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JEL Code: C13
355,590 Total downloads
Showing Papers 641 - 690 of 2,072
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Indirect Inference Based on the Score
Peter Fuleky
and
Eric Zivot
Date Posted: June 18, 2010Last Revised: June 23, 201023 downloads
Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal But Heteroskedastic Disturbances
Takahisa Yokoi
Date Posted: June 16, 2010Last Revised: November 02, 201054 downloads
Identification and Estimation with Competing Auctions
Christopher Adams
Date Posted: June 16, 2010Last Revised: November 11, 201053 downloads
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen ,
Turan G. Bali and
Yi Tang
Date Posted: June 12, 2010Last Revised: July 07, 2012504 downloads
Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information
Yafeng Wang and
Brett Graham
affiliation not provided to SSRN
Date Posted: June 09, 201015 downloads
Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits CESifo Working Paper Series No. 3069
Andrey Launov
and
Klaus Wälde
Date Posted: June 08, 201037 downloads
Extracting Correlations from the Market: New Correlation Parameterizations and the Calibration of a Stochastic Volatility LMM to CMS Spread Options
Matthias Lutz
Date Posted: June 05, 2010Last Revised: June 16, 2010497 downloads
Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and
Andreas Kaeck
Date Posted: June 04, 2010149 downloads
A Note on ‘Good Starting Values’ in Numerical Optimisation
Manfred Gilli and
Enrico Schumann
Date Posted: June 03, 2010Last Revised: September 16, 201096 downloads
Common Business and Housing Market Cycles in the Euro Area from a Multivariate Decomposition Banque de France Working Paper No. 275
Laurent Ferrara
and
Siem Jan Koopman
Date Posted: June 03, 201037 downloads
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book Bank of England Working Paper No. 388
Piergiorgio Alessandri
and
Mathias Drehmann
Date Posted: June 01, 2010131 downloads
Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility
Krzysztof Kontek
Date Posted: May 30, 201044 downloads
Transfer Risk Under Basel Pillar 1
P. Harrald
,
A. Agarwal
and
Peter J. Thompson
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Standard Chartered Bank
Date Posted: May 29, 2010Last Revised: November 30, 2011106 downloads
To Elect or to Appoint? Bias, Information, and Responsiveness of Bureaucrats and Politicians
Matias Iaryczower
,
Garrett Lewis
and
Matthew Shum
Date Posted: May 25, 2010Last Revised: February 04, 201248 downloads
Factor Profiling for Ultra High Dimensional Variable Selection
Hansheng Wang
Date Posted: May 23, 2010414 downloads
Weak Identification in Fuzzy Regression Discontinuity Designs
Vadim Marmer
,
Donna Feir
and
Thomas Lemieux
Date Posted: May 16, 2010Last Revised: November 05, 201256 downloads
Poverty Risk and Strikes: An Empirical Analysis for Europe (1995 - 2006)
Miltiades N. Georgiou
Date Posted: May 16, 201015 downloads
Real Options Approach to Investment in Base Load Coal Fired Plant
Jurica Brajkovic
Date Posted: May 13, 201068 downloads
Estimation of Dynamic Discrete Choice Models in Continuous Time Economic Research Initiatives at Duke (ERID) Working Paper No. 50
Peter Arcidiacono ,
Patrick J. Bayer ,
Jason R. Blevins and
Paul B. Ellickson
Date Posted: May 07, 2010Last Revised: May 18, 2013203 downloads
Estimation of Optimal Portfolio Weights Using Shrinkage Technique
Takuya Kinkawa
Date Posted: May 06, 2010Last Revised: July 08, 2010183 downloads
Housing Prices and the Role of Speculation: The Case of Seoul Empirical Economics, Vol. 38, No. 3, 2010, Asian Development Bank Economics Working Paper Series No. 146
Donghyun Park
and
Qin Xiao
Date Posted: May 05, 201060 downloads
Estimation of Jump Tails CREATES Research Paper No. 2010-16
Tim Bollerslev and
Viktor Todorov
Date Posted: May 02, 201074 downloads
Maximum Likelihood Estimator for the Uneven Power Distribution: Application to DJI Returns
Krzysztof Kontek
Date Posted: May 02, 2010Last Revised: May 07, 201029 downloads
Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments
Krzysztof Kontek
Date Posted: May 01, 201030 downloads
Meritocratic Aspects Concerning Civil Servant Career - Comparative Study in Central and Eastern European Countries NISPAcee Annual Conference, 2010, May, 12-14, Warsaw,Poland
Ani I. Matei and
Florin Marius Popa
Date Posted: May 01, 201059 downloads
'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
affiliation not provided to SSRN
Date Posted: April 27, 201029 downloads
Most Efficient Homogeneous Volatility Estimators CCSS Working Paper Series No. CCSS-09-007
Alexander I. Saichev
