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JEL Code: C14
282,837 Total downloads
Showing Papers 421 - 470 of 2,214
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Performance Analysis of Log-Optimal Portfolio Strategies with Transaction Costs
Mihály Ormos and
András Urbán
Budapest University of Technology and Economics - Department of Finance
and
Budapest University of Technology and Economics
Date Posted: August 15, 2011
Working Paper Series
99 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Swiss Finance Institute Research Paper No. 11-29
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Swiss Finance Institute
,
ETH Zurich
,
ETH Zurich
and
East China University of Science and Technology - School of Business
Date Posted: August 12, 2011
Working Paper Series
133 downloads
Innovation Subsidies: Does the Funding Source Matter for Innovation Intensity and Performance? Empirical Evidence from Germany
ZEW - Centre for European Economic Research Discussion Paper No. 11-053
Dirk Czarnitzki
and
Cindy Lopes Bento
Centre for European Economic Research (ZEW)
and
CEPS/INSTEAD
Date Posted: August 12, 2011
Working Paper Series
54 downloads
Conditional Quantile Processes Based on Series or Many Regressors
MIT Department of Economics Working Paper No. 11-15
Alexandre Belloni
,
Victor Chernozhukov and
Ivan Fernandez-Val
Massachusetts Institute of Technology (MIT) - Operations Research Center
,
Massachusetts Institute of Technology (MIT) - Department of Economics
and
Boston University - Department of Economics
Date Posted: August 11, 2011
Working Paper Series
40 downloads
The Effect of Model-Selection Uncertainty on Autoregressive Models Estimates
International Research Journal of Finance and Economics, No. 11, pp. 79-92, September 2007
Islam Azzam
The American University in Cairo - School of Business and Economics
Date Posted: August 11, 2011
Accepted Paper Series
Visualizing Multiple Quantile Plots
CentER Working Paper Series No. 2011-085
Marko A.A. Boon
,
Ian W. McKeague
and
John H. J. Einmahl
Eindhoven University of Technology (TUE)
,
affiliation not provided to SSRN
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 08, 2011
Working Paper Series
10 downloads
Operational-Risk Dependencies and the Determination of Risk Capital
Center for Quantitative Risk Analysis (CEQURA) Working Paper No. 3
Stefan Mittnik ,
Sandra Paterlini
and
Tina Yener
University of Kiel - Institute of Statistics & Econometrics
,
EBS Universität für Wirtschaft und Recht
and
Ludwig Maximilians University of Munich
Date Posted: August 06, 2011
Working Paper Series
189 downloads
Goodness-of-Fit Tests with Dependent Observations
Journal of Statistical Mechanics: Theory and Experiment, 2011
Rémy Chicheportiche
and
Jean-Philippe Bouchaud
Capital Fund Management
and
Capital Fund Management
Date Posted: August 03, 2011
Last Revised: September 05, 2011
Accepted Paper Series
69 downloads
The Joint Distribution of Stock Returns is Not Elliptical
International Journal of Theoretical and Applied Finance, Vol. 15, No. 3, 2012
Rémy Chicheportiche
and
Jean-Philippe Bouchaud
Capital Fund Management
and
Capital Fund Management
Date Posted: August 03, 2011
Last Revised: June 12, 2012
Accepted Paper Series
117 downloads
The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization
CentER Working Paper Series No. 2011-083
Maria Cristina Majo
and
Arthur van Soest
Trimbos Institute
and
RAND Corporation
Date Posted: August 01, 2011
Working Paper Series
66 downloads
Investigating Economic Efficiency in Italy: A Regional Comparison
Juan Gabriel Brida ,
Manuela Deidda
and
Manuela Pulina
Free University of Bolzano
,
Free University of Bolzano - Competence Centre in Tourism Management and Tourism Economics (TOMTE)
and
University of Sassari - Faculty of Economics (DEIR) - CRENoS
Date Posted: July 29, 2011
Last Revised: August 15, 2011
Working Paper Series
29 downloads
Evolving UK and US Macroeconomic Dynamics Through the Lens of a Model of Deterministic Structural Change
