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JEL Code: C1
1,883,279 Total downloads
Showing Papers 661 - 710 of 8,586
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Validation of Simulation Models: Regression Analysis Revisited
Jack P. C. Kleijnen ,
Bert Bettonvil and
Willem J. H. van Groenendaal
Date Posted: November 26, 1996521 downloads
Bayesian Estimation of Dynamic Discrete Choice Models Econometrica, Vol. 77, No. 6, pp. 1865-1899, November 2009
Susumu Imai ,
Neelam Jain and
Andrew Ching
Date Posted: April 09, 2008Last Revised: December 28, 2009520 downloads
Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies SFU Discussion Paper, Sauder School of Business Working Paper
R. Glen Donaldson and
Mark J. Kamstra
Date Posted: October 30, 2000520 downloads
Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
Markus Junker
,
Alexander Szimayer and
Niklas Wagner
Date Posted: June 24, 2003520 downloads
Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation
Edgardo Cayon Fallon
and
Julio Sarmiento-Sabogal
Date Posted: February 11, 2004519 downloads
Set Identification in Models with Multiple Equilibria Review of Economic Studies, Vol. 78, No. 4, pp. 1264-1298, 2011
Alfred Galichon
and
Marc Henry
Date Posted: May 20, 2008Last Revised: November 04, 2011519 downloads
Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and
Mark S. Joshi
Date Posted: January 11, 2010Last Revised: November 28, 2010517 downloads
Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations
Erik Heitfield
Date Posted: July 31, 2008Last Revised: January 24, 2009516 downloads
Enhanced Credit Default Models for Heterogeneous SME Segments Journal of Financial Transformation, Forthcoming
Silvia Figini
,
Maria Elena De Giuli
and
Paolo Giudici
affiliation not provided to SSRN
and
University of Pavia - Faculty of Economics
Date Posted: March 24, 2009515 downloads
Risk Aversion and Herd Behavior in Financial Markets
J. P. Decamps and
Stefano Lovo
Date Posted: March 10, 2002514 downloads
Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999514 downloads
Construction of Multivariate Copulas and the Compatibility Problem
Christophe Laforge
Date Posted: January 10, 2007513 downloads
Estimating the Effects of Dormitory Living on Student Performance
Pedro de Araujo
and
James Murray
affiliation not provided to SSRN
Date Posted: February 21, 2010513 downloads
Funded Replication: Valuing with Stochastic Funding
Christian P. Fries
Date Posted: March 06, 2011Last Revised: April 14, 2011513 downloads
Unit Roots and Cointegration in Panels IEPR Working Paper No. 05.32, CESifo Working Paper Series No. 1565
Jörg Breitung
and
M. Hashem Pesaran
Date Posted: September 02, 2005513 downloads
Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment Chicago Booth Research Paper No. 10-22, CRSP Working Paper
Mark Grinblatt and
Juhani T. Linnainmaa
Date Posted: June 23, 2010Last Revised: November 02, 2010512 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
Dynamic Financial Analysis: Classification, Conception, and Implementation
Risk Management and Insurance Review, Forthcoming
Martin Eling
and
Thomas Parnitzke
Date Posted: December 13, 2005510 downloads
Hedge Fund Return Predictability Under the Magnifying Glass
Doron Avramov ,
Laurent Barras and
Robert Kosowski
Date Posted: August 01, 2010Last Revised: February 13, 2012509 downloads
The Blp Method of Demand Curve Estimation in Industrial Organization TRANSLATED INTO JAPANESE IN GENDAI KEIZAIGAKU 1, MIKURO-BUNSEKI, Isao Miura, Tohru Naito, eds., Tokyo: Keiso shobo Publisher, 2006
Eric Bennett Rasmusen
Date Posted: March 29, 2006Last Revised: June 08, 2010507 downloads
Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures Journal of Futures Markets, Forthcoming
Donald D. Lien and
Li Yang
Date Posted: February 22, 2006506 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
Testing the Arbitrage Pricing Condition of APT
Kim R. Sawyer and
André Gygax
Date Posted: July 13, 2006504 downloads
Predicting Securities Fraud Settlements and Amounts: A Hierarchical Bayesian Model of Federal Securities Class Action Lawsuits Journal of Empirical Legal Studies, Vol. 9, Pg. 482, Sept. 2012, U of Penn, Inst for Law & Econ Research Paper No. 12-20
Blakeley B. McShane
,
Oliver P. Watson
,
Tom Baker and
Sean J. Griffith
affiliation not provided to SSRN
