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SSRN eLibrary Search Results
JEL Code: C13
446,188 Total downloads
Showing Papers 621 - 670 of 2,480
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Incl. Electronic Paper Estimation of Cost Efficiency Without Cost Data
levent kutlu and Ran Wang
Georgia Institute of Technology - School of Economics and Georgia Institute of Technology
Date Posted: May 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper On the Ambiguous Consequences of Omitting Variables
Tinbergen Institute Discussion Paper 15-061/III
Giuseppe De Luca , J.R. Magnus and Franco Peracchi
University of Palermo , VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: May 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Sufficient Forecasting Using Factor Models
Jianqing Fan , Lingzhou Xue and Jiawei Yao
Princeton University - Bendheim Center for Finance , Pennsylvania State University - Department of Statistics and Princeton University
Date Posted: May 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Combined Estimation-Optimization (CEO) Approach for High Dimensional Portfolio Selection
Chi Seng Pun and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 18, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Handling Endogeneity in Stochastic Frontier Analysis: A Solution to Endogenous Education Cost Frontier Models
Mustafa U. Karakaplan and levent kutlu
Utah State University and Georgia Institute of Technology - School of Economics
Date Posted: May 18, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk+
Jonas Hirz , Uwe Schmock and Pavel V. Shevchenko
TU Wien , TU Wien and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: May 15, 2015
Last Revised: May 20, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Volatility Forecasting Using Global Stochastic Financial Trends Extracted from Non-Synchronous Data
Lyudmila Grigoryeva , Juan-Pablo Ortega and Anatoly Peresetsky
Université de Franche-Comté , Centre National de la Recherche Scientifique (CNRS) and National Research University Higher School of Economics
Date Posted: May 14, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Large Scale Covariance Estimates for Portfolio Selection
Francesco Lautizi
University of Rome II - Department of Economics and Finance
Date Posted: May 13, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Keynes’ Cargo-Cult Theory of Consumption
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: May 11, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Bujar Huskaj and Karl Larsson
Lund University and Lund University - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Robust and Efficient Estimator of Sharpe Ratios Based on Price Records
Damien Challet
CentraleSupélec
Date Posted: May 08, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Gold, Oil, and Stocks: Dynamic Correlations
CESifo Working Paper Series No. 5333
Jozef Barunik , Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies , Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: May 07, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper The Application of Affine Processes in Multi-Cohort Mortality Model
UNSW Business School Research Paper No. 2015ACTL13
Yajing Xu , Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: May 07, 2015
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Missing Transfers: Estimating Mis-Reporting in Dyadic Data
CEPR Discussion Paper No. DP10575
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Oxford University - Department of Economics
Date Posted: May 05, 2015
Working Paper Series

Incl. Electronic Paper Time Series Analysis for Big Data: Evaluating Bayesian Structural Time Series Using Electricity Prices
Nicole Ludwig , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 05, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Robust Data-Driven Efficiency Guarantees in Auctions
Darrell Hoy , Denis Nekipelov and Vasilis Syrgkanis
Independent , University of Virginia and Microsoft Corporation - Microsoft Research, New York City
Date Posted: May 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Norges Bank Working Paper 17 | 2014
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Más Allá Del Acceso: Segregación Social E Inequidad En El Sistema Educativo Argentino (Beyond Access: Social Segregation and Inequality in the Argentine Education System)
Cuadernos de Economía, Vol. 33, No. 63, pp. 513-542, 2014 ,
Natalia Kruger
National University of the South - Department of Economics
Date Posted: April 29, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Heterogeneous Effects of Fiscal Equalization Grants on Local Expenditures: Evidence from Two Formula-Based Variations
Michihito Ando
National Institute of Population and Social Security Research
Date Posted: April 27, 2015
Working Paper Series
3 downloads

Managing Risk with a Realized Copula Parameter
Computational Statistics & Data Analysis, 2014 (Forthcoming)
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin - School of Business and Economics
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Multivariate Lévy Models by Linear Combination: Estimation
Angela Loregian , Laura Ballotta and Gianluca Fusai
SYMMYS , City University London - Sir John Cass Business School and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Date Posted: April 21, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Facts About Factors
MIT Sloan Research Paper No. 5128-15
Paula Cocoma , Megan Czasonis , Mark Kritzman and David Turkington
State Street Corporation , State Street Corporation , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: April 17, 2015
Working Paper Series
698 downloads