Bank of England Working Paper No. 434
George Kapetanios and
Anthony Yates
University of London - Queen Mary College - Department of Economics
and
Bank of England - Monetary Analysis
Date Posted: July 28, 2011
Working Paper Series
9 downloads
Average Derivative Estimation with Missing Responses
Advances in Econometrics: Missing Data Methods, 2011
Francesco Bravo
,
Kim P. Huynh
and
David T. Jacho-Chávez
University of York (UK) - Department of Economics and Related Studies
,
Government of Canada - Bank of Canada
and
Emory University - Department of Economics
Date Posted: July 27, 2011
Accepted Paper Series
20 downloads
Data Envelopment Analysis Revisited: A Neophyte's Perspective
International Journal of Management and Decision Making, Vol. 6, No. 2, pp. 158-179, 2005
Nuno Melão
Catholic University of Portugal (UCP)
Date Posted: July 27, 2011
Accepted Paper Series
43 downloads
Nonlinear Difference-in-Difference Treatment Effect Estimation: A Distributional Analysis
Advances in Econometrics: Missing Data Methods, Forthcoming
Kim P. Huynh
,
David T. Jacho-Chávez and
Marcel C. Voia
Government of Canada - Bank of Canada
,
Emory University - Department of Economics
and
Carleton University
Date Posted: July 27, 2011
Accepted Paper Series
81 downloads
A Comprehensive Comparison of Nonparametric Tests for Jumps in Asset Prices
Marina G Theodosiou
and
Filip Zikes
Central Bank of Cyprus
and
Imperial College London
Date Posted: July 26, 2011
Last Revised: December 28, 2011
Working Paper Series
81 downloads
Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection
Victor DeMiguel ,
Alberto Martin-Utrera and
Francisco J. Nogales
London Business School
,
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
and
Universidad Carlos III de Madrid - Department of Statistics
Date Posted: July 21, 2011
Last Revised: April 22, 2013
Working Paper Series
323 downloads
Employment and Export Specialisation Along the Development Path: Some Robust Evidence
Review of World Economics, Vol. 145, No. 4, pp. 615-640, 2010
Aleksandra Parteka
Gdansk University of Technology - Faculty of Management and Economics
Date Posted: July 21, 2011
Accepted Paper Series
Income and Health Care Utilization Among the 50 in Europe and the US
Netspar Discussion Paper No. 06/2011-065
Maria Cristina Majo
and
Arthur van Soest
Trimbos Institute
and
RAND Corporation
Date Posted: July 21, 2011
Working Paper Series
66 downloads
Quality of Match for Statistical Matches Used in the 1989 and 2000 LIMEW Estimates for France
Levy Economics Institute at Bard College Working Paper No. 676
Thomas Masterson
Bard College - Levy Economics Institute
Date Posted: July 20, 2011
Last Revised: July 27, 2011
Working Paper Series
3 downloads
A New Distribution-Based Test of Self-Similarity
Fractals-Complex Geometry Patterns and Scaling in Nature and Society, Vol. 12, No. 3, pp. 331-346, 2004
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series
9 downloads
Becker Random Behavior and the As-If Defense of Rational Choice Theory in Demand Analysis
Journal of Economic Methodology, Vol. 18, No. 2, pp. 107–128, June 2011,
Ivan Moscati and
Paola Tubaro
Bocconi University - Department of Economics
and
University of Greenwich
Date Posted: July 18, 2011
Accepted Paper Series
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
42 downloads
On the Expected Performance of Market Timing Strategies
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: July 16, 2011
Last Revised: August 11, 2011
Working Paper Series
665 downloads
Extreme-Quantile Tracking for Financial Time Series
Swiss Finance Institute Research Paper No. 11-27
V. Chavez-Demoulin
,
Paul Embrechts
and
Sylvain Sardy
Swiss Federal Institute of Technology Zurich
,
Swiss Federal Institute of Technology Zurich
and
affiliation not provided to SSRN
Date Posted: July 12, 2011
Working Paper Series
142 downloads
Does the Information Content of Option Prices Add Value for Asset Allocation?
