Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,056
Full Text Papers:
393,459
Authors:
226,593
Papers Received in Last 12 months:
68,998
Paper Downloads:
To date:
65,863,139
Last 12 months:
11,179,664
Last 30 days:
1,087,336
CiteReader: What's this?
Papers with
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation
5,708,794
Papers with
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: C15
366,260 Total downloads
Showing Papers 901 - 950 of 1,747
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Some Considerations on the Value-Added Tax in Colombia Revista de Economía del Rosario, Vol. 10, No. 2, December 2007,
Christian R. Jaramillo
and
Jorge Tovar
Date Posted: February 05, 2008112 downloads
Oil Shocks and Endogenous Markups: Results from an Estimated Euro Area DSGE Model ECB Working Paper No. 860
Marcelo Sanchez
Date Posted: February 04, 200890 downloads
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Journal of Financial and Quantitative Analysis, Vol. 45, No. 3, June 2010, pp. 763-789
Byoung Uk Kang
,
Francis Haeuck In
,
Gunky Kim
and
Tong Suk Kim
Date Posted: February 01, 2008Last Revised: November 03, 2012337 downloads
Regret Aversion and Annuity Risk in Defined Contribution Pension Plans Insurance: Mathematics and Economics, Forthcoming
Roy P. M. M. Hoevenaars
,
Franz C. Palm ,
Rik Frehen and
Peter C. Schotman
Date Posted: January 31, 2008146 downloads
Bayesian Inference on Dynamic Models with Latent Factors University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Monica Billio ,
Roberto Casarin and
Domenico Sartore
Date Posted: January 28, 200896 downloads
Statistical Tests and Estimators of the Rank of a Matrix and their Applications in Econometric Modelling ECB Working Paper No. 850
Gonzalo Camba-Mendez and
George Kapetanios
Date Posted: January 27, 200884 downloads
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes University Ca' Foscari of Venice, Department of Economics Research Paper No. 30/WP/2007
Roberto Casarin and
Domenico Sartore
Date Posted: January 25, 2008136 downloads
Panel Unit Root Tests in the Presence of a Multifactor Error Structure CESifo Working Paper No. 2193
M. Hashem Pesaran ,
L. Vanessa Smith and
Takashi Yamagata
Date Posted: January 23, 200865 downloads
Stationarity Testing Under Endogenous Smooth Deterministic Components: Some Asymptotic Results
Maria Jose Presno
Date Posted: January 17, 200831 downloads
A Stochastic Simulation Framework for the Government of Canada's Debt Strategy Bank of Canada Working Paper No. 2003-10
David Jamieson Bolder
Date Posted: January 13, 200891 downloads
Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis Bank of Canada Working Paper No. 2007-13
David Jamieson Bolder and
Tiago Rubin
affiliation not provided to SSRN
Date Posted: January 13, 200883 downloads
Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals
Paolo Giordani and
Robert Kohn
Date Posted: January 12, 2008167 downloads
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks Tinbergen Institute Discussion Paper No. 2007-099/4, CREATES Research Paper No. 2007-44
Charles S. Bos ,
Siem Jan Koopman and
Marius Ooms
Date Posted: January 11, 200883 downloads
Competition as a Test of Hypotheses: Simulation of Knowledge-Generating Market Processes Journal of Artificial Societies and Social Simulation (JASSS), Vol. 4, No.3, 2001
Wolfgang Kerber
and
Nicole J. Saam
Date Posted: January 10, 2008Last Revised: May 12, 2008
Assessing the Effect of Current Account and Currency Crises on Economic Growth
Christian Aßmann
Date Posted: January 09, 200856 downloads
Local Volatility in the Heston Model: A Malliavin Calculus Approach Journal of Applied Mathematics and Stochastic Analysis, Vol. 2005, No. 3, pp. 307-322, 2005
Christian-Oliver Ewald
Date Posted: January 03, 2008
On the Dangers of a Simplistic American Option Simulation Valuation Method
Nelson Areal and
Artur Rodrigues
Date Posted: January 01, 2008149 downloads
Repatriation Policy Under Uncertainty - Is Optimization Worthwhile? Arqus Quantitative Tax Research Discussion Paper No. 32
Sebastian Schanz
Date Posted: December 21, 200720 downloads
Bayesian Forecast Combination for VAR Models Riksbank Research Paper No. 216
Michael Andersson
and
Sune Karlsson
Date Posted: December 20, 2007167 downloads
Should Risk Managers Rely on Maximum Likelihood Estimation Method While Quantifying Operational Risk?
