozar Rachev
,
Stefan Trueck
and
Rafal Weron
Date Posted: September 04, 200855 downloads
Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework
Yongcheol Shin ,
Byungchul Yu
and
Matthew Greenwood-Nimmo
Date Posted: April 13, 2011Last Revised: March 27, 2013404 downloads
Modelling Arbitration: Evaluating Risks and Settlements of Disputes Using Regret Theory International Proceedings of Economics Development and Research, Vol. 15, pp. 89-92, 2011
Date Posted: October 26, 2011Last Revised: January 10, 201217 downloads
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend Center for Policy Research Working Paper No. 92
Chihwa Kao ,
Lorenzo Trapani and
Giovanni Urga
Date Posted: April 20, 20119 downloads
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics CFS Working Paper, No. 2009/18
Nikolaus Hautsch ,
Wolfgang K. Härdle and
Andrija Mihoci
Date Posted: September 20, 2009
Modelling and Calibration Errors in Measures of Portfolio Credit Risk BIS Working Paper No. 230
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: September 17, 2007186 downloads
Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence FRB of New York Working Paper No. 161
Robert W. Rich and
Joseph S. Tracy
Date Posted: April 16, 200383 downloads
Modeling Tick-by-Tick Realized Correlations University of St. Gallen Economics Discussion Paper No. 2008-05
Francesco Audrino
Date Posted: February 18, 2008Last Revised: April 27, 2008299 downloads
Modeling the Under Reporting Bias in Panel Survey Data
Sha Yang
,
Yi Zhao
and
Ravi Dhar
Date Posted: October 08, 2009172 downloads
Modeling the Structural Break in Volatility Applied Economics Letters, Vol. 13, No. 7, 2006
Vincent W. Yao
and
Konstantin A. Kholodilin
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin)
Date Posted: May 13, 2008
Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009
Bruno Breyer Caldas
Date Posted: July 19, 201049 downloads
Modeling the Leverage Effect with Copulas and Realized Volatility Finance Research Letters 5 (2008) 221-227
Cathy Ning ,
Tony S. Wirjanto and
Dinghai Xu
Date Posted: March 31, 2013
Modeling the Intra Household Behavioral Interaction
Sha Yang
,
Yi Zhao
,
Tulin Erdem
and
Ying Zhao
Date Posted: March 17, 2009304 downloads
Modeling the Incidence of Self‐Employment: Individual and Employment Type Heterogeneity Contemporary Economic Policy, Vol. 29, Issue 4, pp. 605-619, 2011
Sarah Brown ,
Lisa Farrell
and
Mark N. Harris
affiliation not provided to SSRN
Date Posted: September 21, 20112 downloads
Modeling the Formation of Dyadic Relationships between Consumers in Online Communities
Vishal Narayan and
Sha Yang
Date Posted: November 07, 2007376 downloads
Modeling the Exchange Rates in a Target Zone by Reflected Ornstein-Uhlenbeck Process
Xuewei Yang
,
Xindan Li
,
Guijun Ren
,
Yongjin Wang
and
Lijun Bo
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 15, 201237 downloads
Modeling the Evolution of Implied CDO Correlations Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Marius Hofert
,
Matthias A. Scherer
and
Rudi Zagst
Date Posted: September 03, 2010
Modeling the Distribution of Exchange Rate Time Series and Measuring the Tail Area: An Empirical Application of the Colombian Flexible Exchange Rate Returns Revista de Economia del Rosario, Vol. 7, No. 1, pp. 19-43, June 2004
Héctor Zarate
Date Posted: September 06, 200679 downloads
Modeling the 'Pseudodeductible' in Insurance Claims Decisions Management Science, Forthcoming
Michael Braun
,
Peter Fader ,
Eric Bradlow
and
Howard Kunreuther
Date Posted: June 14, 2005181 downloads
Modeling Term Structure Dynamics: An Infinite Dimensional Approach CMAPX Internal Report No. 402
Rama Cont
