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SSRN eLibrary Statistics:

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Abstracts: 573,240
Full Text Papers: 474,820
Authors: 265,623
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  Last 12 months:
63,394

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To date: 79,925,054
Last 12 months: 10,198,347
Last 30 days: 1,366,440

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273,188
Total References: 9,075,158
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6,015,542
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  Footnotes:
94,648
Total Footnotes: 9,191,678


SSRN eLibrary Search Results
JEL Code: C13
415,789 Total downloads
Showing Papers 601 - 650 of 2,354
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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
NIMS University and Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
145 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
39 downloads

Incl. Electronic Paper 2013 Malaysian Elections: Ethnic Politics or Urban Wave?
Jason Wei Jian Ng , Gary Rangel , Santha Vaithilingam and Subramaniam S. Pillay
Monash University Malaysia , Monash University Malaysia , Monash University Malaysia and Taylor's University
Date Posted: February 13, 2014
Working Paper Series
98 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
Federal Reserve Bank of Atlanta 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
287 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
60 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
1048 downloads

Incl. Electronic Paper A Chi-Squared Statistic for Comparing the Independence of Out-of-Sample Factor Returns
Graham L. Giller
Bloomberg LP
Date Posted: December 15, 2011
Working Paper Series
17 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

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
VU University Amsterdam - Faculty of Economics and Business Administration 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
192 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

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
17 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
64 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
73 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
107 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
820 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
VU University Amsterdam - Faculty of Economics and Business Administration , University of Vienna - Department of Economics and Tilburg University, CentER
Date Posted: April 17, 2008
Working Paper Series
56 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
50 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
Univeristy of the Philippines and Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
58 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
604 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Yutec Sun and Masakazu Ishihara
Telecom ParisTech and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 28, 2014
Working Paper Series
154 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 Taipei University-Department of Finance and Cooperative Management
Date Posted: November 08, 2009
Last Revised: May 14, 2011
Working Paper Series
72 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
930 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
26 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.
University of Pavia - Department of Political Economy and Quantitative Methods , affiliation not provided to SSRN , University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
557 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
42 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
69 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
39 downloads

Incl. Electronic Paper A Decision-Theoretic Motivation for l1-Regularized Maximum Likelihood Modeling
Craig A. Friedman and Sven Sandow
TIAA-CREF and Standard & Poor's - Quantitative Analytics
Date Posted: October 27, 2005
Working Paper Series
96 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
488 downloads

Incl. Electronic Paper A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
Christos Ntantamis
Mount Allison University - Department of Economics
Date Posted: February 17, 2009
Working Paper Series
222 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
Lucian-Liviu Albu
Romanian Academy - Institute for Economic Forecasting
Date Posted: March 08, 2010
Working Paper Series
31 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
2627 downloads

Incl. Electronic Paper A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
Date Posted: March 20, 2012
Last Revised: September 04, 2013
Working Paper Series
48 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 , Tsinghua University and Bank for International Settlements (BIS)
Date Posted: March 22, 2009
Working Paper Series

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 , Tsinghua University and Bank for International Settlements (BIS)
Date Posted: February 01, 2009
Last Revised: November 19, 2009
Accepted Paper Series
1411 downloads

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 University of Wisconsin - Oshkosh
Date Posted: January 20, 2008
Last Revised: May 03, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
7 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
95 downloads

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

Incl. Electronic Paper A General Double Robustness Result for Estimating Average Treatment Effects
IZA Discussion Paper No. 8084
Tymon Sloczynski and Jeff Wooldridge
Warsaw School of Economics (SGH) and Michigan State University - Department of Economics
Date Posted: April 12, 2014
Working Paper Series
6 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
558 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
224 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
78 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
94 downloads


 

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