ICMA Centre Discussion Paper No. DP2011-03
Vladimir V. Zdorovenin
and
Jacques Pezier
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: July 09, 2011
Last Revised: December 17, 2012
Working Paper Series
78 downloads
Inference on an Extended Roy Model, with an Application to Schooling Decisions in France
Economic Research Initiatives at Duke (ERID) Working Paper No. 101
Arnaud Maurel
and
Xavier d'Haultfoeuille
Duke University - Department of Economics
and
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 08, 2011
Accepted Paper Series
46 downloads
Alleviating Extreme Poverty in Chile: The Short Term Effects of Chile Solidario
Estudios de Economía, Vol. 38, No. 1, p. 101, June 2011,
Emanuela Galasso
World Bank - Development Research Group (DECRG)
Date Posted: July 03, 2011
Accepted Paper Series
18 downloads
Evaluating the Chile Solidario Program: Results Using the Chile Solidario Panel and the Administrative Databases
Estudios de Economía, Vol. 38, No. 1, p. 129, June 2011,
Fernando Hoces de la Guardia
,
Andres Hojman
and
Osvaldo Larranaga
University of Chile
,
University of Chicago
and
University of Chile
Date Posted: July 03, 2011
Accepted Paper Series
14 downloads
Alcohol Consumption and Pregnancies Among Youth: Evidence from a Semi-Parametric Approach
Inna Cintina
University of Hawaii at Manoa
Date Posted: July 01, 2011
Last Revised: March 04, 2012
Working Paper Series
22 downloads
Distortions in Cross-Sectional Convergence Analysis When the Aggregate Business Cycle is Incomplete
Ca Foscari University of Venice Department of Economics Working Paper No. 07/WP/2011
Stefano Magrini
,
Margherita Gerolimetto
and
Hasan Engin Duran
Ca Foscari University of Venice - Department of Economics
,
Ca Foscari University of Venice
and
Ca Foscari University of Venice - Department of Economics
Date Posted: June 29, 2011
Last Revised: December 04, 2012
Working Paper Series
21 downloads
Data-Driven Bandwidth Selection for Nonparametric Nonstationary Regressions
Federico M. Bandi ,
Valentina Corradi
and
Daniel Wilhelm
University of Chicago - Booth School of Business
,
University of Warwick - Department of Economics
and
University of Chicago - Booth School of Business
Date Posted: June 29, 2011
Last Revised: July 04, 2011
Working Paper Series
38 downloads
Community Benefits Agreements with Transit Agencies: Neighborhood Change Along Boston’s Rail Lines and a Legal Strategy for Addressing Gentrification
Transportation Law Journal, Vol. 38, No. 2, pp. 85-113, Summer 2011
Brian D. Feinstein and
Ashley Allen
Harvard Law School
and
Harvard University - Law School - Alumni
Date Posted: June 26, 2011
Last Revised: December 11, 2011
Accepted Paper Series
123 downloads
Fishermen's Perspectives on Climate Variability
Junjie Zhang
,
Jason Fleming
and
Ralf Goericke
University of California, San Diego
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: June 24, 2011
Working Paper Series
30 downloads
The Multiple Quantile Regression on Quantile Ranges Model
Chung-Ming Kuan ,
Christos Michalopoulos and
Zhijie Xiao
Department of Finance, National Taiwan University
,
National Taiwan University - Department of Economics
and
University of Illinois at Urbana-Champaign - Department of Economics
Date Posted: June 24, 2011
Last Revised: September 22, 2012
Working Paper Series
57 downloads
Empirical Data Analysis of HIV/AIDS in Sudan with Reference to Khartoum State
Econometrics, Data Collection and Data Estimation Methodology Journal, Vol. 4, Issue 45, June 27, 2011
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: June 20, 2011
Last Revised: July 02, 2011
Accepted Paper Series
31 downloads
Local Identification in Markov Decision Models
Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: June 16, 2011
Last Revised: June 20, 2011
Working Paper Series
12 downloads
