Search Results
JEL Code: C19

121,117 Total downloads

Viewing: 101 - 150 of 405 papers

101.

Clustering Techniques Applied to Outlier Detection of Financial Market Series Using a Moving Window Filtering Algorithm

ECB Working Paper No. 948
Number of pages: 45 Posted: 20 Oct 2008
Working Paper Series
European Central Bank and University of Barcelona
Downloads 210
102.

Asset Prices and Omitted Moments; a Stochastic Dominance Analysis of Market Efficiency

ERIM Report Series Reference No. ERS-2003-017-F&A
Number of pages: 30 Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads 208
103.

Quantum Theory of Securities Price Formation in Financial Markets

Number of pages: 38 Posted: 17 Apr 2016 Last Revised: 18 May 2016
Working Paper Series
Algostox Trading
Downloads 204
104.

Tail Behavior in Portfolio Optimization for Equity Style Factors

Number of pages: 21 Posted: 28 Dec 2018
Working Paper Series
Zurich Insurance Company Ltd. and Zurich Insurance Company Ltd
Downloads 198
105.

Electricity Options and Additional Information

Number of pages: 25 Posted: 21 Jul 2012
Working Paper Series
Evonik Steag GmbH, University of Oslo and University of Duisburg-Essen - Faculty of Economic Science
Downloads 193
106.

On the Role of Counterfactuals in Inferring Causal Effects of Treatments

Number of pages: 56 Posted: 14 Sep 2001
Working Paper Series
Humboldt University of Berlin
Downloads 193
107.

Social Genome Mining for Crisis Prediction

21st ACM SIGKDD Conference on Knowledge Discovery and Data Mining
Number of pages: 4 Posted: 11 Aug 2015 Last Revised: 02 Sep 2015
Accepted Paper Series
University of Southern Queensland - Faculty of Business, Education, Law and Arts, University of Wollongong, University of Southern Queensland and University of Southern Queensland
Downloads 193
108.

Survey Reliability & Instrument Calibration

Number of pages: 10 Posted: 01 Mar 2013
Working Paper Series
Bangkok University
Downloads 189
109.

A Generalized Method of Moments Estimator for a Spatial Model with Moving Average Errors, with Application to Real Estate Prices

Number of pages: 22 Posted: 27 Apr 2006
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 186
110.

A Large-Scale Field Experiment to Evaluate the Effectiveness of Paid Search Advertising

CESifo Working Paper Series No. 6684
Number of pages: 20 Posted: 31 Oct 2017
Working Paper Series
University of California, San Diego (UCSD), University of California, San Diego (UCSD) - Rady School of Management and University of Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 186
111.

Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio in a Present Value Perspective

Number of pages: 37 Posted: 13 May 2008
Working Paper Series
Core Dynamics GmbH and University of Basel
Downloads 185
112.

Romanian GDP Between 1990 and 2005: Structural Resemblance and Difference

Number of pages: 8 Posted: 24 Feb 2008
Working Paper Series
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Downloads 181
113.

The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis

CESifo Working Paper Series No. 3418
Number of pages: 39 Posted: 27 Apr 2011
Working Paper Series
University of Aberdeen, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 180
114.

The Identification of Long Memory Process in the Asean-4 Stock Markets by Fractional and Multifractional Brownian Motion

The Philippine Statistician, Vol. 55, Nos. 1-2, pp. 65-83, 2006
Number of pages: 19 Posted: 06 Sep 2006
Accepted Paper Series
University of the Philippines, University of the Philippines, Los Baños - School of Statistics, University of the Philippines, Los Baños - School of Statistics, Statistical Research and Training Center and University of the Philippines, Los Baños - School of Statistics
Downloads 179
115.

The Interpretation of DNA Evidence: A Case Study in Probabilities

National Academies of Science, Engineering and Medicine, Science Policy Decision-making Educational Modules, 2016, Penn State Law Research Paper No. 23-2016
Number of pages: 65 Posted: 27 Jul 2016 Last Revised: 02 Sep 2016
Accepted Paper Series
PSU - Penn State Law (University Park)
Downloads 178
116.

The Standard Biplot

Number of pages: 30 Posted: 05 Aug 2009
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 177
117.

