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SSRN eLibrary Search Results
JEL Code: C13
555,452 Total downloads
Showing Papers 741 - 790 of 2,953
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Incl. Electronic Paper A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors
European Stability Mechanism Working Paper No. 19
Lorenzo Ricci, Vincenzo Verardi and Catherine Vermandele
Université Libre de Bruxelles (ULB), FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Date Posted: May 24, 2017
Working Paper Series
6 downloads

An Augmented Market Approach to Patent Portfolio Valuation
Intellectual Asset Management, Issue 79, September/October 2016
Jiaqing "Jack" Lu
Intellectual Property Market Advisory Partners(IPMAP), LLC
Date Posted: May 24, 2017
Accepted Paper Series

On the Use of Intercepts as Performance Measures
Jim Musumeci
Bentley University - Department of Finance
Date Posted: May 24, 2017
Working Paper Series

Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou and Kostas D. Andriosopoulos
City University London - Sir John Cass Business School, Sir John Cass Business School, Cass Business School, City, University of London and ESCP Europe Business School
Date Posted: May 20, 2017
Working Paper Series

Incl. Electronic Paper Supplementary Appendix to: A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables
Kris Boudt, Dries Cornilly and Tim Verdonck
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel (VUB) and Department of Mathematics, KU Leuven
Date Posted: May 18, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper On Long Memory Behaviour and Predictability of Financial Markets
SEF Working paper: 05/2014
Long Hai Vo and Leigh Roberts
Economics discipline, UWA Business School and Victoria University of Wellington - School of Economics & Finance
Date Posted: May 16, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper New Bid-Ask Spread Estimators from Daily High and Low Prices
Zhiyong Li, Brendan John Lambe and Emmanuel Adegbite
De Montfort University, University of Leicester and Durham University
Date Posted: May 13, 2017
Working Paper Series
71 downloads

Financial and Accounting Approaches to Definition of the Intangible Factors Impact on the Value of the Company (Фінансово-бухгалтерські підходи щодо визначення впливу нематеріальних факторів на вартість підприємства)
Boronos V., Aleksandrov V. & Plikus I. (2016) “Financial and accounting approaches to definition of the intangible factors impact on the value of the company”. Economic annals-xxi 160 (7-8): 121-125 ,
Iryna Plikus
Sumy State University
Date Posted: May 13, 2017
Accepted Paper Series

