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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,677
Full Text Papers: 394,024
Authors: 226,879
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  Last 12 months: 		68,940

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To date: 66,000,865
Last 12 months: 11,189,348
Last 30 days: 1,046,661

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  References: 		238,981
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C13
356,072 Total downloads
Showing Papers 401 - 450 of 2,072
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Incl. Electronic Paper 'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and Nidhi Sharma
Dayalbagh Educational Institute and Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper 'Zero' Option in Conjoint Analysis: A New Specification of the Indecision and the Refusal - Application to the Video on Demand Market
 Gilbert Saporta and Silva Ohannessian
Conservatoire National des Arts et Métiers (CNAM) and affiliation not provided to SSRN
Date Posted: April 27, 2010
Working Paper Series
29 downloads

Incl. Fee Electronic Paper A 'Long March' Perspective on Tobacco Use in Canada
Canadian Journal of Economics, Vol. 38, No. 2, pp. 366-393, May 2005
 Nikolay Gospodinov and Ian Irvine
Concordia University, Quebec - Department of Economics and Concordia University, Quebec - Department of Economics
Date Posted: April 01, 2005
Accepted Paper Series
20 downloads

Incl. Electronic Paper A Bayesian Information Criterion for Portfolio Selection
 Wei Lan , Hansheng Wang and Chih-Ling Tsai
Peking University - Guang Hua School of Management , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: June 17, 2011
Working Paper Series
242 downloads

Incl. Electronic Paper A Beta Based Framework for (Lower) Bond Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 689
 Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Date Posted: October 31, 2008
Working Paper Series
57 downloads

Incl. Electronic Paper A Brief History of Production Functions
 Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: October 10, 2007
Last Revised: December 07, 2007
Working Paper Series
894 downloads

Incl. Electronic Paper A Chi-Squared Statistic for Comparing the Independence of Out-of-Sample Factor Returns
 Graham L. Giller
Giller Investments
Date Posted: December 15, 2011
Working Paper Series
16 downloads

A Class of Risk Neutral Densities with Heavy Tails
Finance and Stochastics, Vol. 5 Issue 1
Niels Vaever Hartvig , Jens Ledet Jensen and Jan Pedersen
University of Aarhus - Department of Theoretical Statistics and Operations Research , University of Aarhus - Department of Theoretical Statistics and Operations Research and University of Aarhus - Department of Mathematical Sciences
Date Posted: April 27, 2001
Accepted Paper Series

Incl. Electronic Paper A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
 Benjamin Holcblat
Norwegian Business School, BI Oslo
Date Posted: June 12, 2012
Last Revised: April 30, 2013
Working Paper Series
58 downloads

A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance
CENTER Working Paper No. 9660
 J.R. Magnus and J. Durbin
Tilburg University, CentER and London School of Economics & Political Science (LSE)
Date Posted: October 22, 1996
Working Paper Series

Incl. Electronic Paper A Closed-form Estimator for the GARCH(1,1)-Model
 Dennis Kristensen and Oliver B. Linton
University College London and University of Cambridge
Date Posted: January 24, 2005
Working Paper Series
170 downloads

Incl. Electronic Paper A Comment on Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
 Eric Zivot and Saraswata Chaudhuri
University of Washington - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 27, 2009
Working Paper Series
7 downloads

Incl. Electronic Paper A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
 Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper A Comparison of Algorithms for the Multivariate L1-Median
CentER Discussion Paper Series No. 2010-106
 Christophe Croux , Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FBE) , Vienna University of Technology and affiliation not provided to SSRN
Date Posted: October 13, 2010
Working Paper Series
48 downloads

Incl. Electronic Paper A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
 Bülent Köksal
Ipek University - Department of Economics
Date Posted: May 27, 2009
Last Revised: October 31, 2009
Accepted Paper Series
61 downloads

