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JEL Code: C50

534,941 Total downloads

Viewing: 151 - 200 of 815 papers

151.

Empirical Asset Return Distributions: Is Chaos the Culprit?

Applied Economics Letters, Vol. 11, No. 2, 2004
Number of pages: 18 Posted: 27 Jan 2003 Last Revised: 16 Sep 2010
Working Paper Series
University College Dublin
Downloads 289
152.

State Laws and the Independent Judiciary: An Analysis of the Effects of the Seventeenth Amendment on the Number of Supreme Court Cases Holding State Laws Unconstitutional

Albany Law Review, Vol. 66, No. 4, 2003, Chapman University Law Research Paper No. 08-12
Number of pages: 43 Posted: 14 Jun 2006 Last Revised: 15 May 2013
Accepted Paper Series
Antonin Scalia Law School at George Mason University
Downloads 289
153.

Generating Alpha Through Hedge Fund Investing: Effective Investment Template for Hedge Fund Investment

Number of pages: 18 Posted: 22 Jun 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 283
154.

Monotonicity of the Stochastic Discount Factor and Expected Option Returns

Number of pages: 76 Posted: 19 Feb 2009 Last Revised: 11 Feb 2015
Working Paper Series
Oakland University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 283
155.

Integration of ESG in Asset Allocation

Number of pages: 29 Posted: 05 Nov 2019 Last Revised: 11 Nov 2019
Working Paper Series
Lyxor Asset Management, Ecole Polytechnique, Palaiseau, Student, Lyxor Asset Management and Ecole Polytechnique
Downloads 280
156.

Rise of VAR Modelling Approach

Number of pages: 31 Posted: 12 Feb 2008
Working Paper Series
University of London - Department of Economics, SOAS

Multiple version iconThere are 2 versions of this paper

Downloads 280
157.

Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach

Number of pages: 13 Posted: 09 Jan 2015 Last Revised: 10 Jan 2015
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 277
158.

Active Risk Budgeting: A Portfolio Construction Methodology for Futures Strategies

Number of pages: 18 Posted: 02 May 2019 Last Revised: 15 May 2019
Working Paper Series
Qplum, affiliation not provided to SSRN, Wright Research, Qplum and Qplum
Downloads 276
159.

TFP, Costs, and Public Infrastructure: An Equivocal Relationship

IGIER Working Paper No. 176
Number of pages: 36 Posted: 11 Mar 2001
Working Paper Series
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and European University Institute
Downloads 276
160.

Model Uncertainty, Complexity and Rank in Finance

Number of pages: 45 Posted: 16 Nov 2004
Working Paper Series
University of California at Irvine - The Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 272
161.

Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations

Yale ICF Working Paper No. 00-41
Number of pages: 22 Posted: 20 Jun 2001
Working Paper Series
Yale University - Cowles Foundation
Downloads 270
162.

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Number of pages: 12 Posted: 21 Nov 2007
Working Paper Series
Duke University - Departments of Economics and Philosophy, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 268
163.

What is Hidden in the Fed's Model? The Second Approximation

Number of pages: 11 Posted: 03 Oct 2003
Working Paper Series
Financial Analysis Group
Downloads 263
164.

Ideas in Algorithmic Trading and System Modeling for Pedestrians

Number of pages: 69 Posted: 06 Nov 2011
Working Paper Series
Centre d'Etudes de Saclay (CEA)
Downloads 260
165.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Working Paper Series
Flov technologies, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 260
166.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 13 Apr 2016 Last Revised: 17 Nov 2017
Working Paper Series
Stockholm University - Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 259
167.

Modelling Electricity Forward Markets by Ambit Fields

Number of pages: 45 Posted: 05 Oct 2011
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of Oslo and Imperial College London
Downloads 256
168.

Neural Networks: Is it Hermeneutic?

Number of pages: 10 Posted: 25 Apr 2004
Working Paper Series
Newcastle University London
Downloads 255
169.

The Robustness of Identified VAR Conclusions About Money

FRB International Finance Discussion Paper No. 610
Number of pages: 50 Posted: 16 May 1998
Working Paper Series
Board of Governors of the Federal Reserve - Division of International Finance
Downloads 254
170.

Misspecified Copulas in Credit Risk Models: How Good is Gaussian?

