Search Results
JEL Code: C01

112,508 Total downloads

Viewing: 1 - 50 of 754 papers

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 5,520
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 4,178
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, HEC Montreal - Department of Decision Sciences, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads 4,130
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 3,408
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 3,100
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 2,609
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

Multiple version iconThere are 2 versions of this paper

Downloads 2,406
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 2,254
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 1,791
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 1,606
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 1,548
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 1,438
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 1,348
14.

A Value-Added Ranking of Law Schools

29 University of Florida Journal of Law & Public Policy 285-308 (2019), AccessLex Institute Research Paper No. 18-05
Number of pages: 24 Posted: 28 Jun 2015 Last Revised: 20 Feb 2020
Accepted Paper Series
Roger Williams University School of Law
Downloads 1,255
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,199
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 1,180
17.

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 912
18.

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 California, Berkeley - School of Law
Downloads 912
19.

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 902
20.

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 875
21.

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 872
22.

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 839
23.

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 826
24.

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 807
25.

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 785
26.

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 756
27.

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

Multiple version iconThere are 2 versions of this paper

Downloads 670
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 640
29.

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 624
30.

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 609
31.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 599
32.

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 597
33.

The Distribution of Returns

Number of pages: 40 Posted: 27 Aug 2016 Last Revised: 15 Aug 2017
Working Paper Series
University of Providence
Downloads 590
34.

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 565
35.

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

Multiple version iconThere are 2 versions of this paper

Downloads 556
36.

Python Guide to Accompany Introductory Econometrics for Finance

Number of pages: 175 Posted: 05 Nov 2019
Working Paper Series
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 522
37.

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 522
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 522
39.

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 513
40.

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

Multiple version iconThere are 2 versions of this paper

Downloads 512
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 490
42.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads 482
43.

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
44.

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 459
45.

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
46.

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 449
47.

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 445
48.

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
Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 428
49.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
University of Reading - ICMA Centre and ICMA Centre, University of Reading
Downloads 419
50.

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 419