SSRN JEL Code: C59

1.

Robust Value at Risk Prediction

Swiss Finance Institute Research Paper No. 07-31

Number of pages: 51 Posted: 17 Aug 2005 Last Revised: 13 Sep 2010

Working Paper Series

Loriano Mancini and Fabio Trojani

University of Lugano - Institute of Finance and University of Geneva

Downloads 1,090

2.

Public Debt, Money Supply, and Inflation: A Cross-Country Study and its Application to Jamaica

IMF Working Paper No. 06/121

Number of pages: 39 Posted: 21 Jun 2006

Working Paper Series

Goohoon Kwon, Lavern McFarlane and Wayne Robinson

International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN

Downloads 560

3.

Empirics of Growth and Development

INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008

Number of pages: 22 Posted: 07 Nov 2005 Last Revised: 24 Apr 2011

Accepted Paper Series

Steven N. Durlauf, Andros Kourtellos and Chih Ming Tan

University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

Downloads 501

4.

Determining the Optimal Order Picking Batch Size in Single Aisle Warehouses

ERIM Report Series Reference No. ERS-2002-64-LIS

Number of pages: 25 Posted: 17 Feb 2003

Working Paper Series

Tho Le-Duc and M. B. M. de Koster

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management

Downloads 320

5.

Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias

Number of pages: 27 Posted: 14 Jan 2013

Working Paper Series

Jon P. Nelson

Pennsylvania State University - College of the Liberal Arts - Department of Economic

Downloads 319

6.

Is God in the Details? A Reexamination of the Role of Religion in Economic Growth

Journal of Applied Econometrics, 27(7), p. 1059-1075, 2012

Number of pages: 32 Posted: 03 Oct 2006 Last Revised: 20 Aug 2013

Accepted Paper Series

Steven N. Durlauf, Andros Kourtellos and Chih Ming Tan

University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

Downloads 299

7.

Early Prediction of Bank Failures in the Republic of Croatia

Number of pages: 3 Posted: 20 Feb 2007

Working Paper Series

Domagoj Sajter

University of Osijek - Faculty of Economics

Downloads 273

8.

Are Any Growth Theories Robust?

Number of pages: 30 Posted: 13 Mar 2007

Working Paper Series

Steven N. Durlauf, Andros Kourtellos and Chih Ming Tan

University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

There are 2 versions of this paper

Downloads 266

9.

Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World

Princeton Quant Trading Conference 2015

Number of pages: 55 Posted: 08 Apr 2015 Last Revised: 10 Jun 2016

Working Paper Series

Yogesh Malhotra

Global Risk Management Network, LLC

Downloads 261

10.

Seasonality in Economic Models

University of Aarhus, Economics Working Paper No. 2001-16

Number of pages: 42 Posted: 18 Dec 2001

Working Paper Series

Bjarne Brendstrup, Svend Hylleberg, Morten Ørregaard Nielsen, Lars Skipper and Lars Stentoft

University of Aarhus - Department of Economics, University of Aarhus - Department of Economics, Queen's University - Department of Economics, University of Aarhus - Department of Economics and Department of Economics, University of Western Ontario

There are 2 versions of this paper

Downloads 260

11.

Pitfalls of Using Proxy Variables in Studies of Guns and Crime

Number of pages: 8 Posted: 29 Nov 2003

Working Paper Series

Carlisle E. Moody and Thomas B. Marvell

College of William and Mary - Department of Economics and Justec Research

Downloads 259

12.

The Effect of Public Debt on Growth in Multiple Regimes

Journal of Macroeconomics, Vol. 38, 2013

Number of pages: 19 Posted: 04 Jul 2012 Last Revised: 16 Dec 2013

Accepted Paper Series

Andros Kourtellos, Thanasis Stengos and Chih Ming Tan

University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

Downloads 259

13.

Mathematical Models for Planning Support

ERIM Report Series Reference No. ERS-2003-032-LIS

Number of pages: 31 Posted: 30 May 2003

Working Paper Series

L. G. Kroon and Rob Zuidwijk

Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 246

14.

Replication in Economics

IZA Discussion Paper No. 2760

Number of pages: 37 Posted: 04 May 2007

Working Paper Series

Daniel S. Hamermesh

University of Texas at Austin - Department of Economics

There are 2 versions of this paper

Downloads 234

15.