,
University of Pennsylvania Law School
and
Fordham University School of Law
Date Posted: April 30, 2012Last Revised: July 26, 2012503 downloads
The Pricing of Portfolio Credit Risk BIS Working Paper No. 214
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: August 24, 2006503 downloads
Truncation and Acceleration of the Tian Tree for the Pricing of American Put Options
Ting Chen
and
Mark S. Joshi
Date Posted: March 09, 2010503 downloads
Estimation of Copula Models for Time Series of Possibly Different Lengths U of California, Econ. Disc. Paper No. 2001-17
Andrew J. Patton
Date Posted: December 11, 2001502 downloads
Stochastic Dominance Test for Risk Seekers: An Application to
Oil Spot and Futures Markets
Hooi Hooi Lean
,
Wing-Keung Wong
and
Michael McAleer
Date Posted: July 17, 2006502 downloads
What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and
Wenling Joey Yang
Date Posted: December 11, 2000502 downloads
The Next Generation of Default Prediction Models: Incorporating Signal Strength and Dependency
Andreas Bloechlinger
Date Posted: January 03, 2008Last Revised: March 04, 2013500 downloads
Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data
Renna Jiang
,
Puneet Manchanda
and
Peter E. Rossi
Date Posted: June 16, 2007Last Revised: September 09, 2008499 downloads
Recent Developments in the Econometrics of Program Evaluation IZA Discussion Paper No. 3640
Guido W. Imbens and
Jeff Wooldridge
Date Posted: August 18, 2008499 downloads
Portfolio Return Characteristics of Different Industries ERIM Report Series Reference No. ERS-2003-014-F&A
I. Pouchkarev ,
J. Spronk and
Pim van Vliet
Date Posted: May 27, 2003498 downloads
Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions
Chen Zhou
Date Posted: February 04, 2010497 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
Macroprudential Capital Requirements and Systemic Risk
Celine Gauthier
,
Alfred Lehar and
Moez Souissi
Date Posted: August 23, 2010Last Revised: December 23, 2010497 downloads
The Disconnect Between Law and Policy Analysis: A Case Study of Drivers and Cell Phones AEI-Brookings Joint Center Working Paper No. 02-7
Robert W. Hahn and
Patrick M. Dudley
Date Posted: June 20, 2002497 downloads
Using the Nobel Laureates in Economics to Teach Quantitative Methods
William E. Becker
and
William H. Greene
Date Posted: October 11, 2004497 downloads
Generalized Reduced Rank Regression Brown University, Economics Working Paper No. 02-02
Peter Reinhard Hansen
Date Posted: March 22, 2002495 downloads
Inter-Country Comparisons of Poverty Based on a Capability Approach
Sanjay G. Reddy ,
Sujata Visaria and
Muhammad Asali
Date Posted: July 17, 2006Last Revised: March 10, 2008495 downloads
Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on Futures Prices
Leo H. Chan and
Donald D. Lien
Date Posted: March 23, 2001495 downloads
Bayesian Analysis of DSGE Models FRB Philadelphia Working Paper No. 06-5
Sungbae An
and
Frank Schorfheide
Date Posted: February 07, 2006494 downloads
Longevity Risk and Private Pensions OECD Working Paper on Insurance and Private Pensions No. 3
Pablo Antolin
Date Posted: February 08, 2007494 downloads
Management Strategies and Dynamic Financial Analysis Variance, Vol. 2, No. 1, pp. 54-66
Martin Eling
,
Thomas Parnitzke
and
Hato Schmeiser
Date Posted: November 10, 2006Last Revised: August 19, 2008494 downloads
Rating Granularity and Basel II Capital Requirements
Rainer Jankowitsch
,
Walter S. A. Schwaiger
and
Stefan Pichler
Date Posted: January 05, 2004494 downloads
Evaluating Portfolio Value-at-Risk Using Semi-Parametric GARCH Models ERIM Report Series Reference No. ERS-2004-107-F&A
J. V. K. Rombouts and
Marno Verbeek
Date Posted: January 20, 2005493 downloads
Information Asymmetry and the Market Reaction to Equity Carve-outs
Huijing Fu
Date Posted: February 24, 2003493 downloads
Parsimonious Estimation of Credit Spreads
Rainer Jankowitsch
and
Stefan Pichler
Date Posted: April 28, 2002493 downloads
Upset Special: Are March Madness Upsets Predictable?
Kevin Bryan
,
Michael Steinke
and
Nick Wilkins
Date Posted: May 03, 2006492 downloads
Environmental Economics and Venture Capital PIER Working Paper No. 10-013
Emanuel Shachmurove
and
Yochanan Shachmurove
Date Posted: April 12, 2010490 downloads
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