1.
Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp. 67-115
Number of pages: 37
Posted: 08 Aug 2011
Last Revised: 31 Jan 2014
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads
5,395
2.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Irvine
Downloads
3,944
3.
Markov-Switching GARCH Models in R: The MSGARCH Package
Journal of Statistical Software, Vol. 91, Issue 4, 2019
Number of pages: 38
Posted: 02 Oct 2016
Last Revised: 20 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, University of Neuchatel, Institute of Financial Analysis, Students, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads
3,853
4.
Balanced Baskets: A New Approach to Trading and Hedging Risks
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Number of pages: 44
Posted: 24 May 2012
Last Revised: 08 Sep 2012
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
3,278
5.
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper
Number of pages: 58
Posted: 17 Mar 2012
Last Revised: 17 Jun 2014
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads
3,017
6.
Managing Risks in a Risk-On/Risk-Off Environment
Number of pages: 50
Posted: 23 Sep 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,463
7.
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics
There are 2 versions of this paper
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Downloads
2,347
Testing for Weak Instruments in Linear IV Regression
NBER Working Paper No. t0284
Number of pages: 73
Posted: 02 Apr 2003
Downloads
250
Downloads
2,347
8.
NETS: Network Estimation for Time Series
Number of pages: 35
Posted: 14 Apr 2013
Last Revised: 19 Oct 2018
Working Paper Series
University of Bologna and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
2,236
9.
Beyond Chance? The Persistence of Performance in Online Poker
PLoS ONE 10(3): e0115479, March 2015
Number of pages: 35
Posted: 15 Aug 2012
Last Revised: 03 Mar 2015
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), VU Amsterdam - School of Business and Economics and VU Amsterdam - School of Business and Economics
Downloads
1,774
10.
Perspective on Economic Growth of BRIC Countries: A Case of Brazil and India
Number of pages: 13
Posted: 25 Feb 2009
Working Paper Series
CSIR-HRDC - National Institute of Science, Technology & Development Studies (NISTADS) and affiliation not provided to SSRN
Downloads
1,601
11.
The Profitability of Five Popular Variations of Moving Averages on Indian Market Index S&P CNX Nifty 50 During January 2004-December 2014
Advances in Economics and Business Management, Feb. 2015
Number of pages: 7
Posted: 30 Jan 2015
Last Revised: 24 Mar 2015
Accepted Paper Series
Noida International University
Downloads
1,540
12.
Generalized Autoregressive Score Models in R: The GAS Package
Journal of Statistical Software, Vol. 88, Issue 6, pp. 1-28, 2019
Number of pages: 28
Posted: 21 Aug 2016
Last Revised: 04 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
1,358
13.
Causality between Tax Revenue and Government Spending in Malaysia
The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 63-73, 2008
Number of pages: 11
Posted: 17 Feb 2010
Accepted Paper Series
Monash University-Gippsland Campus and University Sultan Zainal Abidin
Downloads
1,296
14.
A Value-Added Ranking of Law Schools
AccessLex Institute Research Paper No. 18-05
Number of pages: 23
Posted: 28 Jun 2015
Last Revised: 18 Sep 2018
Accepted Paper Series
Roger Williams University School of Law
Downloads
1,234
15.
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
There are 2 versions of this paper
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Downloads
1,195
Tractable and Consistent Random Graph Models
NBER Working Paper No. w20276
Number of pages: 62
Posted: 08 Jul 2014
Downloads
17
Downloads
1,195
16.
Portfolio Oversight: An Evolutionary Approach
Number of pages: 50
Posted: 08 Nov 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,148
17.
When Do Covariates Matter? And Which Ones, and How Much?
Journal of Labor Economics, Forthcoming
Number of pages: 40
Posted: 26 Jun 2009
Last Revised: 16 Sep 2014
Accepted Paper Series
University of Pennsylvania Law School
Downloads
882
18.
Machine Learning in Energy Economics and Finance: A Review
Energy Economics, Vol. 81, 2019
Number of pages: 71
Posted: 15 Nov 2018
Last Revised: 08 Jun 2019
Accepted Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, School of Business and Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads
876
19.
Realised Kernels in Practice: Trades and Quotes
Number of pages: 32
Posted: 28 May 2008
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Economics and Management and Harvard University
Downloads
861
20.
Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach
Published version:
Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016,
Number of pages: 37
Posted: 19 Jul 2017
Last Revised: 12 Jul 2019
Accepted Paper Series
National University of Singapore (NUS) - Department of Mathematics, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads
843
21.
The Impact of Crisis and Macroeconomic Variables Towards Islamic Banking Deposits
American Journal of Applied Sciences, Vol. 8, No. 12, pp.1413-1418, 2011
Number of pages: 6
Posted: 28 Feb 2012
Accepted Paper Series
International Islamic University of Malaysia (IIUM), Islamic Research and Training Institute and International Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences
Downloads
810
22.
Carbon Price Drivers: An Updated Literature Review
Number of pages: 9
Posted: 17 Apr 2011
Working Paper Series
University of Paris 8 Vincennes-Saint Denis
Downloads
803
23.
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)
Number of pages: 57
Posted: 26 May 2018
Working Paper Series
New York University (NYU) - NYU Tandon School of Engineering and New York University (NYU) - NYU Tandon School of Engineering
Downloads
799
24.
A Network Formation Model Based on Subgraphs
Number of pages: 101
Posted: 09 Oct 2015
Last Revised: 10 Jul 2018
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
Downloads
785
25.
Downside Risk Evaluation with the R Package GAS
R Journal, Vol. 10, Issue 2, pp. 410-421, 2018
Number of pages: 12
Posted: 17 Nov 2016
Last Revised: 27 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
722
26.
Matching Methods in Practice: Three Examples
IZA Discussion Paper No. 8049
Number of pages: 67
Posted: 29 Mar 2014
Working Paper Series
Stanford Graduate School of Business
There are 2 versions of this paper
Matching Methods in Practice: Three Examples
IZA Discussion Paper No. 8049
Number of pages: 67
Posted: 29 Mar 2014
Downloads
650
Matching Methods in Practice: Three Examples
NBER Working Paper No. w19959
Number of pages: 66
Posted: 10 Mar 2014
Downloads
84
Downloads
650
27.
The Illusion of Predictability: How Regression Statistics Mislead Experts
International Journal of Forecasting, Forthcoming
Number of pages: 39
Posted: 01 Feb 2012
Accepted Paper Series
Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
597
28.
A Three Line Proof that OLS is BLUE
Number of pages: 2
Posted: 04 May 2012
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics
Downloads
596
29.
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Accepted Paper Series
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
There are 2 versions of this paper
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Downloads
572
Downloads
572
30.
Understanding Cryptocurrencies
Number of pages: 39
Posted: 29 Apr 2019
Last Revised: 05 Aug 2019
Working Paper Series
Humboldt University of Berlin - Institute for Statistics and Econometrics, Duke University - Fuqua School of Business and International Research Training Group 1792
Downloads
565
31.
Express Measurement of Market Volatility Using Ergodicity Concept
Number of pages: 14
Posted: 21 Jul 2016
Last Revised: 10 Jun 2018
Working Paper Series
Algostox Trading
Downloads
561
32.
Technical Analysis of Indian Financial Market with the Help of Technical Indicators
International Journal of Science and Research (IJSR), ISSN (Online): 2319-7064 Index Copernicus Value (2013): 6.14 | Impact Factor (2013): 4.438
Number of pages: 3
Posted: 31 Mar 2015
Accepted Paper Series
Noida International University
Downloads
545
33.
Now-Casting and the Real-time Data Flow
ECB Working Paper No. 1564
Number of pages: 55
Posted: 12 Aug 2013
Working Paper Series
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and London Business School
There are 2 versions of this paper
Now-Casting and the Real-time Data Flow
ECB Working Paper No. 1564
Number of pages: 55
Posted: 12 Aug 2013
Downloads
543
Now-Casting and the Real-Time Data Flow
CEPR Discussion Paper No. DP9112
Number of pages: 54
Posted: 28 Sep 2012
Downloads
6
Downloads
543
34.
The Distribution of Returns
Number of pages: 40
Posted: 27 Aug 2016
Last Revised: 15 Aug 2017
Working Paper Series
University of Providence
Downloads
516
35.
