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SSRN eLibrary Statistics:

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Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
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  Last 12 months:
63,924

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To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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263,113
Total References: 9,045,618
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5,983,464
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  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C13
408,839 Total downloads
Showing Papers 621 - 670 of 2,331
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Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Quantile Regression for Peak Demand Forecasting
Charles Gibbons and Ahmad Faruqui
The Brattle Group and The Brattle Group
Date Posted: August 24, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Technical Note on 'Assessing Bayesian Model Comparison in Small Samples'
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Assessing Bayesian Model Comparison in Small Samples
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 23, 2014
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Switching Regression Estimates of the Intergenerational Persistence of Consumption
Economic Inquiry, Vol. 52, Issue 4, pp. 1503-1524, 2014
Sheng Guo
Florida International University
Date Posted: August 23, 2014
Accepted Paper Series

Incl. Electronic Paper Complete and Partial Identification of the A- and B-Models in the Context of Heteroskedastic SVARs
George Milunovich
Macquarie University - Department of Economics
Date Posted: August 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Risk Premiums in a Multi-Factor Jump-Diffusion Model for the Joint Dynamics of Equity Options and Their Underlying
Robert Huitema and Bas Peeters
University of Zurich - Department of Banking and Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 13, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper La Volatilidad De La Tasa De Interés a Corto Plazo: Un Ejercicio Para La Economía Colombiana, 2001-2006 (Short Run Interest Rate Volatility: An Exercise for Colombian Economy, 2001-2006)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-06
Juan Carlos Botero-Ramírez and Andres Ramirez Hassan
Bancolombia and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: August 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Screening Instruments for Monitoring Market Power in Wholesale Electricity Markets – Lessons from Applications in Germany
ZEW - Centre for European Economic Research Discussion Paper No. 14-048
Marc Bataille , Alexander Steinmetz and Susanne Thorwarth
Monopolies Commission , Monopolies Commission and Monopolies Commission
Date Posted: August 06, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach
Martin Lozano
Independent
Date Posted: August 06, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: August 04, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper On the Distribution and Estimation of Trading Costs
Journal of Empirical Finance, 28, 104-117
Apostolos Kourtis
University of East Anglia - Norwich Business School
Date Posted: August 04, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper A Note on Regressions with Interval Data on a Regressor
Daniel Cerquera , Francois Laisney and Hannes Ullrich
Centre for European Economic Research (ZEW) , Universite Louis Pasteur - BETA-Theme and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: July 31, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
443 downloads

Incl. Electronic Paper Do Client Characteristics Really Drive the Big N Effect? Evidence from Matching Methods
Mark L. DeFond , David H. Erkens and Jieying Zhang
University of Southern California - Leventhal School of Accounting , University of Southern California - Leventhal School of Accounting and University of Southern California - Leventhal School of Accounting
Date Posted: July 27, 2014
Working Paper Series
110 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper Design-Based Estimators for Snowball Sampling
Termeh Shafie
University of Konstanz
Date Posted: July 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 24, 2014
Working Paper Series
70 downloads

Parity in Professional Sports When Revenues are Maximized
Economic Modelling, Vol. 40, 2014
Burhan Biner
University of Minnesota - Twin Cities - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series

Incl. Electronic Paper Lady Justice v. Cult of Statistical Significance: Oomph-Less Science and the New Rule of Law
Forthcoming, Oxford Handbook on Professional Economic Ethics (Oxford University Press, 2014), edited by G. DeMartino and D.N. McCloskey
Stephen Ziliak and Deirdre Nansen McCloskey
Roosevelt University and University of Illinois at Chicago - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Memory Generation for a Trend-Stationarity Constrained-Autoregressive Data-Mining Procedure
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: August 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Binary Choice Model with Endogeneity: Identification via Heteroskedasticity
UNSW Australia Business School Research Paper No. 2014-34
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: July 21, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Heterogeneous Effects of Maternal Labor Market Participation on Nutritional Status of Children: Empirical Evidence From Rural India
Gracious M. Diiro , Abdoul G. Sam and David S. Kraybill
Makerere University , Ohio State University (OSU) and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
Date Posted: July 18, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
Tinbergen Institute Discussion Paper 14-089/I
Matthias Weber , Martin Schumacher and Harald Binder
University of Amsterdam - Center for Research in Experimental Economics and Political Decision-Making (CREED) , University Medical Center Freiburg and University Medical Center Johannes Gutenberg University
Date Posted: July 16, 2014
Last Revised: July 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Binary Choice Model with Endogeneity: Identification via Heteroskedasticity
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: July 14, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating Aggregate Autoregressive Processes When Only Macro Data are Available
Economics Letters, Vol. 124, No. 3, 2014, Swiss Finance Institute Research Paper No. 14-43
Eric Jondeau and Florian Pelgrin
University of Lausanne and EDHEC Business School
Date Posted: July 12, 2014
Last Revised: August 13, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
16 downloads