Modified Munich Chain-Ladder Method

Swiss Finance Institute Research Paper No. 14-65

Number of pages: 20 Posted: 30 Aug 2014

Working Paper Series

Michael Merz and Mario V. Wuthrich

University of Hamburg and RiskLab, ETH Zurich

Downloads 227

16.

Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences

Number of pages: 13 Posted: 08 Dec 2008

Working Paper Series

Edward Castronova and Matthew Falk

Indiana University and Indiana University Bloomington - Department of Telecommunications

Downloads 217

17.

PALMNET: A Pension Asset and Liability Model for the Netherlands

DNB Research Memorandum No. 760

Number of pages: 57 Posted: 24 Feb 2005

Working Paper Series

Maarten van Rooij, Arjen Siegmann and Peter J.G. Vlaar

De Nederlandsche Bank, VU University Amsterdam and De Nederlandsche Bank - Econometrics

Downloads 216

18.

Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data

IIIS Discussion Paper No. 131

Number of pages: 18 Posted: 04 May 2006

Working Paper Series

Viviana Fernandez and Brian M. Lucey

Adolfo Ibanez University and Trinity Business School, Trinity College Dublin

Downloads 203

19.

Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank

ECB Working Paper No. 142

Number of pages: 55 Posted: 20 Jan 2003

Working Paper Series

Alberto Cabrero, Gonzalo Camba-Mendez, Astrid Hirsch and Fernando Nieto

Banco de España, European Central Bank (ECB), European Central Bank (ECB) and Banco de España

Downloads 202

20.

Testing for Structural Breaks in Small Samples

IMF Working Paper No. 08/75

Number of pages: 29 Posted: 02 Apr 2008

Working Paper Series

Sergei Antoshin, Andrew Berg and Marcos Souto

George Washington University, School of Business, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - School of Business

Downloads 198

21.

Endogenous Growth in an Open Economy and the Real Exchange Rate

CESifo Working Paper No. 526

Number of pages: 29 Posted: 21 Aug 2001

Working Paper Series

Daniela Federici and Giancarlo Gandolfo

University of Cassino and Southern Lazio and Accademia dei Lincei

There are 2 versions of this paper

Downloads 195

22.

Best-Estimate Claims Reserves in Incomplete Markets

Swiss Finance Institute Research Paper No. 14-64

Number of pages: 21 Posted: 17 Aug 2014 Last Revised: 12 Nov 2014

Working Paper Series

Sebastian Happ, Michael Merz and Mario V. Wuthrich

University of Hamburg, University of Hamburg and RiskLab, ETH Zurich

Downloads 184

23.

Robust Capital Requirements with Model Risk

Number of pages: 42 Posted: 20 Jul 2013 Last Revised: 14 Jul 2014

Working Paper Series

Claudia Ravanelli and Pauline M. Barrieu

Center for Finance and Insurance and London School of Economics & Political Science (LSE)

There are 2 versions of this paper

Downloads 171

24.

Ranking the Predictive Performances of Value-at-Risk Estimation Methods

Number of pages: 25 Posted: 02 Oct 2010

Working Paper Series

Emrah Sener, Sayad Baronyan and Levent Mengütürk

Ozyegin University; Bank of America; Centre for Computational Finance, Center For Computational Finance and Center For Computational Finance

Downloads 159

25.

Robust Value at Risk Prediction: Appendix

Number of pages: 30 Posted: 12 Sep 2010

Working Paper Series

Loriano Mancini and Fabio Trojani

University of Lugano - Institute of Finance and University of Geneva

Downloads 155

26.

Dynamic Instrument Rules Based on Time Varying Coefficients Vector Autoregressive Modeling and Forecast-Based Monetary Policy

Number of pages: 38 Posted: 10 Feb 2005

Working Paper Series

Koiti Yano and Seisho Sato

Komazawa University and Graduate School of Economics, The University of Tokyo

Downloads 139

27.

Mobilizing Revenue in Sub-Saharan Africa: Empirical Norms and Key Determinants

IMF Working Paper No. 12/108

Number of pages: 44 Posted: 27 Aug 2012

Working Paper Series

Paulo Drummond, Wendell Daal, Nandini Srivastava and Luis Oliveira

International Monetary Fund (IMF), affiliation not provided to SSRN, affiliation not provided to SSRN and International Monetary Fund (IMF)

Downloads 138

28.

Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science

Number of pages: 33 Posted: 05 Jan 2009

Working Paper Series

Robert J. Franzese Jr. and Jude C. Hays

University of Michigan and University of Pittsburgh

Downloads 137

29.

An Equilibrium-Correction Model for Dynamic Network Data

ERIM Report Series Reference No. ERS-2001-39-MKT

Number of pages: 33 Posted: 26 Aug 2006

Working Paper Series

David J. Dekker, Philip Hans Franses and David Krackhardt

Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Econometrics and Carnegie Mellon University - David A. Tepper School of Business

Downloads 131

30.

Causal Relations via Econometrics

International Econometric Review, Vol 2, No. 1, p 36-56, April 2010

Number of pages: 31 Posted: 07 Apr 2009 Last Revised: 03 Sep 2012

Accepted Paper Series

Asad Zaman

Pakistan Institute of Development Economics

Downloads 130

31.

A Note on the Link between Asymmetric Risk and Shortfall Risk

Number of pages: 21 Posted: 03 Oct 2008

Working Paper Series

Ba M. Chu

Carleton University

Downloads 126

32.

Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents

Number of pages: 22 Posted: 13 Jun 2016

Working Paper Series

Emlyn James Flint and Eben Mare

Peregrine Securities and Independent

Downloads 125

33.

Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan

Number of pages: 89 Posted: 29 Jul 2011 Last Revised: 14 Aug 2011

Working Paper Series

Issam A.W. Mohamed

Al-Neelain University - Department of Economics

Downloads 114

34.

History Dependence in the Economy. A review of the Literature

Revista de Economia del Rosario, Vol. 4, No. 1, 2001

Number of pages: 24 Posted: 06 Sep 2006

Accepted Paper Series

Alejandro Gaviria

Fedesarrollo

Downloads 111

35.

Testing Distributional Assumptions: A L-Moment Approach

Number of pages: 39 Posted: 04 Sep 2008

Working Paper Series

Ba M. Chu and Mark Salmon

Carleton University and University of Cambridge - Faculty of Economics and Politics

Downloads 107

36.

The Most Entropic Canonical Copula with an Application To 'Style' Investment

Number of pages: 57 Posted: 04 Sep 2008

Working Paper Series

Stephen E. Satchell and Ba M. Chu

University of Cambridge - Faculty of Economics and Politics and Carleton University

There are 2 versions of this paper

Downloads 106

37.

The Most Entropic Canonical Copula with an Application To 'Style' Investment

Number of pages: 57 Posted: 21 Feb 2009

Working Paper Series

Stephen E. Satchell and Ba M. Chu

University of Cambridge - Faculty of Economics and Politics and Carleton University

There are 2 versions of this paper

Downloads 95

38.

Technological Choice and Network Externalities: A Catastrophe Model Analysis of Firm Software Adoption for Competing Operating Systems

Structural Change and Economic Dynamics, Vol. 12, pp. 29-57, 2001

Number of pages: 29 Posted: 23 Mar 2006

Accepted Paper Series

Rense Lange, Sean McDade and Terence A. Oliva

Illinois State Board of Education, The Gallup Organization and Independent

Downloads 93

39.

Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests

Number of pages: 26 Posted: 19 Oct 2007

Working Paper Series

A. (Tassos) G. Malliaris, Marco Corazza and Elisa Scalco

Loyola University of Chicago - Department of Economics, Ca Foscari University of Venice - Dipartimento di Economia and Independent

Downloads 78

40.

International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis'

International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis,' N. Bulz, ed., May 2011

Number of pages: 38 Posted: 05 Aug 2012

Accepted Paper Series

Nicolae Bulz

National Defence College, Romania

Downloads 73

41.

Modeling Stock Market Volatility in India: A Comparison of Univariate Deterministic Models

ICFAI Journal of Applied Finance, pp. 19-33, October 2003

Number of pages: 19 Posted: 23 Sep 2004

Accepted Paper Series

Saikat Sovan Deb, Srivyal Vuyyuri and Bijan Roy

Institute of Chartered Financial Analysts of India (ICFAI), Hyderabad - The Icfai Institute for Management Teachers (IIMT), Independent and ICFAI University

Downloads 65

42.

Failure to Launch? The Role of Land Inequality in Transition Delays

European Economic Review, Vol. 62, 2013

Number of pages: 35 Posted: 25 Apr 2011 Last Revised: 20 Aug 2013

Accepted Paper Series

Andros Kourtellos, Ioanna Stylianou and Chih Ming Tan

University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

Downloads 64

43.

