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JEL Code: C65

71,470 Total downloads

Viewing: 101 - 150 of 432 papers

101.

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Number of pages: 38 Posted: 23 Jul 2013 Last Revised: 29 Sep 2016
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 169
102.

The Pseudo-Information Filter

Number of pages: 10 Posted: 08 Jun 2012
Working Paper Series
Arizona State University (ASU) - Finance Department
Downloads 166
103.

Multifractality in Finance: A Deep Understanding and Review of Mandelbrot's MMAR

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 05/WP/2015
Number of pages: 39 Posted: 07 Mar 2015
Working Paper Series
Cass Business School
Downloads 164
104.

Center-Periphery Structures and Dependency: A Theoretical and Methodological Proposal

Number of pages: 39 Posted: 03 Dec 2019
Working Paper Series
Universidad Central del Ecuador and Cornell University - Department of Economics
Downloads 162
105.

Entropy Approach to Incorporate Fat Tailed Constraints in Financial Models

Number of pages: 36 Posted: 26 Jul 2010
Working Paper Series
Tata Institute of Fundamental Research (TIFR) and Tata Institute of Fundamental Research (TIFR)
Downloads 156
106.

Equilibrium Bias of Technology

MIT Department of Economics Working Paper No. 05-30
Number of pages: 59 Posted: 30 Nov 2005
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 154
107.

Gasoline Price Cycle Drivers: An Australian Case Study

Number of pages: 39 Posted: 26 Feb 2010
Working Paper Series
Curtin University of Technology - Curtin Business School - School of Economics and Finance and DBP
Downloads 154
108.

Exit in Duopoly with Asymmetric Market Shares Under Jump-Diffusion Uncertainty

Number of pages: 28 Posted: 24 Feb 2006
Working Paper Series
Federal Reserve Bank of New York
Downloads 153
109.

Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries

Department of Management, Università Ca' Foscari Venezia Working Paper No. 3/2012
Number of pages: 17 Posted: 18 Apr 2012
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Department of Management
Downloads 148
110.

Retail Gasoline Markets as Networks

Number of pages: 20 Posted: 26 Feb 2010
Working Paper Series
Curtin University of Technology - Curtin Business School - School of Economics and Finance and DBP
Downloads 146
111.

The Shape and Frequency of Edgeworth Price Cycles in an Australian Retail Gasoline Market

Number of pages: 39 Posted: 26 Feb 2010
Working Paper Series
Curtin University of Technology - Curtin Business School - School of Economics and Finance and DBP
Downloads 146
112.

Clustering Commodity Markets in Space and Time: Clarifying Returns, Volatility, and Trading Regimes Through Unsupervised Machine Learning

Number of pages: 90 Posted: 31 Mar 2021 Last Revised: 31 Mar 2021
Working Paper Series
Michigan State University - College of Law, Institute of Business Research, University of Economics Ho Chi Minh City, Vietnam and University of Economics Ho Chi Minh City
Downloads 145
113.

A Problem of Risk Aversion: An Insurance Model with Excel Solver

Number of pages: 26 Posted: 25 Oct 2017
Working Paper Series
University of Girona - Department of Economics, University of Girona and University of Girona
Downloads 142
114.

A Comparison of Reduced-Form Permit Price Models and Their Empirical Performances

MIT CEEPR Working Paper Series, WP-2009-018
Number of pages: 26 Posted: 23 Dec 2009 Last Revised: 05 Dec 2010
Accepted Paper Series
University of Duisburg-Essen and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 140
115.

Applied Intertemporal Optimization

Number of pages: 318 Posted: 23 Feb 2010
Working Paper Series
University of Mainz
Downloads 138
116.

Transition to Clean Technology

Harvard Business School Entrepreneurial Management Working Paper No. 15-045
Number of pages: 54 Posted: 06 Dec 2014
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Department of Economics, University of Pittsburgh and Harvard University - Entrepreneurial Management Unit

Multiple version iconThere are 3 versions of this paper

Downloads 136
117.

Equimeasurable Rearrangements with Capacities

Mathematics of Operations Research, 40(2):429-445, 2015
Number of pages: 30 Posted: 28 Mar 2012 Last Revised: 20 Jul 2015
Accepted Paper Series
University of Waterloo
Downloads 135
118.

