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JEL Code: C15
369,827 Total downloads
Showing Papers 701 - 750 of 1,762
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Production-Based Asset Pricing and Economic Tracking Portfolios: Establishing a Dynamic Partial Equilibrium Link between Economic State and Investment Levels
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: June 05, 2009Last Revised: February 01, 201157 downloads
Efficient Algorithms for Basket Default Swap Pricing with Multivariate Archimedean Copulas
Geon Ho Choe
and
Hyun Jin Jang
Date Posted: June 04, 2009115 downloads
Micro Simulations on the Effects of Ageing-Related Policy Measures
Jan-Maarten van Sonsbeek
Date Posted: May 30, 2009Last Revised: July 30, 201061 downloads
Micro Simulations on the Effects of Ageing-Related Policy Measures: The Social Affairs Department of the Netherlands Ageing and Pensions Model
Jan-Maarten van Sonsbeek
Date Posted: May 29, 2009Last Revised: June 04, 201073 downloads
Asymmetrical Responses to Stock Return News - Evidence from Global Markets Based on a Bayesian Model
Thomas Chinan Chiang ,
Cathy W. S. Chen
and
Mike K. P. So
Date Posted: May 28, 200990 downloads
Bayesian Model Selection for Heteroskedastic Models
Cathy W. S. Chen
,
Richard H. Gerlach
and
Mike K. P. So
Date Posted: May 28, 2009Last Revised: October 23, 2009104 downloads
New Low-Frequency Spread Measures
Craig W. Holden
Date Posted: May 28, 2009135 downloads
The Combined Signal Approach to Technical Analysis: A Review & Commentary
Camillo Lento
Date Posted: May 28, 2009Last Revised: May 31, 2009373 downloads
Volatility Forecasting Using Threshold Heteroskedastic Models of the Intra-day Range
Cathy W. S. Chen
,
Richard H. Gerlach
and
Edward M.H. Lin
Date Posted: May 28, 200967 downloads
A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Bülent Köksal
Date Posted: May 27, 2009Last Revised: October 31, 200962 downloads
Bayesian Estimation for Parsimonious Threshold Autoregressive Models in R The Newsletter of the R Project
Cathy W. S. Chen
,
Edward M.H. Lin ,
Feng-Chi Liu
and
Richard H. Gerlach
Date Posted: May 27, 2009Last Revised: August 21, 200935 downloads
Multi-Regime Nonlinear Capital Asset Pricing Models
Cathy W. S. Chen
,
Richard H. Gerlach
and
Ann M. H. Lin
Date Posted: May 27, 2009174 downloads
Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen
,
Mike K. P. So and
Edward M.H. Lin
Date Posted: May 27, 2009172 downloads
Basket Options on Heterogeneous Underlying Assets
Georges Dionne ,
Genevieve Gauthier
and
Nadia Ouertani
Date Posted: May 26, 2009133 downloads
Poverty Impact of Commodity Price Boom Using Household Survey - The Case of Maize in Zambia
Francesco Caracciolo
,
Jose Brambila Macias
and
Domenico Depalo
Date Posted: May 22, 200975 downloads
Are More Data Always Better for Factor Analysis' Results for the Euro Area, the Six Largest Euro Area Countries and the UK ECB Working Paper No. 1051
Giovanni Caggiano
,
George Kapetanios and
Vincent Labhard
Date Posted: May 13, 200939 downloads
Quantifying the Impacts of Limited Supply: The Case of Nursing Homes
Andrew Ching
,
Fumiko Hayashi
and
Hui Wang
Date Posted: May 09, 2009Last Revised: March 06, 2013201 downloads
Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered
Franziska Becker
,
Marc Gürtler
and
Martin Hibbeln
Date Posted: May 01, 2009Last Revised: July 25, 2012721 downloads
Weakly Nonlinear Analysis of the Hamilton-Jacobi-Bellman Equation Arising from Pension Savings Management International Journal of Numerical Analysis and Modeling Computing and Information, 2010
Zuzana Macova
and
Daniel Sevcovic
affiliation not provided to SSRN
and
Comenius University - Faculty of Mathematics, Physics and Informatics
Date Posted: May 01, 2009Last Revised: November 06, 200935 downloads
Scenario Analysis for Modelling Operational Losses in the Absence of Data: The Spanish Bank in Perspective Journal of Financial Management and Analysis, Vol. 21, No. 2, 2008
Enrique Jose Jimenez-Rodriguez
,
Jose Manuel Feria-Dominguez
and
Jose Luis Martin-Marin
Date Posted: April 25, 2009
Stable Monte-Carlo Sensitivities of Bermudan Callable Products
Christian P. Fries
Date Posted: April 17, 2009Last Revised: April 22, 2009400 downloads
Simulating the Effect of Social Influence on Decision-Making in Small, Task-Oriented, Groups Journal of Artificial Societies and Social Simulation, Vol. 10, No. 44
Date Posted: April 13, 200970 downloads
How Important are Financial Frictions in the U.S. and the Euro Area Riksbank Research Paper Series No. 55, Riksbank Working Paper Series No. 223
Virginia Queijo von Heideken
Date Posted: April 08, 200979 downloads
Predictability of Equity Models
Rodrigo Chicaroli
and
Pedro L. Valls Pereira
affiliation not provided to SSRN
and
Sao Paulo School of Economics - FGV and CEQEF- FGV
Date Posted: April 05, 2009110 downloads
A Mean-Variance Approach to Withdrawal Rate Management: Theory and Simulation
John B. Mitchell
Date Posted: April 02, 200988 downloads
Bayesian Analysis of Stochastic Volatility Models
Asma Graja Sr.
