Recent Top Papers (60 days)

As of: 05 Jun 2020 - 04 Aug 2020
Rank Paper Downloads
1.

Calibration of Local Correlation Models. Notice to Skeptics of Particle Methods: With the Diffusion Implied Kernel, You Will Have No More Excuses!

Natixis
282
2.

High-Dimensional Dynamic Stochastic Model Representation

Università della Svizzera italiana - Institute of Computational Science and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
82
3.

Predictive Regression with p-Lags and Order-q Autoregressive Predictors

Queensland University of Technology, Queensland University of Technology and University of Queensland
39
4.

Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin

University of Bristol. School of Computer Science, Electronic and Electrical Engineering, Riskcare Ltd. and Riskcare Ltd.
21

All Time Top Papers

As of: 02 Jan 1997 - 04 Aug 2020
Rank Paper Downloads
1.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

University of Hertfordshire Business School
3,845
2.

A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics

University of Pavia and University of Pavia
3,584
3.

Panel Vector Autoregression in R with the Package Panelvar

Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
3,435
4.

How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice

Stanford University - Department of Political Science, Princeton University and Stanford University
3,188
5.

Neither 'Normal' nor 'Lognormal': Modeling Interest Rates Across All Regimes

ARPM - Advanced Risk and Portfolio Management and ARPM
2,849
6.

Identifying Accounting Quality

University of Chicago Booth School of Business
2,838
7.

Dealing with Logs and Zeros in Regression Models

CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration) and CREST - Institut Polytechnique de Paris
2,605
8.

A Ranking of Journals for the Health Economist

University of Wisconsin - Oshkosh
2,478
9.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)

Birkbeck, University of London and University of Reims Champagne-Ardenne
2,178
10.

The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes

Independent and affiliation not provided to SSRN
2,036