The Role of Fund Size in the Performance of Mutual Funds Assessed with DEA Models

Department of Management, Università Ca' Foscari Venezia Working Paper No. 2014/18
Number of pages: 19 Posted: 05 Oct 2014 Last Revised: 05 Oct 2014
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Department of Management
Downloads 135
119.

Plotting Ternary Diagrams by R Library ggtern for Geological Modelling

Eastern Anatolian Journal of Science, Vol. 5, Issue 2, pp. 16-25
Number of pages: 10 Posted: 06 Jan 2020
Accepted Paper Series
Université Libre de Bruxelles (ULB), École polytechnique de Bruxelles
Downloads 134
120.

The Choice of Standards for a Reporting Language

Number of pages: 11 Posted: 18 Dec 2005
Working Paper Series
University of Bergen, University of Bergen and University of Alberta - Department of Accounting, Operations & Information Systems

Multiple version iconThere are 2 versions of this paper

Downloads 133
121.

The Hitchhiker's Guide to the Risk-Neutral Galaxy

Number of pages: 97 Posted: 30 Apr 2019 Last Revised: 30 Mar 2020
Working Paper Series
Royal Bank of Canada - Capital Markets (Toronto)
Downloads 131
122.

Investment Decisions with Two-Factor Uncertainty

CentER Discussion Paper Series No. 2018-003
Number of pages: 21 Posted: 13 Feb 2018
Working Paper Series
University of Antwerp - Department of Economics, Tilburg University, CentERASML, Tilburg University - Department of Econometrics & Operations Research, Norwegian University of Science and Technology, University of Lisbon - CEMAT and University of York - Department of Mathematics
Downloads 128
123.

The Equity Risk Posed by the Too-Big-To-Fail Banks: A Foster-Hart Estimation

Number of pages: 26 Posted: 26 Mar 2016
Working Paper Series
IIM Bangalore, State University of New York (SUNY) - Department of Applied Mathematics and Statistics, Bank of Japan and College of Business, Stony Brook University
Downloads 127
124.

Introducing Unit Invariant Knee (UIK) As an Objective Choice for Elbow Point in Multivariate Data Analysis Techniques

Number of pages: 7 Posted: 27 Sep 2017
Working Paper Series
National and Kapodistrian University of Athens - Faculty of Economics
Downloads 124
125.

Hybrid multifactor scheme for stochastic Volterra equations

Number of pages: 45 Posted: 23 Nov 2020 Last Revised: 28 Jul 2021
Working Paper Series
University of Copenhagen, Department of Mathematical Sciences
Downloads 123
126.

Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

Bank of Canada Working Paper No. 2007-13
Number of pages: 92 Posted: 13 Jan 2008
Working Paper Series
Bank of Canada and Cégep Montmorency
Downloads 120
127.

Are Foreign Currency Markets Interdependent? Evidence from Data Mining Technologies

Number of pages: 15 Posted: 29 Nov 2011
Working Paper Series
Loyola University Chicago and Loyola University Chicago
Downloads 119
128.

There Is Nothing to Fear – But the Fear of CoronaVirus, Itself

Number of pages: 9 Posted: 06 Apr 2020
Working Paper Series
International Program in Bioethics, U. of PortoInstitute of World Politics
Downloads 119
129.

Valuation of Equity-Linked Life Insurance Contracts with Surrender Guarantees in a Regime-Switching Rational Expectation Model

Number of pages: 29 Posted: 14 Mar 2012 Last Revised: 30 Apr 2012
Working Paper Series
University of Bonn - The Bonn Graduate School of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 118
130.

A Concept of Decision-Making in Times of Crisis and Uncertainty

KSI Transactions on Knowledge Society, Volume IX, March 2016
Number of pages: 5 Posted: 03 Apr 2017
Accepted Paper Series
University of National and World Economy, Department of Management
Downloads 113
131.

Valuing Patents and Trademarks in Complex Production Chains

Number of pages: 38 Posted: 12 Dec 2015 Last Revised: 10 Jan 2019
Working Paper Series
U.S. Department of the Treasury, Office of Tax Analysis (OTA)
Downloads 112
132.

The Choice of Standards for a Reporting Language

Proceedings of the 9th Asian Logic Conference, May 3, 2006
Number of pages: 11 Posted: 16 May 2006
Accepted Paper Series
University of Bergen, University of Bergen and University of Alberta - Department of Accounting, Operations & Information Systems

Multiple version iconThere are 2 versions of this paper

Downloads 111
133.