,
Didier Sornette and
Vladimir Filimonov
Date Posted: April 27, 201053 downloads
Persistence Analysis of Hedge Fund Returns
Serge Patrick Amvella
,
Iwan Meier and
Nicolas A. Papageorgiou
Date Posted: April 27, 2010Last Revised: June 08, 2010169 downloads
Using Shifted Distributions in Computing Operational Risk Capital
Ilya Rozenfeld
Date Posted: April 27, 2010Last Revised: September 27, 2010230 downloads
The Robustness of Estimators for Dynamic Panel Data Models to Misspecification The Singapore Economic Review, Vol. 54, No. 3, pp. 399-426, 2009
Mark N. Harris and
Laszlo Matyas
Date Posted: April 23, 2010
Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
Krzysztof Kontek
Date Posted: April 21, 201019 downloads
Statistical Analysis of Model Risk Concerning Temperature Residuals and its Impact on Pricing Weather Derivatives
Ales Ahcan
Date Posted: April 17, 201083 downloads
The Two-Parameter Long-Horizon Value-at-Risk Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 1-20, 2010
Guy Kaplanski and
Haim Levy
Date Posted: April 16, 201095 downloads
Estimation of Jump Tails Economic Research Initiatives at Duke (ERID) Working Paper No. 38
Tim Bollerslev and
Viktor Todorov
Date Posted: April 14, 2010Last Revised: June 10, 2011118 downloads
Tails, Fears and Risk Premia Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Tim Bollerslev and
Viktor Todorov
Date Posted: April 14, 2010Last Revised: January 26, 2011511 downloads
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom Journal of Econometrics, Forthcoming
Alev Atak
,
Oliver B. Linton and
Zhijie Xiao
Date Posted: April 12, 201019 downloads
The K-Step Spatial Sign Covariance Matrix CentER Discussion Paper Series No. 2010-41
Christophe Croux
,
Catherine Dehon
and
Abdelilah Yadine
Date Posted: April 12, 201019 downloads
Interest Rate Volatility and Risk Management: Evidence from CBOE Treasury Options
Raphael N. Markellos and
Dimitris Psychoyios
Date Posted: April 08, 2010Last Revised: September 18, 2012227 downloads
Influence Functions of the Spearman and Kendall Correlation Measures CentER Discussion Paper Series No. 2010-40
Christophe Croux
and
Catherine Dehon
Date Posted: April 07, 201039 downloads
On the Optimality of Multivariate S-Estimators CentER Discussion Paper Series No. 2010-39
Christophe Croux
,
Catherine Dehon
and
Abdelilah Yadine
Date Posted: April 07, 20108 downloads
An Exposure at Default Model for Contingent Credit Line
Pinaki Bag and
Michael Jacobs Jr.
affiliation not provided to SSRN
and
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: April 05, 2010Last Revised: May 05, 2010165 downloads
Risk and Beta Anatomy in the Hedge Fund Industry EMFI Working Paper No. 1 - 2009, The European Journal of Finance, Forthcoming, DOI:10.1080/1351847X.2011.649216
Roberto Savona
Date Posted: April 02, 2010124 downloads
How Many Global Deaths from Arms? Reasons to Question the 740,000 Factoid Being Used to Promote the Arms Trade Treaty NYU Journal of Law & Liberty, Vol. 5, p. 672, 2010, U Denver Legal Studies Research Paper No. 10-13
David B. Kopel ,
Paul Gallant
and
Joanne D. Eisen
Date Posted: April 01, 2010Last Revised: March 03, 2011128 downloads
Mean, Median or Mode? A Striking Conclusion from Lottery Experiments
Krzysztof Kontek
Date Posted: April 01, 201082 downloads
The 25 Percent Rule Still Rules: New Evidence from Pro Forma Analysis in Royalty Rates Licensing Economics Review, April 2010, Les Nouvelles, March 2011
Jiaqing "Jack" Lu
Date Posted: April 01, 2010Last Revised: July 12, 2011
A Comparison of Estimators for Regression Models with Change Points
Cathy W. S. Chen
,
Jennifer S. K. Chan ,
Richard H. Gerlach
and
William
Date Posted: March 30, 201088 downloads
Short-Term Inflation Projections: A Bayesian Vector Autoregressive Approach CEPR Discussion Paper No. DP7746
Domenico Giannone ,
Michele Lenza
,
Daphne Momferatou
and
Luca Onorante
Date Posted: March 29, 20107 downloads
Not All Rivals Look Alike: Estimating an Equilibrium Model of the Release Date Timing Game Economic Inquiry, Vol. 48, Issue 2, pp. 369-390, April 2010
Liran Einav
Date Posted: March 29, 20102 downloads
Dynamic Hedging Strategies: An Application to the Crude Oil Market Review of Futures Market, Forthcoming
Delphine Lautier
and
Alain G. Galli
Date Posted: March 29, 2010199 downloads
Estimating Future Transition Probabilities when the Value of Side Information Decays, with Applications to Credit Modeling Journal of Risk Volume 14/Number 1, Fall 2011
Craig A. Friedman
,
Jinggang Huang and
Yangyong Zhang
Date Posted: March 26, 2010Last Revised: May 09, 2012102 downloads
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