Using Selective Sampling for Binary Choice Models to Reduce Survey Costs

Number of pages: 31 Posted: 20 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Groningen - Department of Marketing & Marketing Research
Downloads 177
118.

Decimalization, Realized Volatility, and Market Microstructure Noise

Number of pages: 48 Posted: 09 May 2008 Last Revised: 01 Nov 2011
Working Paper Series
Rayleigh Research
Downloads 176
119.

Financial Modelling with Copula Functions

Number of pages: 90 Posted: 21 Dec 2010
Working Paper Series
Chulalongkorn School of Integrated Innovation
Downloads 172
120.

Global Indexes for the Evaluation of University Teaching

UNIMI Economics Working Paper No. 15.2004
Number of pages: 10 Posted: 14 Jan 2005
Working Paper Series
Universita degli Studi di Milano and Universita degli Studi di Milano - Dipartimento Economia Politica e Aziendale - Sezione di Statistica e Matematica
Downloads 169
121.

Probabilistic and Statistical Fuzzy Set Foundations of Competitive Exception Learning

Number of pages: 15 Posted: 21 Feb 2003
Working Paper Series
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 168
122.

Local Polynomial Variance Function Estimation

Number of pages: 17 Posted: 03 Jan 1998
Working Paper Series
Cornell University, Harvard University, Lund University - Department of Mathematical Statistics and Lund University - Department of Mathematical Statistics
Downloads 167
123.

Longitudinal Modeling of Insurance Claim Counts Using Jitters

Number of pages: 21 Posted: 12 Sep 2011
Working Paper Series
University of Wisconsin - Madison and University of Connecticut - Department of Mathematics
Downloads 167
124.

Champernowne Model Estimates of Aggregate Concentration in the United States, 1931-2000

Number of pages: 65 Posted: 16 Oct 2008 Last Revised: 20 Oct 2008
Working Paper Series
University of London - Royal Holloway College - Department of Economics
Downloads 166
125.

Asset Commonality and Systemic Risk Among Large Banks in the United States

Number of pages: 30 Posted: 01 Oct 2014
Working Paper Series
Fedral Reserve Bank of Richmond and EY
Downloads 165
126.

Post Positivist Probability

Number of pages: 14 Posted: 22 Dec 2008
Working Paper Series
PIDE
Downloads 165
127.

Dynamic Topic Modelling for Cryptocurrency Community Forums

SFB 649 Discussion Paper 2016-051
Number of pages: 22 Posted: 28 Nov 2016
Working Paper Series
University of York, NUS Business School, Humboldt University of Berlin, Humboldt University of Berlin and Blockchain Research Center
Downloads 163
128.

The U.S. Department of Commerce's Approach to Targeted Dumping: The Wrong Test and the Wrong Response

Number of pages: 25 Posted: 28 Jun 2014
Working Paper Series
Economists Incorporated
Downloads 163
129.

Social Identity and Preferences

Yale ICF Working Paper No. 08-13
Number of pages: 41 Posted: 25 Apr 2008
Working Paper Series
Anderson School of Management, Yale School of Management and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 160
130.

A Case Study of Misconceptions Students in the Learning of Mathematics; The Concept Limit Function in High School

Jurnal Riset Pendidikan Matematika, Volume 4, Nomor 1, 2017
Number of pages: 8 Posted: 05 Jun 2017 Last Revised: 19 Jul 2017
Accepted Paper Series
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Downloads 159
131.

Testing Adverse Selection with Two-Dimensional Information: Evidence from Singapore Auto Insurance Market

Number of pages: 36 Posted: 21 Feb 2011 Last Revised: 27 Sep 2011
Working Paper Series
University of Wisconsin - Madison, Northern Illinois University and University of Connecticut - Department of Mathematics
Downloads 158
132.

Subgroup Analysis via Recursive Partitioning

UC Davis Graduate School of Management Research Paper No. 12-09
Number of pages: 20 Posted: 12 Feb 2009
Working Paper Series
University of Central Florida, University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management, University of Central Florida and United States Bureau of Labor Statistics
Downloads 157
133.