Incl. Electronic Paper Bayesian Analysis of Moving Average Stochastic Volatility Models: Modelling in Mean Effects and Leverage for Financial Time Series
Stefanos Dimitrakopoulos and Michalis Kolossiatis
Oxford Brookes University and University of Cyprus
Date Posted: May 12, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Estimation of Dynamic Models with Occasionally Binding Constraints.
Tom Holden
University of Surrey - School of Economics
Date Posted: May 11, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper On the Estimation and Inference of Global Categorical Effects in General Parametric Models: With a Logit Regression Application
Paulo Saraiva and Somdutta Basu
Econ One Research and Econ One Research, Inc.
Date Posted: May 11, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
Annales d'Economie et de Statistique, 123-124,103-134, December, 2016
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and University of Salerno - Department of Economics
Date Posted: May 10, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Feasible Generalized Least Squares Using Machine Learning
Steve Miller and Richard Startz
University of Minnesota - Twin Cities - Department of Applied Economics and UCSB
Date Posted: May 10, 2017
Last Revised: May 11, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Neural Networks Applied to Chain-Ladder Reserving
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: May 10, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper A Dynamic Component Model for Forecasting High-Dimensional Realized Covariance Matrices
Econometrics and Statistics, 1, 40-61, 2017
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and University of Salerno - Department of Economics
Date Posted: May 09, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries
CESifo Working Paper Series No. 6415
Balazs Egert
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 08, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper GDP Trend-Cycle Decompositions Using State-Level Data
FEDS Working Paper No. 2017-051
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Date Posted: May 08, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Fama-French 1992 Redux with Robust Statistics
Christopher G Green and R. Douglas Martin
Independent and University of Washington Applied Mathematics and Statistics
Date Posted: May 05, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Fat-Tailed Regression with the DPLN Distribution
Enrique Calderin, Kevin Fergusson and Xueyuan Wu
University of Melbourne, Centre for Actuarial Studies, University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Faculty of Business and Economics
Date Posted: May 03, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Inverse Moment Methods for Sufficient Forecasting Using High-Dimensional Predictors
Wei Luo, Lingzhou Xue and Jiawei Yao
City University of New York (CUNY) - Department of Statistics and Computer Information Systems, Pennsylvania State University - Department of Statistics and Princeton University
Date Posted: May 01, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Generating Options-Implied Probability Densities to Understand Oil Market Events
FRB International Finance Discussion Paper No. 1122
Deepa Dhume Datta, Juan M. Londono and Landon Ross
Federal Reserve Board, Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
Date Posted: April 27, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper The Time-Varying Garch-in-Mean Model
Gustavo Fruet Dias
University of Aarhus
Date Posted: April 26, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper The Volatility of Capital Flows in Emerging Markets: Measures and Determinants
IMF Working Paper No. 17/41
Maria Sole Pagliari and Swarnali Ahmed
Rutgers, The State University of New Jersey and International Monetary Fund (IMF)
Date Posted: April 25, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Constrained Principal Components Estimation of Large Approximate Factor Models
UNSW Business School Research Paper No. 2017-12
Rachida Ouysse
University of New South Wales (UNSW)
Date Posted: April 22, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Realized Stochastic Volatility with General Asymmetry and Long Memory
TI 2017-038/III Tinbergen Institute Discussion Paper
Manabu Asai, Chia-Lin Chang and Michael McAleer
Soka University - Faculty of Economics, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: April 19, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia
Xiaodong Gong and Jiti Gao
Australian National University (ANU) - School of Economics and Monash University - Department of Econometrics & Business Statistics
Date Posted: April 11, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models
Quaderni - Working Paper DSE N° 1099,
Francesca Lilla
University of Bologna - Department of Economics
Date Posted: April 10, 2017
Working Paper Series
41 downloads

Incl. Electronic Paper Euler Equations, Subjective Expectations and Income Shocks
NHH Dept. of Economics Discussion Paper No. 05/2017
Orazio Attanasio, Agnes Kovacs and Krisztina Molnar
University College London - Department of Economics, University of Oxford - Department of Economics and Norwegian School of Economics (NHH) - Department of Economics
Date Posted: April 06, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Panel Models with Interactive Effects
USC-INET Research Paper No. 17-12
Cheng Hsiao
University of Southern California - Department of Economics
Date Posted: March 31, 2017
Working Paper Series
32 downloads

A Dual Early Warning Model of Bank Distress
Nikolaos I. Papanikolaou
University of Sussex - School of Business, Management and Economics
Date Posted: March 29, 2017
Working Paper Series

Incl. Electronic Paper Voluntary Turnover: What We Measure and What It (Really) Means
SOEPpaper No. 897
Matthias Georg Will
University of Wittenberg - Faculty of Economics and Business Administration
Date Posted: March 29, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series
CentER Discussion Paper Series No. 2017-017
Pavel Čížek and Chao Hui Koo
Tilburg University and Tilburg University
Date Posted: March 22, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Interquantile Expectation Regression
Tinbergen Institute Discussion Paper 2017-034/III
Sander Barendse
Erasmus University Rotterdam (EUR)
Date Posted: March 21, 2017
Working Paper Series
60 downloads

Incl. Electronic Paper Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market: Evidence from Implied Volatility Indices
Resources Policy, Forthcoming
Elie Bouri, Anshul Jain, Pratap Chandra Biswal and David Roubaud
Université Saint Esprit de Kaslik (USEK), Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Date Posted: March 20, 2017
Accepted Paper Series
38 downloads

