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JEL Code: C51
360,390 Total downloads
Showing Papers 411 - 460 of 1,827
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To Sell or Not to Sell: List Price, Transaction Price and Marketing Time in the Housing Market
Paul E. Carrillo
Date Posted: February 17, 201134 downloads
Shock Responses of Rural Households in Indonesia: A Multinomial Logit Analysis
Francesca Modena
and
Christopher L. Gilbert
Date Posted: February 14, 201130 downloads
An Alternative Bayesian Approach to Structural Breaks in Time Series Models Tinbergen Institute Discussion Paper 11-023/4
Sjoerd van den Hauwe
,
Richard Paap and
Dick J. C. van Dijk
Date Posted: February 10, 2011103 downloads
Optimal Portfolio Choice in the Presence of Domestic Systemic Risk: Empirical Evidence from Stock Markets Decisions in Economics and Finance, Vol. 34, No. 2, pp. 141-168, 2011
Marcel Prokopczuk
Date Posted: February 10, 2011Last Revised: January 30, 2012105 downloads
High and Low Frequency Correlations in Global Equity Markets
Robert F. Engle and
Jose Gonzalo Rangel
Date Posted: February 09, 2011133 downloads
Value-at-Risk Model Risk
Carol Alexander and
José María Sarabia
Date Posted: February 09, 2011487 downloads
The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations Journal of Business and Economic Statistics, Vol. 30, No. 1, pp. 109-124, 2012
Jose Gonzalo Rangel and
Robert F. Engle
Date Posted: February 07, 2011Last Revised: May 06, 2012174 downloads
Econometrics of Asset Pricing: Methodological Review and Empirical Exercise
Martin Lozano
Date Posted: February 04, 2011117 downloads
Trade-Offs Between Efficiency and Robustness in the Empirical Evaluation of Asset Pricing Models
Ian Garrett ,
Stuart Hyde and
Martin Lozano
Date Posted: February 04, 2011Last Revised: November 26, 2011100 downloads
Structural Heterogeneity or Asymmetric Shocks? Poland and the Euro Area Through the Lens of a Two-Country DSGE Model National Bank of Poland Working Paper No. 49
Marcin Kolasa
Date Posted: February 03, 201131 downloads
Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask European Journal of Finance, Forthcoming
Petr Geraskin
Date Posted: February 01, 2011947 downloads
Fractionally Integrated Models for Volatility: A Review - Empirical Appendix: Some Examples with R Interfaced with the Ox Package G@RCH
Date Posted: February 01, 2011313 downloads
Fractionally Integrated Models for Volatility: A Review NONLINEAR FINANCIAL ECONOMETRICS: MARKOV SWITCHING MODELS, PERSISTENCE AND NONLINEAR COINTEGRATION, pp. 104-123, Palgrave Macmillan, 2011
Date Posted: January 31, 2011
Seeing Through the Eyes of Others: Dissonance Within and Across Trading Rooms HANDBOOK OF THE SOCIOLOGY OF FINANCE, K. Knorr-Cetina & A. Preda, Oxford University Press, 2011
Daniel Beunza
and
David Stark
Date Posted: January 31, 2011108 downloads
Semi-Parametric Estimation of Portfolio Large Losses
Alexandra Dias
Date Posted: January 30, 2011108 downloads
Assessing Alternative Global Equity Investment Frameworks
Xi Li
Date Posted: January 27, 2011310 downloads
Cordon Pricing Consistent with the Physics of Overcrowding TRANSPORTATION AND TRAFFIC THEORY 2009: GOLDEN JUBILEE, pp. 219-240, William H. K. Lam, S. C. Wong and Hong K. Lo, eds., Springer, 2009, Eighteenth International Symposium on Transportation and Traffic Theory, July 2009
Nikolas Geroliminis
and
David Matthew Levinson
Date Posted: January 27, 20118 downloads
The Exchange of Flow Toxicity The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Date Posted: January 27, 2011Last Revised: February 27, 20126142 downloads
Exchange Rate Pass-Through and Monetary Policy in South Africa CEPR Discussion Paper No. DP8153
Janine Aron
,
Greg Farrell
,
John Muellbauer and
Peter J. N. Sinclair
affiliation not provided to SSRN
,
University of Oxford - Department of Economics
and
University of Birmingham - Department of Economics
Date Posted: January 18, 20112 downloads
Adaptive Fuzzy Mixture of Local Feature Models
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201121 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
Data-Guided Model Combination by Decomposition and Aggregation Machine Learning, Vol. 63, No. 1, pp. 43-67
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201113 downloads
Individual Shrinkage-Based Fuzzy Variable Selection
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201115 downloads
Survey of Model Selection and Model Combination
Mingyang Xu
and
Michael Golay
affiliation not provided to SSRN
Date Posted: January 17, 201137 downloads
Bayesian Prior Elicitation in DSGE Models: Macro- vs. Micro-Priors ECB Working Paper No. 1289
Marco J. Lombardi and
Giulio Nicoletti
Date Posted: January 16, 201115 downloads
Religion and Support for Democracy: A Comparative Study for Catholic and Muslim Countries Politics and Religion (2012) 5 (2): 280-316.