Beyond Uniqueness: The Birthday Paradox, Source Attribution, and Individualization in Forensic Science Testimony

Law, Probability & Risk, November 2012
Number of pages: 13 Posted: 07 Nov 2012
Accepted Paper Series
PSU - Penn State Law (University Park)
Downloads 154
134.

Global Warming and Environmental Production Efficiency Ranking of the Kyoto Protocol Nations

Journal of Environmental Management, Vol. 90, pp. 1178-1183, 2009
Number of pages: 18 Posted: 25 Jul 2008 Last Revised: 31 Dec 2018
Accepted Paper Series
University of Washington Tacoma, Milgard School of Business-Accounting, University of Minnesota, Duluth - Labovitz School of Business and Economics (LSBE), Independent and Independent
Downloads 153
135.

Generalized Canonical Correlation Analysis of Matrices with Different Row and Column Orders

UPF Economics and Business Working Paper No. 696
Number of pages: 25 Posted: 22 Sep 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 150
136.

Characterising the Business Cycle for Accession Countries

IGIER Working Paper No. 261
Number of pages: 46 Posted: 18 May 2004
Working Paper Series
University of Manchester - Institute for Political & Economic Governance (IPEG), Bocconi University - Department of Economics and University of Rome II - Department of Economics and Finance
Downloads 149
137.

Sv Mixture Models with Application to S&P 500 Index Returns

Number of pages: 61 Posted: 08 Mar 2006 Last Revised: 21 Feb 2008
Working Paper Series
Quantos Analytics
Downloads 148
138.

Credit Derivatives Risk Management

Number of pages: 9 Posted: 08 Apr 2012
Working Paper Series
Wuhan University of Science and Technology
Downloads 147
139.

Risk-Based Assessment of Deposit Insurance Fund Adequacy

Number of pages: 25 Posted: 01 Jul 2012
Working Paper Series
National Research University Higher School of Economics and Aviva plc
Downloads 143
140.

Spatial Polarization of Per Capita Income: The Analysis of the Italian Case Based on Province-Level Data

Bank of Italy Economic Research Paper No. 611
Number of pages: 43 Posted: 04 Jan 2007
Working Paper Series
Bank of Italy
Downloads 142
141.

Weighted Metric Multidimensional Scaling

UPF Economics and Business Working Paper 777
Number of pages: 13 Posted: 16 Nov 2005
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 142
142.

A Note on the Dual Scaling of Dominance Data and its Relationship to Correspondence Analysis

UPF Economics and Business Working Paper No. 430
Number of pages: 11 Posted: 01 May 2000
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 141
143.

Analytical Models of Operational Risk and New Results on the Correlation Problem

Number of pages: 9 Posted: 03 Jul 2013 Last Revised: 08 May 2014
Working Paper Series
Société Générale
Downloads 140
144.

Anticipation and Returns in Event Studies

Number of pages: 37 Posted: 07 Jan 2013
Working Paper Series
Loyola Marymount University - Department of Finance and Loyola Marymount University - Department of Finance
Downloads 138
145.

Panel Analysis of Polish Regional Cities: Residential Price Convergence in the Primary Market

Number of pages: 30 Posted: 26 Jun 2019 Last Revised: 19 Jul 2019
Working Paper Series
Cracow University of Economics and Narodowy Bank Polski
Downloads 138
146.

The 1989-94 Consumption Boom in Mexico: An Analysis of Cointegration Using Regime Shifts

Number of pages: 29 Posted: 30 Apr 2001
Working Paper Series
International Monetary Fund (IMF)
Downloads 137
147.

Tying Up the Loose Ends in Simple Correspondence Analysis

Number of pages: 37 Posted: 20 Jul 2007
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 137
148.

Hypercubes and the Future

Number of pages: 7 Posted: 14 May 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 135
149.

Is the Ohlson (1995) Model an Example of the Simpson's Paradox?

Number of pages: 10 Posted: 11 Jun 2009
Working Paper Series
International Training Institute
Downloads 134
150.

Price Cycles in Perth Petrol Markets: A Spectral Analysis

Number of pages: 21 Posted: 30 Jul 2008
Working Paper Series
DBP
Downloads 132