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SSRN eLibrary Statistics:

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Abstracts: 586,993
Full Text Papers: 487,337
Authors: 271,711
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  Last 12 months:
63,362

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To date: 82,423,890
Last 12 months: 10,292,045
Last 30 days: 786,617

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Total References: 9,075,784
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6,008,977
Papers with
  Resolved
  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C15
435,955 Total downloads
Showing Papers 801 - 850 of 2,013
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Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang , Anjana Susarla and Ramayya Krishnan
University of Arizona , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Network Perspective on the Dynamics of Market Structure for Outsourced IT Services: A Bayesian Inference Approach
Yingda Lu , Anjana Susarla , Kiron Ravindran and Deepa Mani
Rensselaer Polytechnic Institute , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , IE Business School and Indian School of Business (ISB), Hyderabad
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Milan Fičura and Jiri Witzany
University of Economics, Prague - Faculty of Finance and Accounting and University of Economics in Prague
Date Posted: January 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Credit Risk in the Spanish Financial System a Saddlepoint Approach
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Importance Sampling and the Spanish Financial System
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Penalized Indirect Inference
Tinbergen Institute Discussion Paper 15-009/III
Francisco Blasques and Artem Duplinskiy
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: January 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stochastic Simulation Framework for the Limit Order Book Using Liquidity Motivated Agents
Efstathios Panayi and Gareth William Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Statistical Science
Date Posted: January 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper How Risky is Your Retirement Income Risk Model?
Patrick J. Collins , Huy D. Lam and Josh Stampfli
Schultz Collins, Inc. , Schultz Collins, Inc. and Independent
Date Posted: January 14, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Testing of a Market Fraction Model and Power-Law Behaviour in the DAX 30
Journal of Empirical Finance, Forthcoming
Xuezhong He and Youwei Li
University of Technology Sydney (UTS) - School of Finance and Economics and Queen's University Belfast - School of Management
Date Posted: January 11, 2015
Last Revised: January 22, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Testing for Benford's Law: A Monte Carlo Comparison of Methods
Dieter William Joenssen
Ilmenau University of Technology - Department of Quantitative Methods for Economics
Date Posted: January 06, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Long-Term Investors and Valuation-Based Asset Allocation
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Capital Market Expectations, Asset Allocation, and Safe Withdrawal Rates
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Choosing a Retirement Income Strategy: A New Evaluation Framework
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Efficient Monte Carlo CVA Estimation
Proceedings of the 2014 Winter Simulation Conference
Bo Zhang
IBM - T. J. Watson Research Center
Date Posted: December 23, 2014
Accepted Paper Series
56 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 23, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper A Behavioral Theory of Real Options
Hart E. Posen , Michael J. Leiblein and John S. Chen
University of Wisconsin-Madison , Ohio State University (OSU) - Department of Management & Human Resources and University of Florida
Date Posted: December 20, 2014
Working Paper Series
61 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
43 downloads

Incl. Electronic Paper Quantitative Modeling of Trust and Trust Management Protocols in Next Generation Social Networks Based Wireless Mobile Ad Hoc Networks
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: December 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Multilevel Richardson-Romberg Extrapolation
Vincent Lemaire and Gilles Pagès
Université Paris VI Pierre et Marie Curie and Université Paris VI Pierre et Marie Curie
Date Posted: December 18, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: December 14, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Business Concentration Through the Eyes of the HHI
International Journal of Economic Sciences and Applied Research, 7 (2): 105-127
George G. Djolov
National African Federated Chamber of Commerce and Industry
Date Posted: December 09, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper How Do Employment Tax Credits Work? An Analysis of the German Inheritance Tax
Benedikt Franke , Dirk Simons and Dennis Voeller
University of Mannheim , University of Mannheim and University of Mannheim
Date Posted: December 09, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Are Central Bankers Inflation Nutters? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/38
Fredrik Andersson and Yushu Li
Lund University - Department of Economics and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: December 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Roberto Casarin , Fabrizio Leisen , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Idalion Capital US LP and IESA
Date Posted: December 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Komla Mawulom Agudze , Monica Billio , Roberto Casarin and Eric Girardin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and University Aix-Marseille 2 - GREQAM
Date Posted: December 09, 2014
Working Paper Series
14 downloads

Network Analysis of the Post-Soviet Integration Processes: Hierarchical Ranking and Joint Cluster Analysis of Attributional and Relational Data of the Former Soviet States
Nina Lazaridi
Harvard University
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper How Reliably Do Financial Statement Proxies Identify Tax Avoidance?
Rock Center for Corporate Governance at Stanford University Working Paper No. 200, Stanford University Graduate School of Business Research Paper No. 15-5
Lisa De Simone , Jordan Nickerson , Jeri K. Seidman and Bridget Stomberg
Stanford Graduate School of Business , Boston College , University of Texas at Austin - McCombs School of Business and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: December 06, 2014
Last Revised: January 22, 2015
Working Paper Series
140 downloads

Incl. Electronic Paper The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
Expert Journal of Economics, 2(3), pp. 85-99, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Adequacy of Lagrange Multiplier Test
European Economics Letters, Volume 3, Number 2, page 32-35, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Financial Bubble Implosion
Cowles Foundation Discussion Paper No. 1967
Peter C. B. Phillips and Shu-Ping Shi
Yale University - Cowles Foundation and Macquarie University
Date Posted: December 03, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Self-Employment and Health Care Reform: Evidence from Massachusetts
Federal Reserve Bank of Kansas City Working Paper No. 14-16
Thealexa Becker and Didem Tuzemen
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Date Posted: November 28, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Leveraging a Call-Put Ratio as a Trading Signal
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: November 27, 2014
Last Revised: December 30, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Comparing Several Methods to Compute Joint Prediction Regions for Path Forecasts Generated by Vector Autoregressions
University of Zurich, Department of Economics, Working Paper No. 181
Stefan Bruder
University of Zurich - Department of Economics
Date Posted: November 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Working Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Last Revised: January 10, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Two Maxentropic Approaches to Determine the Probability Density of Compound Risk Losses
Erika Gomes-Gonçalves , Henryk Gzyl and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration , IESA and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper oaxaca: Blinder-Oaxaca Decomposition in R
Marek Hlavac
Harvard University - Harvard Kennedy School (HKS)
Date Posted: November 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
592 downloads

Incl. Electronic Paper Omitted Variables Bias in Regime-Switching Models with Slope-Constrained Estimators: Evidence from Monte Carlo Simulations
Journal of Statistical and Econometric Methods 2, No. 3 (September 2013): 49-55
Ermanno Affuso , Steven B. Caudill and Franklin G. Mixon Jr
University of South Alabama - Mitchell College of Business - Department of Economics and Finance , Auburn University - Department of Economics and Columbus State University
Date Posted: November 15, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper How Do Employment Tax Credits Work? – An Analysis of the German Inheritance Tax
ZEW - Centre for European Economic Research Discussion Paper No. 14-090
Benedikt Franke , Dirk Simons and Dennis Voeller
University of Mannheim , University of Mannheim and University of Mannheim
Date Posted: November 13, 2014
Working Paper Series
9 downloads


 

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