Lockdown and GDP Contraction in India: A National Income Perspective

Number of pages: 23 Posted: 03 Aug 2020
Working Paper Series
Indian Statistical Institute, Kolkata, Centre for Studies in Social Sciences, Calcutta and Xavier University of Bhubaneswar
Downloads 109
134.

When Does Labor Scarcity Encourage Innovation?

MIT Department of Economics Working Paper No. 09-07
Number of pages: 39 Posted: 08 Apr 2009
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 109
135.

Mirage on the Horizon: Geoengineering and Carbon Taxation Without Commitment

MIT Department of Economics Working Paper No. 18-04
Number of pages: 68 Posted: 09 Mar 2018
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT)

Multiple version iconThere are 2 versions of this paper

Downloads 108
136.

A Simple Spatial Model for Edgeworth Cycles

Number of pages: 14 Posted: 26 Feb 2010
Working Paper Series
Curtin University of Technology - Curtin Business School - School of Economics and Finance and DBP
Downloads 106
137.

Marginal Leverage Ratio as a Monitoring Tool of Systemic Risk

Number of pages: 9 Posted: 13 May 2015
Working Paper Series
BBVA Research

Multiple version iconThere are 3 versions of this paper

Downloads 105
138.

Proper Liquidity Measures

Number of pages: 37 Posted: 12 May 2018 Last Revised: 20 Aug 2018
Working Paper Series
Universidade Federal do Rio Grande do Sul (UFRGS) and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 105
139.

Correlation Behaviour of iShares Silver Trust During the 2010 Flash Crash

Number of pages: 19 Posted: 22 Aug 2013
Working Paper Series
Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 98
140.

Group Representations for Decision Making under Risk and Uncertainty

Number of pages: 47 Posted: 20 Dec 2012
Working Paper Series
University of Leicester
Downloads 98
141.

Local Volatility Calibration during Turbulent Periods

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 20 Posted: 08 Nov 2012 Last Revised: 30 Jan 2014
Accepted Paper Series
University of Greenwich, CMS and University of Macau - Department of Finance and Business Economics
Downloads 97
142.

Speeding Up VAR with Smart Monte Carlo

Number of pages: 34 Posted: 01 Mar 2018
Working Paper Series
Fordham UniversityBloomberg LP and Bloomberg L.P.
Downloads 97
143.

A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models

Number of pages: 33 Posted: 04 May 2013 Last Revised: 19 Jan 2015
Working Paper Series
IESEG School of Management, LEM CNRS, UMR 9221 and Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Downloads 96
144.

The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees

Number of pages: 37 Posted: 12 Oct 2011 Last Revised: 18 Jan 2012
Working Paper Series
Sun Yat-sen University (SYSU) - Lingnan (University) College, Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 96
145.

A Solution to Matching with Preferences Over Colleagues

FEEM Working Paper No. 120.05, Caltech SS Working Paper No. 1226
Number of pages: 38 Posted: 23 Jun 2005
Working Paper Series
California Institute of Technology - Division of the Humanities and Social Sciences and Boston College
Downloads 92
146.

Path Dependency

Number of pages: 14 Posted: 23 Sep 2015
Working Paper Series
New School for Social Research
Downloads 92
147.

Weak Convergence to Stochastic Integrals for Econometric Applications

Cowles Foundation Discussion Paper No. 1971
Number of pages: 30 Posted: 03 Dec 2014
Working Paper Series
Tong Ji University - School of Economics and Management, Yale University - Cowles Foundation, Zhejiang University - College of Economics and University of Sydney
Downloads 91
148.

Financial Conditions and Economic Activity: A Statistical Approach

BIS Quarterly Review March 2013
Number of pages: 15 Posted: 12 Apr 2013
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 90
149.

Judgment Aggregation Theory Can Entail New Social Choice Results

HEC Paris Research Paper No. ECO/SCD-2014-1063
Number of pages: 8 Posted: 04 Nov 2014
Working Paper Series
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and GREGHEC
Downloads 89
150.

On the Use of Agricultural System Models for Exploring Technological Innovations Across Scales in Africa: A Critical Review

ZEF-Discussion Paper No. 223
Number of pages: 97 Posted: 05 Aug 2016
Working Paper Series
University of Goettingen (Göttingen), Wageningen UR, Natural Resources Institute Finland (Luke), Natural Resources Institute Finland (Luke) and Wageningen University - Development Economics
Downloads 89