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JEL Code: C51
360,508 Total downloads
Showing Papers 851 - 900 of 1,829
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Inflation Targeting in Latin America: Empirical Analysis Using GARCH Models Banco de Espana Working Paper No. 0826
Carmen Broto
Date Posted: December 08, 200842 downloads
Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices PIER Working Paper No. 08-042
Xun Tang
Date Posted: December 05, 200816 downloads
Multivariate Models for Operational Risk: A Copula Approach using Extreme Value Theory and Poisson Shock Models OPERATIONAL RISK TOWARD BASEL III: BEST PRACTICES AND ISSUES IN MODELING, MANAGEMENT, AND REGULATION, Wiley, pp. 197-218, March 2009
Omar Rachedi
Date Posted: December 03, 2008Last Revised: December 23, 2011
A Composite Logistic Regression Approach for Ordinal Panel Data Regression International Journal of Data Analysis Techniques and Strategies, Vol. 1, pp. 29-43, 2008
Ronghua Luo
and
Hansheng Wang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: December 02, 2008
A Note on Adaptive Group Lasso Computational Statistics & Data Analysis, Vol. 52, pp. 5277-5286, 2008
Hansheng Wang
and
Chenlei Leng
affiliation not provided to SSRN
Date Posted: December 02, 2008
A Note on Iterative Marginal Optimization: A Simple Algorithm for Maximum Rank Correlation Estimation Computational Statistics and Data Analysis, Vol. 51, pp. 2803-2812, 2007
Hansheng Wang
Date Posted: December 02, 2008
Improving Dimension Reduction Via Contour-Projection Statistica Sinica, Vol. 18, pp. 299-311, 2008
Hansheng Wang
,
Liqiang Ni
and
Chih-Ling Tsai
Date Posted: December 02, 2008
Nonparametric Covariance Model Statistica Sinica, Forthcoming
Jianxin Yin
,
Zhi Geng
,
Runze Li
and
Hansheng Wang
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: December 02, 2008293 downloads
On the Generalized Brownian Motion and its Applications in Finance
Esben Hoeg
,
Per Skaarup Frederiksen
and
Daniel Schiemert
affiliation not provided to SSRN
,
BlackRock
and
affiliation not provided to SSRN
Date Posted: December 02, 2008187 downloads
Rank Reducible Varying Coefficient Model Journal of Statistical Planning and Inference, Forthcoming
Hansheng Wang
Date Posted: December 02, 200892 downloads
Regression Coefficients and Autoregressive Order Shrinkage and Selection Via the Lasso Journal of Royal Statistical Society, Series B, Vol. 69, pp. 63-78, 2007
Hansheng Wang
,
Guodong Li
and
Chih-Ling Tsai
affiliation not provided to SSRN
and
University of California, Davis - Graduate School of Management
Date Posted: December 02, 2008
Revisiting the Export-Output Nexus for Western Africa Countries: A Markov Switching Causality Approach Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Bedia F. Aka
affiliation not provided to SSRN
Date Posted: December 02, 200814 downloads
Robust Regression Shrinkage and Consistent Variable Selection Via the LAD-Lasso Journal of Business & Economics Statistics, Vol. 25, pp. 347-355, 2007
Hansheng Wang
,
Guodong Li
and
Guohua Jiang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: December 02, 2008
Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters Journal of Royal Statistical Society, Series B, Forthcoming
Hansheng Wang
,
Bo Li
and
Chenlei Leng
affiliation not provided to SSRN
Date Posted: December 02, 2008262 downloads
Sliced Regression for Dimension Reduction Journal of the American Statistical Association, Vol. 103, pp. 811-821, 2008
Hansheng Wang
and
Yingcun Xia
affiliation not provided to SSRN
Date Posted: December 02, 2008
Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method Biometrika, Vol. 94, pp. 553-568, 2007
Hansheng Wang
,
Runze Li
and
Chih-Ling Tsai
affiliation not provided to SSRN
and
University of California, Davis - Graduate School of Management
Date Posted: December 02, 2008
Unified LASSO Estimation Via Least Square Approximation Journal of American Statistical Association, Vol. 102, pp. 1039-1048, 2007
Hansheng Wang
and
Chenlei Leng
affiliation not provided to SSRN
Date Posted: December 02, 2008
Tuning Parameter Selection Consistency in an Ultrahigh Dimensional Setup: A Comment on the Sure Independence Screening Rule Journal of Royal Statistical Society, Series B, Vol. 70, pp. 896-897, 2007
Chenlei Leng
and
Hansheng Wang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: November 30, 2008
A Simple Robust Link between American Puts and Credit Protection Bloomberg Portfolio Research Paper No. 2009-07-FRONTIERS
Peter Carr and
Liuren Wu
Date Posted: November 25, 2008Last Revised: November 06, 2010685 downloads
Are Investors Sufficiently Skeptical? Predicting Behavior in Information Transmission Settings Using Level-k Thinking CIRANO - Scientific Publications No. 2008s-11
Timothy W. Shields
Date Posted: November 24, 2008Last Revised: July 26, 201246 downloads
Bayesian Analysis of DSGE Models with Regime Switching
Yunjong Eo
Date Posted: November 24, 2008Last Revised: February 23, 2009139 downloads
Education, Development and Health Expenditure in Africa: Estimation of Cross-Section Model of 39 Countries in 2000-2005 Applied Econometrics and International Development, Vol. 7, No. 2, 2007