Journal of Risk 8 (1), 2005, pp. 41-58
Number of pages: 29 Posted: 31 Oct 2013
Working Paper Series
University of Regensburg - Faculty of Business, Economics & Information Systems and University of Regensburg

Multiple version iconThere are 2 versions of this paper

Downloads 253
171.

The 'Monsoon Effect' in Indian Equity Market

Number of pages: 28 Posted: 23 Oct 2014 Last Revised: 24 Oct 2014
Working Paper Series
Amrita School of Business, Amrita Vishwa Vidyapeetham, B.K.School of Business Management, Gujarat University and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Downloads 249
172.

Monetary Policy Shifts and the Term Structure

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 17 Mar 2008
Working Paper Series
HEC Montreal, Columbia Business School - Economics Department and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 246
173.

A Complete Analytical Solution of the Asian Option Pricing within the Heston Model for Stochastic Volatility: A Probability Density Function Approach

Number of pages: 11 Posted: 23 May 2015
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 243
174.

The Influence of Secrecy on the Communication Structure of Covert Networks

CentER Discussion Paper No. 2008-23
Number of pages: 18 Posted: 21 Feb 2008
Working Paper Series
Military Operational Science, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 243
175.

A New Approach of Kernel Bandwidth Applications for Time-Series Using the Example of the Prediction of the Euro's Exchange Rate

Number of pages: 18 Posted: 14 Feb 2004
Working Paper Series
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 241
176.

Science and Ideology in Economic, Political and Social Thought

Number of pages: 61 Posted: 20 Nov 2006
Working Paper Series
Independent

Multiple version iconThere are 3 versions of this paper

Downloads 241
177.

Analysis of Contagion in Emerging Markets

Journal of Data Science 6(2008), 601-626
Number of pages: 26 Posted: 13 Mar 2007 Last Revised: 19 Oct 2013
Accepted Paper Series
Universidade Estadual de Campinas (UNICAMP), University of Campinas (UNICAMP) - Department of Statistics and Universidade Estadual de Campinas (UNICAMP)
Downloads 239
178.

On a Constructive Theory of Financial Markets (Prologue)

Number of pages: 21 Posted: 12 Apr 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 239
179.

Leading Indicators for Euro-Area Inflation and GDP Growth

IGIER Working Paper No. 235
Number of pages: 42 Posted: 26 May 2003
Working Paper Series
European University Institute, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 238
180.

The Economics of Music Production: The Narrow Paths for Record Companies to Enter the Digital Era

Communications & Strategies, No. 72, p. 131, 4th Quarter 2008
Number of pages: 23 Posted: 08 Apr 2009
Accepted Paper Series
Université Paris X Nanterre - Department of Economics
Downloads 236
181.

On the Development of an Efficient Deflator for the Estimation of Accounting-Based Valuation Models

Number of pages: 27 Posted: 30 Mar 2009 Last Revised: 23 Sep 2009
Working Paper Series
Universidad Carlos III de Madrid - Department of Business Administration, Hellenic Open University and University of Manchester - Manchester Business School
Downloads 235
182.

Another Look at the Asymmetric Reit-Beta Puzzle

Journal of Real Estate Research, Vol. 26, No. 1, 2004
Number of pages: 18 Posted: 03 Jan 2007
Accepted Paper Series
University of Alaska Fairbanks - School of Management (SOM), National Yunlin University of Science and Technology and University of Alaska Fairbanks - School of Management (SOM)
Downloads 234
183.

Discrete Sine Transform for Multi-Scales Realized Volatility Measures

Number of pages: 28 Posted: 19 Jan 2005
Working Paper Series
Universita di Pisa - Department of Physics and University of Pisa - Department of Economics
Downloads 233
184.

Introducing Nonlinear Dynamics to Two-Regime Market Model: Theory and Evidence

Monash University Working Paper
Number of pages: 36 Posted: 11 Feb 2003
Working Paper Series
RMIT University and University of Colorado, Colorado Springs
Downloads 233
185.

Probability and Structure in Econometric Models

Economics Research Initiatives at Duke (ERID) Working Paper No. 18
Number of pages: 39 Posted: 21 Nov 2007 Last Revised: 25 Feb 2009
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 233
186.