affiliation not provided to SSRN
Date Posted: April 01, 2009
The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education? IZA Discussion Paper No. 4074
Kenneth R. Troske and
Alexandru Voicu
Date Posted: March 30, 200940 downloads
Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS
Eleftherios Giovanis
Date Posted: March 18, 2009Last Revised: May 24, 2010132 downloads
Portfolio Choice Under Local Factors
Carlos Castro
affiliation not provided to SSRN
Date Posted: March 18, 200947 downloads
A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables IZA Discussion Paper No. 4054
Michael P. Keane and
Robert M. Sauer
Date Posted: March 17, 200944 downloads
Heterogeneity, Convergence, and Autocorrelations Quantitative Finance, Vol. 8, No. 1, 2008
Xuezhong He and
Youwei Li
Date Posted: March 17, 2009
Power-Law Behaviour , Heterogeneity, and Trend Chasing Journal of Economic Dynamics and Control, Vol. 31, No. 10, 2007
Xuezhong He and
Youwei Li
Date Posted: March 17, 2009
Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or Not IV? Ruhr Economic Paper No. 83
Timo Mitze
Date Posted: March 12, 2009131 downloads
Statistical Mechanics of Neocortical Interactions: Columnar EEG
Date Posted: March 12, 200933 downloads
Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs? CESifo Working Paper Series No. 2569
Bart Cockx and
Matteo Picchio
Date Posted: March 11, 200943 downloads
A Rule of Thumb for the Optimal Number of Runs in Monte Carlo Simulations
Jim Gustafsson
affiliation not provided to SSRN
Date Posted: March 06, 2009314 downloads
The Original Law Journals Green Bag 2d, Vol. 12, No. 2, pp. 187-217, Winter 2009, George Mason Law & Economics Research Paper No. 09-15
Ross E. Davies
Date Posted: March 04, 2009103 downloads
Adaptive ARFIMA Models with Applications to Inflation Economic Modelling, Vol. 29, 2012
Claudio Morana and
Richard Baillie
Date Posted: March 03, 2009Last Revised: June 09, 2013
Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs? IZA Discussion Paper No. 4007
Bart Cockx and
Matteo Picchio
Date Posted: March 02, 200910 downloads
International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence IZA Discussion Paper No. 4038
Guglielmo Maria Caporale and
Christophe Rault
Date Posted: March 02, 200940 downloads
Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data IZA Discussion Paper No. 3992
Guillaume Horny
,
Rute Mendes
and
Gerard J. van den Berg
Date Posted: March 02, 200937 downloads
The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)
Eleftherios Giovanis
Date Posted: March 02, 2009603 downloads
Wage Rigidity, Institutions, and Inflation CESifo Working Paper Series No. 2554
Steinar Holden and
Fredrik Wulfsberg
Date Posted: February 26, 200929 downloads
Idiosyncratic Volatility Under a Price-Limit System Using Gibbs-Sampling
Kyong Shik Eom
,
Hyung Cheol Kang
and
Joon Seok Kim
Date Posted: February 26, 200978 downloads
To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood Computational Statistics and Data Analysis, Forthcoming, TI Discussion Paper No. 09-017/4
David Ardia ,
Lennart F. Hoogerheide
and
H. K. van Dijk
Date Posted: February 26, 2009Last Revised: July 30, 201265 downloads
Random Walk and Efficiency Tests in the Asia-Pacific Foreign Exchange Markets: Evidence from the Post-Asian Currency Crisis Data Research in International Business and Finance, Vol. 23, No. 3, pp. 322-338
A. S. M. Sohel Azad
Date Posted: February 24, 2009Last Revised: September 25, 2009
A More Powerful Panel Unit Test with an Application to PPP
Chi Keung Marco Lau
affiliation not provided to SSRN
Date Posted: February 23, 2009
Sensitivity Analysis for a Dynamic Stochastic Accumulation Model for Optimal Pension Savings Management Ekonomicky casopis, Vol. 8, pp, 756-771, 2009
Tibor Jakubik
,
Igor Melichercik
and
Daniel Sevcovic
affiliation not provided to SSRN
,
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
and
Comenius University - Faculty of Mathematics, Physics and Informatics
Date Posted: February 23, 2009Last Revised: July 07, 201058 downloads
Vosviewer: A Computer Program for Bibliometric Mapping ERIM Report Series Reference No. ERS-2009-005-LIS
Nees Jan van Eck and
Ludo Waltman
Date Posted: February 21, 200992 downloads
Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
Madina Kukenova
and
Jose-Antonio Monteiro
Date Posted: February 21, 2009Last Revised: July 13, 2009231 downloads
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