Bakhodir Ergashev
Date Posted: December 18, 2007Last Revised: June 11, 2008333 downloads
Trading in Risk Dimensions (TRD)
Date Posted: December 17, 2007
Using Misspecified Marginals and Misspecified Copulas to Compute the Value at Risk: When Do We Have to Care? Computational Statistics and Data Analysis, Forthcoming
Date Posted: December 14, 2007Last Revised: December 23, 2011588 downloads
Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model
Sylvia Fruhwirth-Schnatter
and
Leopold Sögner
Date Posted: December 13, 2007Last Revised: October 15, 2008431 downloads
A Robust Multivariate Long Run Analysis of European Electricity Prices FEEM Working Paper No. 103.2007
Matteo M. Pelagatti
,
Bruno Bosco
,
Lucia Parisio and
Fabio Baldi
Date Posted: December 06, 2007156 downloads
Explaining Bootstraps and Robustness
Tony Lancaster
Date Posted: December 06, 200757 downloads
Tests of Independence in Separate Econometric Models: Theory and Application Cowles Foundation Discussion Paper No. 1395RR
Donald Brown ,
Rahul Deb
and
Marten Wegkamp
Date Posted: December 04, 200746 downloads
Understanding and Predicting Ultimate Loss-Given-Default on Corporate Debt
Michael Jacobs Jr. and
Ahmet Karagozoglu
Date Posted: November 27, 2007Last Revised: May 21, 2011
Inference for Continuous Semimartingales Observed at High Frequency: A General Approach
Per A. Mykland and
Lan Zhang
Date Posted: November 20, 200790 downloads
On the Robustness of Least - Squares Monte Carlo (LSM) for Pricing American Derivatives Review of Derivatives Research, Vol. 6, No. 2, 2003
Manuel Moreno and
Javier F. Navas
Date Posted: November 20, 2007Last Revised: December 07, 2007423 downloads
Contagion Effect in Banking System - Measures Based on Randomised Loss Scenarios Journal on Economics and Finance, No. 6, pp. 69-80, 2007
Grzegorz Halaj
Date Posted: November 16, 2007130 downloads
Hitting Time and Time Change Applied Mathematical Finance, Vol. 11, No. 1, 2004
Victor Vaugirard
Date Posted: November 12, 2007
Modeling the Formation of Dyadic Relationships between Consumers in Online Communities
Vishal Narayan and
Sha Yang
Date Posted: November 07, 2007375 downloads
Efficiency Bounds for Semiparametric Estimation of Inverse Conditional-Density-Weighted Functions Econometric Theory, Vol. 25, No. 3, 2009
David T. Jacho-Chávez
Date Posted: October 31, 2007Last Revised: December 02, 200932 downloads
Do National Patent Laws Stimulate Domestic Innovation in a Global Patenting Environment? A Cross-Country Analysis of Pharmaceutical Patent Protection, 1978-2002 Review of Economics and Statistics, Vol. 89, No. 3, 2007
Yi Qian
Date Posted: October 28, 2007Last Revised: January 02, 2008526 downloads
Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations Jena Economic Research Paper No. 2007-032
Nadine Chlass
and
Jens J. Krüger
Date Posted: October 18, 2007115 downloads
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection Cowles Foundation Discussion Paper No. 1631
Donald W. K. Andrews and
Gustavo Soares
Date Posted: October 15, 2007Last Revised: October 21, 2007149 downloads
Monte Carlo Methods and Path-Generation Techniques for Pricing Multi-Asset Path-Dependent Options
Piergiacomo Sabino
Date Posted: October 14, 2007437 downloads
Harbouring Alpha: A Computational Framework for Residual Return Insurance and Hedging Demands Measurement for Active Investors
Ashraf El-Ansary
Date Posted: October 11, 2007Last Revised: May 08, 2008
Novel Importance Sampling for the Valuation of Basket and Asian Options
John S. Dagpunar
Date Posted: October 01, 2007231 downloads
A Postscript on Groundwater Modelling: Daubert, Good Grounds, and the Central Role of Cross-Examination Tort & Insurance Law Journal, Vol. 29, p. 646, 1994
Date Posted: September 27, 2007
Testing for Equality between Two Copulas Swiss Finance Institute Research Paper No. 07-24
Bruno Remillard and
O. Scaillet
Date Posted: September 24, 2007244 downloads
Least Squares Estimation of Joint Production Functions By the Differential Evolution Method of Global Optimization
Sudhanshu K. Mishra
Date Posted: September 18, 2007112 downloads
Modelling and Calibration Errors in Measures of Portfolio Credit Risk BIS Working Paper No. 230
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: September 17, 2007185 downloads
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation
Roman Liesenfeld and
Jean-Francois Richard
Date Posted: September 17, 200785 downloads
A Note on Least Squares Fitting of Signal Waveforms
Sudhanshu K. Mishra
Date Posted: September 11, 2007Last Revised: May 02, 200850 downloads
Size Matters: Covariance Matrix Estimation Under the Alternative
Jason Allen
Date Posted: September 11, 200741 downloads
What Happens When Demand is Estimated with a Misspecified Model? Journal of Industrial Economics, Forthcoming
Dongling Huang
,
Christian Rojas
and
Frank M. Bass
Date Posted: September 11, 2007
On the Prediction of Credit Ratings
Albert D. Metz
Date Posted: August 31, 2007394 downloads
Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves
Sudhanshu K. Mishra
Date Posted: August 31, 2007191 downloads
Efficient Importance Sampling for ML Estimation of SCD Models CORE Discussion Paper No. 2007/53
Luc Bauwens and
Fausto Galli
Date Posted: August 30, 200770 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.531 seconds