Beyond Backtesting: The Historical Evidence Trap

Number of pages: 6 Posted: 20 May 2015
Working Paper Series
University of Bremen - Department of Finance
Downloads 232
187.

An Analytical Framework for Assessing Asset Pricing Models and Predictability

Number of pages: 47 Posted: 19 Mar 2008
Working Paper Series
Université de Montréal - CIREQ - Département de sciences économiques, Imperial College Business School and ESSEC Business School
Downloads 231
188.

Non-Parametric Analysis of Technical Efficiency: Factors Affecting Efficiency of West Java Rice Farms

CERGE-EI Working Paper Series No. 286
Number of pages: 50 Posted: 25 Jun 2008
Working Paper Series
Czech National Bank
Downloads 231
189.

Optimal Dynamic Hedging via Copula-Threshold-GARCH Models

Number of pages: 24 Posted: 27 May 2009
Working Paper Series
Department of Finance, Da-Yeh University, Feng Chia University - Department of Statistics and University of Sydney
Downloads 231
190.

Bankruptcy Prediction Model: An Industrial Study in Indonesian Publicly-Listed Firms During 1999-2010

RIBER: Review of Integrative Business & Economics Research, Vol. 3, Issue 1, March 2014, p. 13-41, ISSN # 2304-1013
Number of pages: 28 Posted: 17 Feb 2014 Last Revised: 13 Dec 2019
Accepted Paper Series
Universitas Kristen Maranatha, School of Management Studies, Faculty of Economics and International University Liaison Indonesia (IULI)
Downloads 228
191.

Forecasting Binary Outcomes

Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
Number of pages: 99 Posted: 02 Dec 2012
Accepted Paper Series
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 228
192.

Regime Detection Based Risk Modeling of Asset Classes

Number of pages: 14 Posted: 28 May 2019 Last Revised: 28 May 2019
Working Paper Series
Qplum, Qplum, Wright Research, QPLUM LLC and Qplum
Downloads 228
193.

Measurability of Employment Protection Systems

Bocconi Legal Studies Research Paper No. 06-03, Politica Economica, No. 3, 2004
Number of pages: 25 Posted: 14 Nov 2004
Accepted Paper Series
Bocconi University - Department of Law, Bocconi University - Department of Policy Analysis and Public Management, Bocconi University - Department of Law and Bocconi University
Downloads 227
194.

The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity

Marketing Science, Vol. 30, No. 6, pp. 1115-1122, November-December 2011
Number of pages: 42 Posted: 07 Jul 2010 Last Revised: 16 Apr 2013
Accepted Paper Series
HEC Paris - Marketing, University of Tuebingen - Faculty of Economics and Social Sciences and University of Waikato. Management School
Downloads 227
195.

Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance

University of Aarhus, Department of Economics, Working Paper No. 1999-4
Number of pages: 49 Posted: 28 May 1999
Working Paper Series
Department of Business and Economics and Aarhus University - Department of Economics
Downloads 226
196.

Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity

Number of pages: 46 Posted: 26 Nov 2011
Working Paper Series
Ecole Nationale des Ponts et Chaussées (ENPC)
Downloads 224
197.

Time Varying Competition

Number of pages: 27 Posted: 24 Jun 2004
Working Paper Series
Yale School of Management, University of Chicago and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 224
198.

Consumer Search and Purchase: An Empirical Investigation of Retargeting Based on Consumer Online Behaviors

Marketing Science, Forthcoming
Number of pages: 46 Posted: 12 Jan 2017 Last Revised: 02 Jul 2020
Accepted Paper Series
University of Pennsylvania - The Wharton School, Washington University in St. Louis - John M. Olin Business School, Indiana University - Kelley School of Business and Fudan University - School of Management
Downloads 223
199.

Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach

Number of pages: 43 Posted: 17 Jul 2006 Last Revised: 30 Sep 2010
Working Paper Series
Lancaster University - Department of Accounting and Finance and Aarhus University - CREATES

Multiple version iconThere are 2 versions of this paper

Downloads 223
200.

Automated Discovery in Econometrics

Cowles Foundation Discussion Paper No. 1469
Number of pages: 22 Posted: 27 Jul 2004
Working Paper Series
Yale University - Cowles Foundation
Downloads 222