Incl. Electronic Paper Speeding Up MCMC by Efficient Data Subsampling
Riksbank Research Paper Series No. 121, Sveriges Riksbank Working Paper Series No. 297
Matias Quiroz , Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division , Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: April 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 30, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper Spurious Inference in Unidentified Asset-Pricing Models
FRB Atlanta Working Paper No. 2014-12, Rotman School of Management Working Paper No. 2580391
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: April 04, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Optimal Sup-Norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation
Cowles Foundation Discussion Paper No. 1923R
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: April 03, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Who Opts Out of the Statutory Health Insurance?
Ruhr Economic Paper No. 458
Harald Tauchmann and Christian Bünnings
Rhine-Westphalia Institute for Economic Research (RWI-Essen) and University of Duisburg-Essen - CINCH, Universität Duisburg-Essen
Date Posted: April 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Estimation in Models with Independence Restrictions
Alexandre Poirier
University of Iowa
Date Posted: March 30, 2015
Working Paper Series
1 downloads

Regression with Endogenously Markov Regime-Switching Regressors
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: March 29, 2015
Working Paper Series

Incl. Electronic Paper 인터넷뱅킹, 결제성예금 및 은행 수익성과의 관계 분석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability)
Bank of Korea WP 2014-6
Bong Geul Chun and Dong Gyu Lee
Bank of Korea and Bank of Korea
Date Posted: March 28, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurances in Australia
Xiaodong Gong and Jiti Gao
Australian National University (ANU) - School of Economics and Monash University - Department of Econometrics & Business Statistics
Date Posted: March 27, 2015
Last Revised: April 12, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
Chaohua Dong , Jiti Gao and Bin Peng
Monash University - Department of Econometrics and Business Statistics , Monash University - Department of Econometrics & Business Statistics and University of Technology, Sydney
Date Posted: March 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Bridging Centrality and Extremity: Refining Empirical Data Depth Using Extreme Value Statistics
CentER Discussion Paper Series No. 2015-020
John H. J. Einmahl , Li Jun and Regina Y. Liu
Tilburg University - Department of Econometrics & Operations Research , University of California, Riverside (UCR) and Rutgers, The State University of New Jersey - Rutgers University, New Brunswick/Piscataway
Date Posted: March 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models
FRB Atlanta Working Paper No. 2013-11
Nikolay Gospodinov and Serena Ng
Federal Reserve Bank of Atlanta and Columbia University
Date Posted: March 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Gravity Model for International Trade: Specification and Estimation Issues
Tamas Krisztin and Manfred M. Fischer
Vienna University of Economics and Business and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Date Posted: March 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Economic Concepts Retention of Students of University
Adrian Tamayo , Eugenio S Guhao Jr. and Liza Salvador
University of Mindanao - Research and Publication Center , University of Mindanao and University of Mindanao
Date Posted: March 18, 2015
Working Paper Series
6 downloads

The Fundamentals of Uncovering Thematic Content in Text-Based Data Using LDA
Reto Forrer
University of Basel - Center for Economic Science
Date Posted: March 13, 2015
Last Revised: March 17, 2015
Working Paper Series

Incl. Electronic Paper Timing Law School
HLS Center on the Legal Profession Research Paper No. 2015-4
Frank McIntyre and Michael Simkovic
Rutgers Business School Newark and New Brunswick and Seton Hall Law School
Date Posted: March 08, 2015
Last Revised: April 21, 2015
Accepted Paper Series
522 downloads

A Bayesian Approach to Explain Excess Volatility, Short-Term Underreaction, and Long-Term Overreaction During Normal Situations and Financial Crises
Xu Guo , Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: March 06, 2015
Working Paper Series

Spot Volatility Estimation Using the Laplace Transform
Maria Elvira Mancino , Imma Valentina Curato and Maria Cristina Recchioni
University of Florence - Department of Economics and Management , University of Ulm and Università Politecnica delle Marche - Department of Management
Date Posted: March 04, 2015
Working Paper Series

Incl. Electronic Paper Lagged Explanatory Variables and the Estimation of Causal Effects
Marc F. Bellemare , Takaaki Masaki and Thomas B. Pepinsky
University of Minnesota - Twin Cities - Department of Applied Economics , Cornell University and Cornell University - Department of Government
Date Posted: February 24, 2015
Working Paper Series
152 downloads

Incl. Electronic Paper Contour Map of Estimation Error for Expected Shortfall
Imre Kondor , Fabio Caccioli , Gabor Papp and Matteo Marsili
Parmenides Foundation , University College London - Financial Computing and Analytics Group, Department of Computer Science , Eötvös Loránd University and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: February 23, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Last Revised: March 10, 2015
Working Paper Series
36 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Wing-Keung Wong
Hong Kong Baptist University (HKBU)
Date Posted: February 18, 2015
Working Paper Series

Good Volatility, Bad Volatility and the Expected Stock Returns
Bingzhi Zhao
Duke University
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper The Global Component of Local In‡flation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods
Enrique Martinez-Garcia
Federal Reserve Bank of Dallas - Research Department
Date Posted: February 16, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Switching Regression Estimates of the Intergenerational Persistence of Consumption
Economic Inquiry, 52(4), October 2014, pp.1503-1524
Sheng Guo
Florida International University
Date Posted: February 15, 2015
Accepted Paper Series
3 downloads


 

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