Maria-Carmen Guisan
and
Pilar Exposito
Date Posted: November 24, 200815 downloads
Estimating Long-Run Elasticities of Jordanian Import Demand Function: 1980-2004 an Application of Dynamic OLS Applied Econometrics and International Development, Vol. 7, No. 2, 2007
Majeed A. Hussain
affiliation not provided to SSRN
Date Posted: November 24, 200830 downloads
The Saving-Investment Relationships: A Markov Switching Causality Analysis of Cote D'Ivoire and Ghana Applied Econometrics and International Development, Forthcoming
Bedia F. Aka
affiliation not provided to SSRN
Date Posted: November 24, 200823 downloads
Monetary Policy and Stock Market Boom-Bust Cycles ECB Working Paper No. 955
Lawrence J. Christiano ,
Cosmin L. Ilut
,
Roberto Motto
and
Massimo Rostagno
Date Posted: November 20, 2008459 downloads
Oil Exporters: In Search of an External Anchor ECB Working Paper No. 958
Maurizio Michael Habib
and
Jan Strasky
Date Posted: November 20, 200834 downloads
Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs SOEPpaper No. 142
Frank M. Spinath
affiliation not provided to SSRN
Date Posted: November 16, 200819 downloads
Matrix Polynomial Conditions for the Existence of Rational Expectations Solutions
John Hunter
and
Christos Ioannidis
Date Posted: November 14, 200814 downloads
Dependence Structures in Chinese and U.S. Financial Markets: A Time-Varying Conditional Copula Approach
Jian Hu
Date Posted: November 13, 200891 downloads
A General Framework for Observation Driven Time-Varying Parameter Models Tinbergen Institute Discussion Paper No. 08-108/4
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
Date Posted: November 11, 2008154 downloads
Impact of Service Station Networks on Purchase Decisions of Alternative-Fuel Vehicles ZEW - Centre for European Economic Research Discussion Paper No. 08-088
Claudia Hermeling
,
Georg Buhler
and
Martin Achtnicht
Date Posted: November 11, 2008Last Revised: August 09, 201272 downloads
Subjective Aspects of Economic Poverty: Ordered Response Model Approach
Hanna Dudek
Date Posted: November 09, 2008
Equilibrium Specification and Structure of Technology: A Factor Substitution Analysis in French Industrial Demand of Energy Computing in Economics and Finance, No. 486, 2006
Sourour Baccar
Date Posted: November 04, 2008
Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in French Manufacturing CREST-INSEE Working Paper No. 9547
Sourour Baccar
Date Posted: November 01, 2008
User Cost of Capital & Cost Function: Does the Margin of Freedom in the Modelling Yield Robust Results? Computing in Economics and Finance, Vol. 285, 2003
Sourour Baccar
Date Posted: November 01, 2008Last Revised: November 06, 2008
Modelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical Review
Helen Higgs and
Andrew C. Worthington
Date Posted: October 29, 2008171 downloads
Monitoring the Upsurge of Biofuels in Commodity Futures Markets
Takashi Kanamura
Date Posted: October 28, 2008194 downloads
Volatility and Irish Exports Economic Inquiry, Vol. 46, Issue 4, pp. 540-560, October 2008
Don Bredin
and
John Cotter
Date Posted: October 27, 20082 downloads
Financial Data and the Skewed Generalized T Distribution Management Science, Vol. 44, pp. 1650-1661, December 1998
Panayiotis Theodossiou
Date Posted: October 27, 20081126 downloads
Impact of ICT and Human Skills on the European Financial Intermediation Sector
Georg Erber
and
Reinhard Madlener
Date Posted: October 22, 200843 downloads
On the Correlation Structure of Microstructure Noise in Theory and Practice PIER Working Paper No. 08-038
Francis X. Diebold and
Georg Strasser
Date Posted: October 20, 2008205 downloads
Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
Date Posted: October 20, 2008
From Dissonance to Resonance: Cognitive Interdependence in Quantitative Finance
Daniel Beunza
and
David Stark
Date Posted: October 16, 2008Last Revised: July 29, 20111946 downloads
An Empirical Study on Risk-Return Tradeoff Using GARCH-Class Models: Evidence from Bucharest Stock Exchange International Conference on Business and Economy ICBE Constanta - Romania, November 6-8, 2008
Cristiana Tudor
Date Posted: October 15, 2008
Incorporating Higher Moments into Value at Risk Estimation
Arnold Polanski and
Evarist Stoja
Date Posted: October 12, 2008193 downloads
Semiparametric Vector MEM
Fabrizio Cipollini ,
Robert F. Engle and
Giampiero M. Gallo
Date Posted: October 12, 200875 downloads
Identifying Sources of Business Cycle Fluctuations in Germany 1975-1998 Ruhr Economic Paper No. 68
Oliver Holtemöller and
Torsten Schmidt
Date Posted: October 08, 200841 downloads
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: October 07, 2008279 downloads
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model University of Heidelberg Department of Economics Discussion Paper No. 475
Christian Conrad
and
Menelaos Karanasos
Date Posted: October 05, 200867 downloads
Credit Migration Derivatives: Modelling of the Underlying Credit Migration Matrices
Andreas Andersson
Date Posted: October 02, 2008143 downloads
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