Incl. Electronic Paper A Comparison of Estimators for Regression Models with Change Points
 Cathy W. S. Chen , Jennifer S. K. Chan , Richard H. Gerlach and William
Feng Chia University - Department of Statistics , The University of Sydney , University of Sydney and Graduate Institute of Statistics & Actuarial Science, Feng Chia University
Date Posted: March 30, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper A Comparison of Mixed GARCH-Jump Models with Skewed t-Distribution for Asset Returns
 Jung-Suk Yu and Elton Daal
School of Urban Planning & Real Estate Studies, Dankook University and University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: February 22, 2005
Working Paper Series
784 downloads

Incl. Electronic Paper A Comparison of Two Averaging Techniques with an Application to Growth Empirics
CentER Discussion Paper Series No. 2008-39
 J.R. Magnus , Owen Powell and Patricia Pruefer
Tilburg University, CentER , Tilburg University - Department of Economics and Tilburg University, CentER
Date Posted: April 17, 2008
Working Paper Series
46 downloads

Incl. Electronic Paper A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process
Cowles Foundation Discussion Paper No. 1586
 Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Yale University - Cowles Foundation
Date Posted: October 17, 2006
Working Paper Series
48 downloads

Incl. Electronic Paper A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data
Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr. and Jose Ramon Albert
University of the Philippines, Los Baños - School of Statistics and Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
56 downloads

Incl. Electronic Paper A Comprehensive Analysis of the Short-Term Interest Rate Dynamics
 Turan G. Bali and Liuren Wu
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: April 15, 2005
Working Paper Series
599 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
 Yutec Sun and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper A Computing Bias in Estimating the Probability of Informed Trading - Supplement
 Hsiou-Wei William Lin and Wen-Chyan Ke
National Taiwan University - Department of International Business and National Taiwan University - Department of International Business
Date Posted: November 08, 2009
Last Revised: May 14, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns
Journal of Economic Dynamics and Control, Forthcoming
 Turan G. Bali and David Weinbaum
Georgetown University - Robert Emmett McDonough School of Business and Syracuse University
Date Posted: January 22, 2007
Accepted Paper Series
897 downloads

Incl. Electronic Paper A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
IZA Discussion Paper No. 6887
 John Giles and Irina Murtazashvili
World Bank and Drexel University - Department of Economics & International Business
Date Posted: October 07, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
 Maria Elena De Giuli , Mario Maggi , Carluccio Bianchi and Alessandro Carta Sr.
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
545 downloads

Incl. Electronic Paper A Critical Empirical Study of Three Electricity Spot Price Models
 Fred Espen Benth , Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics , University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Date Posted: February 13, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper A Cross-Sectional Performance Measure for Portfolio Management
CES Working Paper No. 2010-70
 Monica Billio , Ludovic Cales and Dominique Guegan
Ca Foscari University of Venice - Department of Economics , Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne and Universite Paris 1 Pantheon-Sorbonne
Date Posted: May 09, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper A Data-Dependent Skeleton Estimate and a Scale-Sensitive Dimension for Classification
Economics Working Paper 199
 Marta Horvath and Gábor Lugosi
affiliation not provided to SSRN and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: April 01, 1997
Working Paper Series
38 downloads

Incl. Electronic Paper A Decision-Theoretic Motivation for l1-Regularized Maximum Likelihood Modeling
 Craig A. Friedman and Sven Sandow
Standard & Poor's - Quantitative Analytics and Standard & Poor's - Quantitative Analytics
Date Posted: October 27, 2005
Working Paper Series
94 downloads

Incl. Electronic Paper A Discrete Choice Model of Yield Management
UPF Economics and Business Working Paper No. 533
 Kalyan Talluri and Garrett van Ryzin
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Columbia Business School - Decision Risk and Operations
Date Posted: June 29, 2001
Working Paper Series
477 downloads

Incl. Electronic Paper A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
 Christos Ntantamis
University of Aarhus - CREATES
Date Posted: February 17, 2009
Working Paper Series
205 downloads

A Dynamic Model of Consumer Replacement Cycles in the PC Processor Industry
Marketing Science, Vol. 28, No. 5, pp. 846-867, 2009
 Brett R. Gordon
Columbia Business School
Date Posted: November 05, 2008
Last Revised: July 17, 2011
Accepted Paper Series