Affine-Structure Models and the Pricing of Energy Commodity Derivatives
Ioannis Kyriakou , Nikos K. Nomikos , Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School , Cass Business School, City University London , Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 09, 2014
Working Paper Series

Incl. Electronic Paper Situation Analysis of Child Poverty and Deprivation in Uganda
Partnership for Economic Policy (PEP) Working Paper 2014-03
Yele Maweki Batana , John Cockburn , Ibrahim Kasirye , Luca Tiberti and Gemma Ahaibwe
World Bank , Partnership for Economic Policy , Economic Policy Research Centre, Uganda , Laval University and Makerere University - Economic Policy Research Centre (EPRC)
Date Posted: July 09, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
CESifo Working Paper Series No. 4847
Harald Badinger and Peter Egger
Vienna University of Economics and Business and ETH Zürich
Date Posted: July 08, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper A Permutation Test and Estimation Alternatives for the Regression Kink Design
IZA Discussion Paper No. 8282
Peter Ganong and Simon Jäger
Harvard University and Harvard University
Date Posted: July 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets
CESifo Working Paper Series No. 4834
Natalia Bailey , M. Hashem Hashem Pesaran and L. Vanessa Smith
Queen Mary University of London , University of Southern California and University of York
Date Posted: July 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Dynamics of Derivatives Usage and Firm's Value
Wulfenia Journal, Volume 21, Issue 6(2), pp. 122-140, ISI Indexed, Impact Factor 0.267
Dr. Naveed Iqbal Chaudhry , Mian Saqib Mehmood and Asif Mehmood
Department of Business Administration, University of the Punjab, Gujranwala Campus, Pakistan , Department of Management and Administrative Sciences, University of Gujrat, Gujrat, Pakistan and Superior University/College Lahore
Date Posted: July 01, 2014
Accepted Paper Series
53 downloads

Incl. Electronic Paper The (Possible) Effect of Plain Packaging on Smoking Prevalence in Australia: A Trend Analysis
University of Zurich, Department of Economics, Working Paper No. 165
Ashok Kaul and Michael Wolf
Saarland University and University of Zurich - Department of Economics
Date Posted: July 01, 2014
Last Revised: July 02, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Global Financial Crisis and International Stock Market Co-Movements: An Empirical Study
Kirti Khanna and Nidhi Sharma
NIMS University and Dayalbagh Educational Institute
Date Posted: June 29, 2014
Last Revised: June 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Bayesian Interpretations of Regularization for Models with Many Predictors: An Introduction for Management Researchers
Seth M. Spain , Kristin L. Sotak and P. D. Harms
State University of New York at Binghamton - School of Management , State University of New York (SUNY) at Binghamton - School of Management and University of Nebraska at Lincoln
Date Posted: June 29, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Specification and Estimation of Gravity Models: A Review of the Issues in the Literature
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2014/74
Fatima Olanike Kareem and Idowu Olayinka Kareem
University of Goettingen (Gottingen) and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 28, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper The Dynamics of Squared Returns Under Contemporaneous Aggregation of GARCH Models
Eric Jondeau
University of Lausanne
Date Posted: June 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
CESifo Working Paper Series No. 4822
Kazuhiko Hayakawa , M. Hashem Hashem Pesaran and L. Vanessa Smith
Hiroshima University , University of Southern California and University of York
Date Posted: June 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Local Stochastic Volatility Models: Calibration and Pricing
Cristian Homescu
Independent
Date Posted: June 11, 2014
Last Revised: July 15, 2014
Working Paper Series
586 downloads

Incl. Electronic Paper Does the Short Rate Revert to its Mean in the Risk-Neutral World?
Chia Chun Lo and Konstantinos Skindilias
University of Macau - Department of Finance and Business Economics and University of Greenwich, CMS
Date Posted: June 07, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: June 05, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Pricing Levered Warrants with Dilution using Observable Variables
Quantitative Finance, Vol. 13, No. 8
Isabel Abinzano and Javier F. Navas
Universidad Pública de Navarra and Universidad Pablo de Olavide
Date Posted: June 03, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Through the Looking Glass: Indirect Inference via Simple Equilibria
HEC Paris Research Paper No. FIN-2014-1048
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and EMLYON Business School
Date Posted: June 02, 2014
Last Revised: June 10, 2014
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
CEPR Discussion Paper No. DP9931
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: June 02, 2014
Working Paper Series

Incl. Electronic Paper Robust and Practical Estimation for Measures of Tail Risk
Cristian Homescu
Independent
Date Posted: June 02, 2014
Working Paper Series
738 downloads

Incl. Electronic Paper What Happens If in the Principal Component Analysis the Pearsonian is Replaced by the Brownian Coefficient of Correlation?
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 01, 2014
Last Revised: June 22, 2014
Working Paper Series
17 downloads


 

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