Incl. Electronic Paper Producción De Bioetanol En México: Implicaciones Socio-Económicas (Bioethanol Production in Mexico: Socio-Economic Implications)
Revista Internacional Administracion & Finanzas, v. 10 (1) p. 13-24
Alberto Pérez Fernández and José Apolonio Venegas Venegas
Universidad Autónoma del Carmen and Universidad Autónoma de Chiapas (UNACH)
Date Posted: March 20, 2017
Accepted Paper Series
22 downloads

Incl. Electronic Paper Confidence Intervals in High-Dimensional Regression Based on Regularized Pseudoinverses
Tinbergen Institute Discussion Paper 2017-032/III
Didier Nibbering and Tom Boot
Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Groningen
Date Posted: March 16, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation
Farzad Pourbabaee
University of California, Berkeley - Department of Economics
Date Posted: March 14, 2017
Last Revised: May 20, 2017
Working Paper Series
64 downloads

Incl. Electronic Paper To Lie or Not to Lie: Survey Mode Effects on the Validity of Self-Reported Substance Use Data
Bin Peng, Mengxi Zhang and Xiaohui Zhang
University of Bath - Department of Economics, University of Technology Sydney and University of Exeter Business School - Department of Economics
Date Posted: March 10, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Date Posted: March 08, 2017
Last Revised: May 13, 2017
Working Paper Series
75 downloads

Incl. Electronic Paper Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach
Yoshimasa Uematsu and Shinya Tanaka
affiliation not provided to SSRN and Otaru University of Commerce
Date Posted: March 07, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models
Journal of Econometrics, Forthcoming
Emir Malikov and Yiguo Sun
Auburn University - Department of Agricultural Economics and Rural Sociology and University of Guelph
Date Posted: March 05, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Efficient Parameter Estimation for Multivariate Jump-Diffusions
Francois Guay and Gustavo Schwenkler
Boston University and Boston University - Department of Finance & Economics
Date Posted: March 03, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments
CAEPR Working Paper #2017-001
Juan Carlos Escanciano
Indiana University Bloomington - Department of Economics
Date Posted: March 02, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Zone Pricing in Retail Oligopoly
Cowles Foundation Discussion Paper No. 2079
Brian Adams and Kevin R. Williams
Bureau of Labor Statistics and Yale School of Management
Date Posted: March 02, 2017
Last Revised: April 29, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper A Gravity-Based Revealed Comparative Advantage Estimator
UNSW Business School Research Paper No. 2017-05
Scott French
UNSW Australia Business School, School of Economics
Date Posted: March 01, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Weighted-Average Least Squares Estimation of Generalized Linear Models
Tinbergen Institute Discussion Paper 2017-029/III
Giuseppe De Luca, J.R. Magnus and Franco Peracchi
University of Palermo, VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Date Posted: February 28, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Testing Beta-Pricing Models Using Large Cross-Sections
Valentina Raponi, Cesare Robotti and Paolo Zaffaroni
Imperial College Business School, Imperial College Business School and Imperial College Business School
Date Posted: February 28, 2017
Working Paper Series
88 downloads

Incl. Electronic Paper Algunas Aplicaciones De La Teoría De Control Óptimo En Finanzas (Some Applications of the Optimum Control Theory in Finance)
John Freddy Moreno Trujillo
Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales
Date Posted: February 25, 2017
Last Revised: May 10, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Estimation of Discrete Dividends Using American Options
Sascha Desmettre, Sarah Grün and Ralf Korn
Karlsruhe Institute of Technology - Department of Mathematics, Fraunhofer ITWM and University of Kaiserslautern - Department of Mathematics
Date Posted: February 24, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Machine Learning Techniques for Mortality Modeling
Philippe Deprez, Pavel V. Shevchenko and Mario V. Wuthrich
ETH Zurich - Department of Mathematics, Applied Finance and Actuarial Studies, Macquarie University and RiskLab, ETH Zurich
Date Posted: February 23, 2017
Working Paper Series
112 downloads


 

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