Incl. Electronic Paper A Dynamic Model to Estimate the Long-Run Trends in Potential GDP
Date Posted: March 08, 2010
Working Paper Series
28 downloads

Incl. Fee Electronic Paper A Finance Approach to Estimating Consumption Parameters
Economic Inquiry, Vol. 49, Issue 1, pp. 122-154, 2011
 Douglas Dacy and Fuad Hasanov
University of Texas at Austin - Department of Economics and International Monetary Fund
Date Posted: January 12, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
 Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2533 downloads

Incl. Electronic Paper A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper A Forward-Looking Model of the Term Structure of Interest Rates
 Albert Lee Chun
Copenhagen Business School
Date Posted: March 20, 2012
Last Revised: May 23, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper A Framework for Assessing the Systemic Risk of Major Financial Institutions
Journal of Banking and Finance, Vol. 33, No. 11, pp. 2036–2049, November 2009, BIS Working Paper No. 281,
Xin Huang , Hao Zhou and Haibin Zhu
University of Oklahoma , PBC School of Finance, Tsinghua University and Bank for International Settlements (BIS)
Date Posted: February 01, 2009
Last Revised: November 19, 2009
Accepted Paper Series
1294 downloads

A Framework for Assessing the Systemic Risk of Major Financial Institutions
CAREFIN Research Paper No. 11/08
 Xin Huang , Hao Zhou and Haibin Zhu
University of Oklahoma , PBC School of Finance, Tsinghua University and Bank for International Settlements (BIS)
Date Posted: March 22, 2009
Working Paper Series

A Framework for Assigning Incremental Capital for Transfer Risk Under Basel Pillar 1
 A. Agarwal , P. Harrald and Peter J. Thompson
affiliation not provided to SSRN , affiliation not provided to SSRN and Standard Chartered Bank
Date Posted: June 27, 2010
Working Paper Series

Incl. Electronic Paper A Framework for Reconsidering the Lake Wobegon Effect
 Marianne Johnson , M. Ryan Haley and M. Kevin McGee
University of Wisconsin - Oshkosh - Department of Economics , University of Wisconsin - Oshkosh and affiliation not provided to SSRN
Date Posted: January 20, 2008
Last Revised: May 03, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper A GARCH (1,1) Estimator with (Almost) No Moment Conditions on the Error Term
CORE Discussion Paper No. 2006/68
 Arie Preminger and Giuseppe Storti
University of Haifa - Department of Economics and Università degli Studi di Salerno - Department of Economics
Date Posted: November 14, 2006
Working Paper Series
94 downloads

Incl. Electronic Paper A General Asymptotic Theory for Time Series Models
 Shiqing Ling and Michael McAleer
Hong Kong University of Science & Technology (HKUST) and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: November 01, 2009
Working Paper Series
316 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
 Francesco Audrino and Fabio Trojani
University of St. Gallen and Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
539 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
 Fabio Trojani and Francesco Audrino
Swiss Finance Institute and University of St. Gallen
Date Posted: April 14, 2005
Working Paper Series
221 downloads

Incl. Electronic Paper A Generalization of Histogram Type Estimators
UPF Economics and Business Working Paper No. 422
 Pedro Delicado and Manuel del Rio
Universitat Politecnica de Catalunya and Universidad Complutense de Madrid (UCM)
Date Posted: August 16, 2000
Working Paper Series
74 downloads

Incl. Electronic Paper A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
 John W. Galbraith and Dongming Zhu
McGill University - Department of Economics and Peking University
Date Posted: November 05, 2009
Working Paper Series
65 downloads

Incl. Electronic Paper A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria
 Victor Aguirregabiria and Pedro Mira
University of Toronto - Department of Economics and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: March 04, 2005
Working Paper Series
433 downloads

Incl. Electronic Paper A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
 Amit Shelef and Edna Schechtman
Ben-Gurion University of the Negev, Department of Industrial Engineering and Management and Ben-Gurion University of the Negev - Department of Industrial Engineering and Management
Date Posted: July 16, 2011
Last Revised: January 26, 2013
Working Paper Series
41 downloads


 

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