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Full Text Papers: 398,298
Authors: 228,729
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SSRN eLibrary Search Results
JEL Code: C13
358,759 Total downloads
Showing Papers 61 - 110 of 2,078
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Incl. Electronic Paper GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY The Graduate Center - Department of Economics
Date Posted: March 03, 2013
Last Revised: April 26, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper The Flexible Coefficient Multinomial Logit Model of Demand for Differentiated Products
 Peter J. Davis and Pasquale Schiraldi
Applied Economics Ltd. and London School of Economics & Political Science (LSE)
Date Posted: March 02, 2013
Last Revised: March 14, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper ASEAN Economic Community – 2015: Economic Competitiveness for Sustained Growth and the Implication for Education Market
 Paul I. Louangrath
Bangkok University
Date Posted: March 01, 2013
Working Paper Series
47 downloads

Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices
 Sheri M. Markose
University of Essex - Department of Economics
Date Posted: February 26, 2013
Working Paper Series

Incl. Electronic Paper Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields
 Junko Koeda
University of Tokyo - Faculty of Economics
Date Posted: February 26, 2013
Last Revised: February 28, 2013
Working Paper Series

Incl. Electronic Paper Measuring the Realized Skewness in Noisy Semi-Martingale with Jumps Using High Frequency Data
 Kent Wang , Junwei Liu and Zhi Liu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University and University of Macau
Date Posted: February 25, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Advantages of Non-Normality in Testing Cointegration Rank
Date Posted: February 25, 2013
Working Paper Series
9 downloads

Incl. Fee Electronic Paper Estimation of Vector Error Correction Models with Mixed‐Frequency Data
Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 194-205, 2013
 Byeongchan Seong , Sung K. Ahn and Peter A. Zadrozny
Chung-Ang University , affiliation not provided to SSRN and U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: February 22, 2013
Accepted Paper Series

Incl. Electronic Paper Estimation of Integrated Covariances in the Simultaneous Presence of Nonsynchronicity, Microstructure Noise and Jumps
 Yuta Koike
University of Tokyo - Graduate School of Mathematical Sciences
Date Posted: February 22, 2013
Last Revised: May 06, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Estimation and Inference for Linear Panel Data Models under Misspecification when Both N and T are Large
 Antonio Galvao and Kengo Kato
University of Iowa and Hiroshima University
Date Posted: February 19, 2013
Last Revised: June 02, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
UNSW Australian School of Business Research Paper No. 2013ECON01
 George Milunovich and Minxian Yang
Macquarie University - Department of Economics and University of New South Wales - Australian School of Business - School of Economics
Date Posted: February 18, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Internet Appendix for 'Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much'
 Fabio Trojani , Christian Wiehenkamp and Jan Wrampelmeyer
Swiss Finance Institute , RiskLab GmbH and University of St. Gallen
Date Posted: February 17, 2013
Working Paper Series
20 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
12 downloads

Incl. Fee Electronic Paper Cost Efficiency and Subsidization in German Local Public Bus Transit
CEPR Discussion Paper No. DP9346
 Maria Nieswand and Matthias Walter
German Institute for Economic Research (DIW Berlin) and Dresden University of Technology
Date Posted: February 12, 2013
Working Paper Series

Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
 David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: February 12, 2013
Working Paper Series

Incl. Electronic Paper ABCD Inference
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 11, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Likelihood-Based Inference in Data Envelopment Analysis
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 11, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Fiducial Approximations to Posterior Distributions
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Bayesian Analysis of Multivariate Stable Distributions Using One-Dimensional Projections
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Bayesian Inference in Multivariate Stable Distributions Using Copulae
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Bayesian Inference in Multivariate Stable Distributions
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Revisiting Herding Behavior: Likelihood Evidence
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Generic Latent Variable Sampling
 Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Robust Generalized Empirical Likelihood for Heavy Tailed Autoregressions with Conditionally Heteroscedastic Errors
 Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: February 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Libor Market Model with Stochastic Basis - Calibration Using OIS Yield and Money Market Basis Spreads
 Joerg Kienitz
Deutsche Postbank AG
Date Posted: February 05, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper An Estimated Small Open Economy Model with Labour Market Frictions
 Jeffrey Sheen and Ben Zhe Wang
Macquarie University and Macquarie University
Date Posted: February 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Estimation of Firm-Level Productivity Changes in the Indian Power Sector: Disentangling Unobserved Heterogeneity by a Transformed Fixed-Effect Stochastic Frontier Model
IIM Bangalore Research Paper No. 390
 Anish Sugathan , Deepak Malgan , S. Chandrashekar and Deepak K. Sinha
Indian Institute of Management Bangalore , Indian Institute of Management (IIMB), Bangalore , Indian Institute of Management Bangalore and Indian Institute of Management (IIMB), Bangalore
Date Posted: February 03, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Orthogonal Expansion of Levy Process Functionals: Theory and Practice
 Chaohua Dong and Jiti Gao
Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics
Date Posted: February 02, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Copula-Based Pairs Trading Strategy
 Wenjun Xie and Yuan Wu
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: January 31, 2013
Last Revised: April 15, 2013
Working Paper Series
354 downloads

