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
There are 2 versions of this paper
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
Downloads
186
A Large-Scale Field Experiment to Evaluate the Effectiveness of Paid Search Advertising
CEPR Discussion Paper No. DP12333
Number of pages: 21
Posted: 04 Oct 2017
Last Revised: 09 Oct 2017
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.
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
There are 2 versions of this paper
Social Identity and Preferences
Yale ICF Working Paper No. 08-13
Number of pages: 41
Posted: 25 Apr 2008
Downloads
160
Social Identity and Preferences
NBER Working Paper No. w13309
Number of pages: 30
Posted: 10 Aug 2007
Last Revised: 24 Sep 2009
Downloads
91
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
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