The Network Picture of Labor Flow

Number of pages: 27 Posted: 16 Jul 2015

Working Paper Series

Eduardo Lopez, Omar A. Guerrero and Robert L. Axtell

University of Oxford - Said Business School, University of Oxford and George Mason University - Department of Computational Social Science

There are 2 versions of this paper

Downloads 64

44.

The Dynamics of Moonlighting in Pakistan

Number of pages: 16 Posted: 02 Jul 2011

Working Paper Series

Asma Hyder and Ather Masgood Ahmed

Institute of Business Administration and affiliation not provided to SSRN

Downloads 57

45.

Forecasting in the Presence of Recent Structural Change

Bank of England Working Paper No. 406

Number of pages: 49 Posted: 05 Dec 2010

Working Paper Series

Jana Eklund, George Kapetanios and Simon Price

Bank of England - Monetary Analysis, University of London - Queen Mary College - Department of Economics and Essex Business School

Downloads 56

46.

Noul Concept Original De 'Bioplatforme' Pentru Cercetare-Dezvoltare-Inovare Prin Transfer De Cunostinte (Stiintifice) Si Tehnologii – Concept Bazat Pe Eco-Bio-Geo-Economie (The 'Bio-Platforms' New and Original Concept Dedicated to the Research-Development-Innovation Through Knowledge Transfer and Technology Transfer – Concept Based on Eco-Bio-Geo-Economy)

Bio-Platforms and Eco-Bio-Geo-Economy Workshop, Director of the Center for Studies and Research on Agrosilvic Biodiversity, Acad. David Davidescu, INCE, Academia Română, Romania, August 15-17, 2013 ,

Number of pages: 10 Posted: 23 Sep 2013

Accepted Paper Series

Nicolae Bulz, Ioan Gaf-Deac, Denis Laurentiu Diaconescu, Amalia Strateanu and Alexandru T. Bogdan

National Defence College, Romania, Universitatatea “Spiru Haret”, GNIR Holding S.A., Romanian Academy - Institute of National Economy and Romanian Academy - Center for Agroforestry Biodiversity Study and Research

Downloads 54

47.

Estimación De La Relación Entre El Nivel De Precios Y La Tasa De Cambio Para Colombia (1991-2006), Mediante El Filtro De Kalman (Estimating the Relation between Price Levels and Exchange Rate for Colombia (1991-2006) Using Kalman's Filter)

Revista Semestre Económico (Universidad de Medellin), Vol. 15, No. 31, 2012,

Number of pages: 28 Posted: 29 Mar 2014

Accepted Paper Series

Fernando Chavarro Miranda, Manfred Enrique Grautoff II and Erika Viviana Mancipe Moncada

, Universidad Libre and Escuela Colombiana de Ingeniería

Downloads 50

48.

Scholar Mihai Draganescu's Role within the Scientific Knowledge Innovative Structural-Phenomenological Approach of the Chaordic Systems Alongside the Holistically Evolving Eco-Bio-Geo-Paradigms

Academic Symposium "Information and Knowledge within Mihai Drăgănescu's Opus," May 2013,

Number of pages: 34 Posted: 04 May 2013

Accepted Paper Series

Alexandru T. Bogdan, Nicolae Bulz, Sorin Chelmu and Amalia Strateanu

Romanian Academy - Center for Agroforestry Biodiversity Study and Research, National Defence College, Romania, Romanian Academy - Institute of National Economy and Romanian Academy - Institute of National Economy

Downloads 49

49.

Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences

RatSWD Working Paper No. 47

Number of pages: 9 Posted: 11 Aug 2009

Working Paper Series

Edward Castronova and Matthew Falk

Indiana University and RatSWD

Downloads 46

50.

‘Creative Partnership’ as a Type of Reflection and Prospect on Our Humankind: Qvo Vadis Homine 2050? (How Interdisciplinary & Intercultural Science-Praxis Relation Matter on Contemporary World within the Systemic Thinking?)

University of Aberdeen, School of Language and Literature, Centre for Modern Thought, October 2013

Number of pages: 167 Posted: 13 Oct 2013

Accepted Paper Series

Nicolae Bulz

National Defence College, Romania

Downloads 39

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