Eduard J. Bomhoff
and
Man-Li Gu
Date Posted: January 16, 2011Last Revised: December 01, 2012134 downloads
Measuring Contemporaneous Correlation between Return Shock and Volatility Shock in an EGARCH Model
Minxian Yang
Date Posted: January 14, 201124 downloads
A New Framework for Estimation of Quantile Treatment Effects: Nonseparable Disturbance in the Presence of Covariates RAND Working Paper Series WR- 824-1
David Powell
Date Posted: January 13, 2011Last Revised: February 09, 201365 downloads
Euro Area Labour Markets: Different Reaction to Shocks? ECB Working Paper No. 1284
Jan Bruha
,
Beatrice Pierluigi
and
Roberta Serafini
Date Posted: January 11, 201136 downloads
Introducing Linear Regression: An Example Using Basketball Statistics
Tom Arnold and
Jonathan M. Godbey
Date Posted: January 09, 2011323 downloads
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Cem Cakmakli
,
Richard Paap and
Dick J. C. van Dijk
Date Posted: January 09, 2011Last Revised: January 16, 201170 downloads
Default and Recovery Risk Dependencies in a Simple Credit Risk Model European Financial Management, Vol. 17, Issue 1, pp. 120-144, 2010
Benjamin Bade ,
Daniel Rsch and
Harald Scheule
affiliation not provided to SSRN
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 01, 20114 downloads
Adaptive Market Timing with ETFs
Lewis A. Glenn
Date Posted: December 29, 2010210 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
Date Posted: December 27, 201070 downloads
Modelling and Forecasting the Global Financial Crisis: Initial Findings Using Heterosckedastic Log-Periodic Models Economics Bulletin, Forthcoming
Date Posted: December 27, 2010136 downloads
Conditional Dependency of Financial Series: An Application of Copulas Banque de France Working Paper No. 82
Michael Rockinger and
Eric Jondeau
Date Posted: December 26, 201051 downloads
Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Bruno Remillard
Date Posted: December 24, 2010259 downloads
Monetary Policy, Inflation and Unemployment in Defense of the Federal Reserve Centre for Applied Macroeconomics Analysis Working Paper No. 37/2010
Nicolas Groshenny
Date Posted: December 24, 201026 downloads
Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies
Clemens Glaffig
Date Posted: December 22, 2010Last Revised: January 04, 201170 downloads
New Nonlinear Jump Diffusion Models for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 21, 2010143 downloads
Germany and the European Economy
György Simon Jr.
Date Posted: December 20, 2010Last Revised: February 17, 201124 downloads
Optimal Portfolio Allocation Under Higher Moments Banque de France Working Paper No. 108
Eric Jondeau and
Michael Rockinger
Date Posted: December 19, 201041 downloads
Capital Structure Arbitrage: An Analysis of the Australian CDS Market Finance and Corporate Governance Conference 2011 Paper
Jiri Svec
and
Nick Reeves
affiliation not provided to SSRN
Date Posted: December 15, 2010Last Revised: February 13, 2011220 downloads
A Data-Reconstructed Fractional Volatility Model Economics Discussion Paper No. 2008-22
Rui Vilela Mendes
and
Javier Ordóñez Monfort
Date Posted: December 13, 201010 downloads
Selection vs. Averaging of Logistic Credit Risk Models
Evelyn Hayden
,
Alex Stomper and
Arne Westerkamp
Date Posted: December 12, 2010Last Revised: December 14, 201177 downloads
Technical Progress and Its Factors in Russia's Economy Economic Annals, Vol. 55, No. 186, p. 7, 2010
György Simon Jr.
Date Posted: December 10, 201059 downloads
Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors
David Powell
Date Posted: December 10, 201038 downloads
A Model of Unconditional Quantile Treatment Effects in the Presence of Covariates RAND Working Paper Series WR- 816
David Powell
Date Posted: December 06, 2010Last Revised: December 25, 201062 downloads
A New Heston Based Stochastic Volatility Model for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 05, 2010262 downloads
An Empirical Analysis of the Dynamic Dependences in the European Corporate Credit Markets: Bonds vs. Credit Derivatives
Sergio Mayordomo
and
Juan Ignacio Peña
Date Posted: December 04, 2010Last Revised: November 12, 2012162 downloads
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