Posterior Evaluation of Cross-Border Mergers & Acquisitions: Financial Review of Three Select Cases from Automobile, Energy & IT Sectors
22nd Australasian Finance and Banking Conference 2009
Number of pages: 24
Posted: 31 Aug 2009
Working Paper Series
University of Mysore - Department of Commerce and SDM Institute For Management Development
There are 2 versions of this paper
Posterior Evaluation of Cross-Border Mergers & Acquisitions: Financial Review of Three Select Cases from Automobile, Energy & IT Sectors
22nd Australasian Finance and Banking Conference 2009
Number of pages: 24
Posted: 31 Aug 2009
Downloads
511
Downloads
511
36.
Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Number of pages: 5
Posted: 05 May 2015
Accepted Paper Series
Noida International University
Downloads
507
37.
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Journal of Business and Economic Statistics (Forthcoming)
Number of pages: 58
Posted: 17 Mar 2013
Last Revised: 03 Feb 2016
Accepted Paper Series
Princeton University - Bendheim Center for Finance, Claremont Colleges - Peter F. Drucker Graduate School of Management and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Downloads
505
38.
The Impact of Tether Grants on Bitcoin
Number of pages: 11
Posted: 14 Jun 2018
Working Paper Series
University of Queensland - Faculty of Business, Economics and Law
Downloads
502
39.
The Causal Effect of Education on Obesity: Evidence from Compulsory Schooling Laws
Number of pages: 66
Posted: 14 Nov 2009
Last Revised: 22 Nov 2009
Working Paper Series
HealthCore, Inc.
Downloads
489
40.
Does the Entry Mode of Foreign Banks Matter for Bank Efficiency? Evidence from Czech Republic, Hungary, and Poland
William Davidson Institute Working Paper No. 925
Number of pages: 42
Posted: 05 Mar 2007
Working Paper Series
Université Paris X Nanterre and Nottingham University Business School
Downloads
479
41.
Causality Networks of Financial Assets
Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029
Number of pages: 73
Posted: 22 Dec 2016
Last Revised: 20 Jul 2017
Accepted Paper Series
Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology
Downloads
472
42.
A Diagrammatic Exposition of Regression and Instrumental Variables for the Beginning Student
Number of pages: 25
Posted: 01 Jun 2008
Working Paper Series
UNSW Australia Business School, School of Economics
Downloads
455
43.
Modeling and Estimating Volatility of Options on Standard & Poor's 500 Index
PIER Working Paper No. 13-015
Number of pages: 21
Posted: 01 Apr 2013
Working Paper Series
Warsaw University of Life Sciences, Department of Econometrics and Statistics, Warsaw University of Life Sciences, Department of Econometrics and Statistics and City University of New York, CUNY City College of New York - Department of Economics
Downloads
454
44.
Economic and Financial Risk Factors and Tanker Shipping Stock Returns
Number of pages: 28
Posted: 13 Mar 2007
Last Revised: 14 Sep 2008
Working Paper Series
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology, NTNU Business School - Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads
443
45.
Note-Taking Mode and Academic Performance in Two Law School Courses
69 J. Legal Educ. 207-229 (2019), Roger Williams Univ. Legal Studies Paper No. 194
Number of pages: 23
Posted: 09 Mar 2018
Last Revised: 27 Dec 2019
Accepted Paper Series
Roger Williams University School of Law, Roger Williams University School of Law and Roger Williams University - Department of Mathematics
Downloads
435
46.
Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility
UNSW Australian School of Business Research Paper No. 2009ACTL08
Number of pages: 41
Posted: 20 Aug 2009
Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads
415
47.
The Relationship between Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates: A Panel VAR Approach and Causality Analysis
International Journal of Applied Economics (Forthcoming)
Number of pages: 47
Posted: 16 Dec 2014
Accepted Paper Series
affiliation not provided to SSRN
Downloads
413
48.
Multivariate Linear and Non-Linear Causality Tests
Number of pages: 25
Posted: 22 May 2009
Last Revised: 22 Jul 2010
Working Paper Series
Northeast Normal University, Columbia University-Department of BioStatistics and Asia University, Department of Finance
Downloads
399
49.
Advances in Forecasting Under Instability
Economic Research Initiatives at Duke (ERID) Working Paper No. 111
Number of pages: 141
Posted: 28 Sep 2011
Last Revised: 27 Sep 2013
Accepted Paper Series
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads
364
50.
A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets
Number of pages: 34
Posted: 14 Nov 2017
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance
Downloads
360
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