The Macroeconomic Determinants of Banking Efficiency: An Empirical Analysis of South Africa Against the Rest of the World
Nicholas Basson and
Kalu Ojah
University of the Witwatersrand - School of Economics and Business Sciences
and
University of the Witwatersrand - Wits Business School
Date Posted: June 12, 2011
Working Paper Series
56 downloads
The Effect of Driving Restrictions on Air Quality in Mexico City
Journal of Political Economy, Vol. 116, No. 1, 2008
Lucas W. Davis
University of California, Berkeley - Haas School of Business
Date Posted: June 09, 2011
Accepted Paper Series
Measuring Disagreement in UK Consumer and Central Bank Inflation Forecasts
BIS Working Paper No. 339
Richhild Moessner
,
Feng Zhu
and
Colin Ellis
Bank for International Settlements (BIS)
,
Bank for International Settlements (BIS)
and
University of Birmingham
Date Posted: June 07, 2011
Accepted Paper Series
54 downloads
Some Determinants of Intermediate Local Governments' Spending Efficiency: The Case of French Départements
DIW Berlin Discussion Paper No. 1130
Maria Nieswand
and
Stefan Seifert
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: June 07, 2011
Working Paper Series
37 downloads
A Regression Model for the Copula Graphic Estimator
Nottingham School of Economics Discussion Paper No. 11-04
Simon Lo and
Ralf A. Wilke
Lingnan University, Hong Kong Institute of Business Studies
and
University of York (UK)
Date Posted: June 06, 2011
Working Paper Series
27 downloads
Identifiability and Estimation of the Sign of a Covariate Effect in the Competing Risks Model
Nottingham School of Economics Discussion Paper Series, No. 11-03
Simon Lo and
Ralf A. Wilke
Lingnan University, Hong Kong Institute of Business Studies
and
University of York (UK)
Date Posted: June 06, 2011
Working Paper Series
15 downloads
Gender Earnings Gaps in the World
IZA Discussion Paper No. 5736
Hugo Nopo
,
Nancy Daza and
Johanna Ramos
Inter-American Development Bank (IDB)
,
Universidad del Rosario - National Planning Department
and
National University of Colombia
Date Posted: May 31, 2011
Working Paper Series
54 downloads
Coupled Risk Measures and Their Empirical Estimation When Losses Follow Heavy-Tailed Distributions
Abdelhakim Necir
and
Ricardas Zitikis
University Mohamed Khider - Laboratory of Applied Mathematics
and
University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: May 30, 2011
Last Revised: June 02, 2011
Working Paper Series
70 downloads
Is the Taylor Rule Nonlinear? Empirical Evidence from a Semi-Parametric Modeling Approach
Nikolay Markov
and
Carlos de Porres
University of Geneva - Faculty of Economic and Social Sciences
and
University of Geneva, Department of Economics
Date Posted: May 29, 2011
Last Revised: January 23, 2012
Working Paper Series
57 downloads
State-Observation Sampling and the Econometrics of Learning Models
Laurent E. Calvet and
Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department
and
HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: May 26, 2011
Working Paper Series
128 downloads
Educational Gap and Family Structure in Uruguay
Alejandro Cid
University of Montevideo - Department of Economics
Date Posted: May 26, 2011
Working Paper Series
11 downloads
Identification of Jumps in Financial Time Series
Jörgen Hellström and
Carl Lönnbark
Umeå University - Department of Economics
and
University of Umea
Date Posted: May 25, 2011
Working Paper Series
94 downloads
How Far is the East? Educational Performance in Eastern Europe
University of Konstanz Economics Working Paper No. 2011-15
Alina Botezat
and
Ruben R. Seiberlich
"Al.I.Cuza" University of Iasi
and
University of Konstanz - Department of Economics
Date Posted: May 24, 2011
Last Revised: February 04, 2013
Working Paper Series
78 downloads
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