Date Posted: February 25, 19992140 downloads
Modeling Stock Prices by Multifractional Brownian Motion: An Improved Estimation of the Pointwise Regularity Quantitative Finance, Forthcoming
Sergio Bianchi
,
Alexandre Pantanella
and
Augusto Pianese
affiliation not provided to SSRN
Date Posted: July 18, 2011
Modeling Stock Price Movements: Multifractality or Multifractionality? Quantitative Finance, Vol. 7, No. 3, pp. 301-319
Sergio Bianchi
and
Augusto Pianese
affiliation not provided to SSRN
Date Posted: July 18, 2011
Modeling Stock Order Flows and Learning Market-Making from Data Technical Report CBCL Paper No. 217 / AI Memo No. 2002-009, M.I.T., Cambridge, MA
Adlar J. Kim
,
Christian R. Shelton
and
Tomaso Poggio
Date Posted: July 28, 2008451 downloads
Modeling Stochastic Volatility with Application to Stock Returns IMF Working Paper No. 03/125
Noureddine Krichene
Date Posted: January 30, 2006172 downloads
Modeling Sovereign Debt Crises using Panels CEA Working Paper No. 11-2004, Cass Business School Research Paper
Ana-Maria Fuertes and
Elena Kalotychou
Date Posted: December 29, 2004117 downloads
Modeling Preferences for Common Attributes in Multi-Category Brand Choice
Vishal P. Singh
,
Karsten T. Hansen and
Sachin Gupta
Date Posted: December 28, 2003475 downloads
Modeling of Variable Annuity Economic Capital for Market Risk Using a Form of Path-Dependent Monte Carlo Scenarios and a 'Bump & Revalue' Approach on Greeks
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 15, 2012147 downloads
Modeling of CPDOs-Identifying Implied and Optimal Leverage Journal of Banking and Finance, Vol. 34, No 6, 2010
Jochen Dorn
Date Posted: December 04, 2009Last Revised: June 24, 2010
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 373-411, 2009
Annastiina Silvennoinen
and
Timo Teräsvirta
affiliation not provided to SSRN
Date Posted: October 09, 2009
Modeling Mortality with a Bayesian Vector Autoregression UNSW Australian School of Business Research Paper No. 2011ACTL04
Michael Sherris
and
Carolyn Njenga
Date Posted: March 08, 2011Last Revised: April 12, 201176 downloads
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach Journal of Economic Dynamics and Control, 33, 2009
Claudio Morana and
Richard Baillie
Date Posted: March 27, 2007Last Revised: May 11, 2010
Modeling Leveraged Buyout Risk in Corporate Spreads: Industry Patterns in Buyout Activity
Yael Eisenthal-Berkovitz
Date Posted: December 28, 2009139 downloads
Modeling Intertemporal and Contemporal Dependence in Binary TSCS Data: A Bayesian Model with Ar(P) Errors and Non-Nested Clustering
Xun Pang
Date Posted: August 27, 2009
Modeling Indivisible Demand
Sanghak Lee
and
Greg M. Allenby
Date Posted: April 17, 2011Last Revised: April 16, 2012124 downloads
Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
Howard Howan Stephen Shek
Date Posted: August 31, 2010Last Revised: September 26, 2011376 downloads
Modeling Growth Stocks via Size Distribution
Samuel C. Kou and
Steven G. Kou
Date Posted: February 22, 2002208 downloads
Modeling Gasoline Demand with Structural Breaks: New Evidence from Nigeria International Journal of Energy Economics and Policy Vol. 2, No. 1, 2012, pp. 1-9
Olusegun A. Omisakin ,
Abimbola Oyinlola and
Oluwatosin Ademola Adeniyi
affiliation not provided to SSRN
and
Centre for the Study of the Economies of Africa
Date Posted: October 06, 201211 downloads
Modeling Foreign Exchange Rates with Jumps FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, David E. Rapach, Mark E. Wohar, eds., Elsevier, Forthcoming
John M. Maheu and
Thomas H. McCurdy
Date Posted: June 28, 2007112 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.969 seconds