Incl. Electronic Paper A Least Squares Regression Realised Covariation Estimation Under MMS Noise and Non-Synchronous Trading
 Ingmar Nolte , Michalis Vasios and Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre , University of Warwick and University of Aarhus - CREATES
Date Posted: January 23, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives
 Christian Gourieroux , Joann Jasiak and Peng Xu
University of Toronto - Department of Economics , York University - Department of Economics and ESSEC Business School
Date Posted: January 23, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Transforming Volatility - Multi Curve Cap and Swaption Volatilities
 Joerg Kienitz
Deutsche Postbank AG
Date Posted: January 22, 2013
Last Revised: March 27, 2013
Working Paper Series
255 downloads

Incl. Electronic Paper CDS Option Valuation under Double-Exponential Jump-Diffusion (DEJD)
 Ramaprasad Bhar and Nedim Handzic
University of New South Wales (UNSW) - School of Banking and Finance and University of New South Wales (UNSW)
Date Posted: January 22, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications
 Michael Donadelli , Lorenzo Prosperi , Federica Romei and Federico Silvestri
LUISS Guido Carli University , University of Toulouse 1 - Toulouse School of Economics (TSE) , LUISS Guido Carli University and Allianz Investment Management Spa
Date Posted: January 18, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper VaR/CVaR Estimation Under Stochastic Volatility Models
2013 Financial Markets & Corporate Governance Conference
 Chuan-Hsiang Han , Wei-Han Liu and Tzu-Ying Chen
National Tsing Hua University - Department of Quantitative Finance , La Trobe University, Department of Economics and Finance, Faculty of Business and National Taiwan University
Date Posted: January 17, 2013
Working Paper Series
84 downloads

Decompose and Adjust Patent Sales Prices for Patent Portfolio Valuation
Les Nouvelles, March 2013, Licensing Economics Review, December 2012.
 Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: January 15, 2013
Last Revised: May 01, 2013
Accepted Paper Series

Incl. Electronic Paper Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions
 Olivier Ledoit and Michael Wolf
University of Zurich and Department of Economics
Date Posted: January 10, 2013
Last Revised: March 22, 2013
Working Paper Series
52 downloads

What Drives Housing Price Dynamics in Greece: New Evidence from Asymmetric ARDL Cointegration
Economic Modelling, Vol. 29, No. 4, p. 1064-1069, 2012
 Constantinos Katrakilidis and Emmanouil Trachanas
Aristotle University of Thessaloniki - Department of Economics and Aristotle University of Thessaloniki - Department of Economics
Date Posted: January 04, 2013
Accepted Paper Series

Incl. Electronic Paper Modelling Higher Moments of Electricity Prices
 Gregorio Serna and Pablo Villaplana
University of Castilla, La Mancha and Comisión Nacional de Energía
Date Posted: January 02, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper The Second EU Economic Crisis in 2013-14
 Paul I. Louangrath
Bangkok University
Date Posted: January 01, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Bayesian Inference for Binomial Probability and Psychometrics Techniques
 Paul I. Louangrath
Bangkok University
Date Posted: January 01, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Estimation of Truncated Data Samples in Operational Risk Modeling
 Bakhodir Ergashev , Konstantin Pavlikov , Stanislav P. Uryasev and Evangelos Sekeris
Federal Reserve Banks - Federal Reserve Bank of Richmond , University of Florida - Department of Industrial and Systems Engineering , University of Florida and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: December 27, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper The Impact of Subsidized Health Insurance on the Poor in Colombia: Evaluating the Case of Medellín through Endogenous Switching Models and Propensity Score Matching for Medical Care Utilization
 Andres Ramirez Hassan , Jhonathan Cardona Jimenez and Ramiro Cadavid Montoya
Universidad EAFIT , National University of Colombia - Department of Statistics and Universidad EAFIT
Date Posted: December 26, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
 Baiguo An , Guo Jianhua and Hansheng Wang
Northeast Normal University , Northeast Normal University and Peking University - Guanghua School of Management
Date Posted: December 23, 2012
Working Paper Series
55 downloads

Incl. Fee Electronic Paper Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 64-79, 2013
 Karim Barhoumi , Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF) , University of Nantes - Faculty of Business and Economics and Banque de France
Date Posted: December 23, 2012
Accepted Paper Series

Incl. Electronic Paper The Art of PD Curve Calibration
 Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: December 16, 2012
Last Revised: April 28, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper In Search of a Statistically Valid Volatility Risk Factor
 Robert M. Anderson , Stephen W. Bianchi and Lisa R. Goldberg
University of California, Berkeley - Department of Economics , University of California, Berkeley and University of California at Berkeley
Date Posted: December 16, 2012
Last Revised: February 10, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper A Quantitative Study of the Effect of Foreign Investment on Nonresident Patenting in Developing Countries, 1980-2010
 Ryan J. Birkholz
University of Utah - Department of Sociology
Date Posted: December 16, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Estimating the Accuracy of Neurocognitive Effort Measures in the Absence of a 'Gold Standard'
Psychological Assessment 2012; 24:815-822
 Douglas Mossman , Dustin B. Wygant and Roger O. Gervais
University of Cincinnati College of Medicine , Eastern Kentucky University - Department of Psychology and University of Alberta - Neurobehavioural Associates
Date Posted: December 14, 2012
Last Revised: April 16, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market
 Xiao Huang
Kennesaw State University - Michael J. Coles College of Business
Date Posted: December 07, 2012
Working Paper Series
28 downloads


 

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