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1,880,084 Total downloads
Showing Papers 701 - 750 of 8,578
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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
Stock Return Prediction and Anomaly Detection by Regression Trees
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: September 14, 2011489 downloads
A Two-Factor Model for PD and LGD Correlation
Jiri Witzany
Date Posted: September 22, 2009Last Revised: March 07, 2011488 downloads
Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions
Chen Zhou
Date Posted: February 04, 2010488 downloads
Autoregressive Conditional Duration (ACD) Models in Finance: A Survey of the Theoretical and Empirical Literature
Maria Pacurar
Date Posted: September 28, 2006488 downloads
The Importance of Dynamics in Panel Gravity Models of Trade
Maurice J. G. Bun
and
Franc J. G. M. Klaassen
Date Posted: April 04, 2002488 downloads
Estimating and Interpreting Zero Coupon and Forward Rates: Australia, 1992-2001
Petko S. Kalev
Date Posted: February 01, 2004487 downloads
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and
P.J.P.M. Versijp
Date Posted: June 28, 2004487 downloads
The Paradox of Expected Punishment: Legal and Economic Factors Determining Success and Failure in the Fight Against Organized Crime Review of Law and Economics, Forthcoming
Edgardo Buscaglia
Date Posted: April 17, 2008Last Revised: July 21, 2008487 downloads
Uncertainty in Value-at-Risk Estimates under Parametric and Non-parametric Modeling
Wolfgang Aussenegg and
Tatiana Miazhynskaia
Date Posted: February 26, 2005487 downloads
Value-at-Risk Model Risk
Carol Alexander and
José María Sarabia
Date Posted: February 09, 2011487 downloads
Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios Board of Governors of the Federal Reserve System, Finance and Economics Working Paper No. 25, 2000
Michael S. Gibson and
Matt Pritsker
Date Posted: October 02, 2001485 downloads
The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Paul Schneider ,
Leopold Sögner and
Tanja Veza
Date Posted: March 19, 2008Last Revised: May 21, 2009485 downloads
Time-Varying-Parameter Models with Endogenous Regressors: A Two-Step MLE Approach and an Augmented Kalman Filter
Chang-Jin Kim
Date Posted: October 22, 2004485 downloads
A Fresh Look at Investment Performance Evaluation: Unifying Best Practices to Improve Timeliness and Reliability Journal of Portfolio Management, Summer, 2006
Ron Surz
Date Posted: August 09, 2006484 downloads
Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing
Jennifer X.F. Jiang and
John R. Birge
Date Posted: December 29, 2004484 downloads
The Basis Risk of Catastrophic-Loss Index Securities
J. David Cummins ,
David Lalonde and
Richard D. Phillips
Date Posted: June 22, 2000484 downloads
Investigating Extreme Dependences: Concepts and Tools
Yannick Malevergne and
Didier Sornette
Date Posted: March 09, 2002483 downloads
Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure Bank of Italy Economic Research Paper No. 602
Roberta Fiori
and
simonetta iannotti
Date Posted: October 06, 2006483 downloads
Are Electricity Risk Premia Affected by Emission Allowance Prices? Evidence from the EEX, Nord Pool and Powernext Energy Policy, Vol. 37, No. 7, pp. 2594-2604, 2009
George Daskalakis and
Raphael N. Markellos
Date Posted: January 28, 2008Last Revised: September 16, 2009482 downloads
Downside Risk Management in Emerging Markets Journal of Investment Consulting, Vol. 12, No. 1, 2011
Issam S. Strub
and
Edward D. Baker III
Date Posted: July 26, 2011Last Revised: May 07, 2013482 downloads
Multivariate Weibull Distributions for Asset Returns: I Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Yannick Malevergne and
Didier Sornette
Date Posted: May 04, 2005482 downloads
Essays on Vietnam's Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium Economic Studies Review, Vol. 43, Nos. 6-8, June-August 2003
Quan Hoang Vuong
Date Posted: November 10, 2003481 downloads
Examining the Statistical Properties of Financial Ratios EFA 2005 Moscow Meetings Paper
Charlotte Strunk Hansen and
Bjorn Tuypens
Date Posted: March 08, 2005481 downloads
Cross-section Regression with Common Shocks Cowles Foundation Discussion Paper No. 1428
Donald W. K. Andrews
Date Posted: July 11, 2003480 downloads
Complex Evolutionary Systems in Behavioral Finance Tinbergen Institute Discussion Paper No. 2008-054/1
C. H. Hommes
and
Florian O. O. Wagener
Date Posted: May 27, 2008479 downloads
Diversification in Portfolios of Individual Stocks: 100 Stocks are Not Enough
Dale L. Domian ,
David A. Louton and
Marie D. Racine
Date Posted: June 07, 2006479 downloads
Least Absolute Deviation Estimation of Linear Econometric Models: A Literature Review
Madhuchhanda Dasgupta
and
Sudhanshu K. Mishra
Date Posted: June 01, 2004479 downloads
‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz
,
Eric Bradlow
,
Peter Fader and
Yao Zhang
Date Posted: August 04, 2011478 downloads
A Discrete Choice Model of Yield Management UPF Economics and Business Working Paper No. 533
Kalyan Talluri and
Garrett van Ryzin
Date Posted: June 29, 2001477 downloads
Decision Theory and Real Estate Development: A Note on Uncertainty
Elizabeth Atherton
,
Nick French and
Laura Gabrielli
Date Posted: May 23, 2005477 downloads
Option Pricing Based on the Generalized Lambda Distribution Journal of Futures Market, February, 2001
Charles J. Corrado
Date Posted: February 04, 2001477 downloads
Volatility Transmission Models: A Survey
Pilar Soriano and
Francisco J. Climent
Date Posted: March 11, 2005477 downloads
Modeling Preferences for Common Attributes in Multi-Category Brand Choice
Vishal P. Singh
,
Karsten T. Hansen and
Sachin Gupta
Date Posted: December 28, 2003474 downloads
A Bayesian Framework for Combining Valuation Estimates Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Date Posted: July 19, 2007Last Revised: November 06, 2008473 downloads
Calculation of Multivariate Normal Probabilities By Simulation, With Applications to Maximum Simulated Likelihood Estimation IZA Discussion Paper No. 2112
Lorenzo Cappellari and
Stephen P. Jenkins
Date Posted: May 08, 2006473 downloads
A Multi-Horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices EFA 2008 Athens Meetings Paper
Mark B. Shackleton ,
Stephen J. Taylor and
Peng Yu
Date Posted: March 17, 2008Last Revised: May 11, 2010472 downloads
On the Estimation and Inference of a Cointegrated Regression in Panel Data
Chihwa Kao and
Min-Hsien Chiang
Date Posted: May 13, 1997472 downloads
Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses
Sudhanshu K. Mishra
Date Posted: February 12, 2009472 downloads
The DCC-VARMA Model: A Simple Estimation Procedure of the Conditional Correlation Dynamics Parameters for Large Variance-Covariance Matrices
Valerio Potì
Date Posted: October 22, 2003472 downloads
Metrics for Comparing Credit Migration Matrices Wharton Financial Institutions Center Working Paper No. 03-09
Yusuf Jafry
and
Til Schuermann
Date Posted: May 09, 2003471 downloads
The Impact of Venture Capital on Innovation Behaviour and Firm Growth Venture Capital: An International Journal of Entrepreneurial Finance, Vol. 12, No. 2, pp. 83-107
Michael R. Peneder
Date Posted: February 26, 2007Last Revised: June 17, 2010470 downloads
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