1.
Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp. 67-115
Number of pages: 37
Posted: 08 Aug 2011
Last Revised: 31 Jan 2014
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads
5,818
2.
Markov-Switching GARCH Models in R: The MSGARCH Package
Journal of Statistical Software, Vol. 91, Issue 4, 2019
Number of pages: 38
Posted: 02 Oct 2016
Last Revised: 20 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads
5,065
3.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Irvine
Downloads
4,483
4.
Balanced Baskets: A New Approach to Trading and Hedging Risks
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Number of pages: 44
Posted: 24 May 2012
Last Revised: 08 Sep 2012
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
3,765
5.
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 17 Mar 2012
Last Revised: 11 Aug 2020
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads
3,309
6.
Managing Risks in a Risk-On/Risk-Off Environment
Number of pages: 50
Posted: 23 Sep 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,947
7.
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics
There are 2 versions of this paper
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Downloads
2,542
Testing for Weak Instruments in Linear IV Regression
NBER Working Paper No. t0284
Number of pages: 73
Posted: 02 Apr 2003
Last Revised: 12 Apr 2021
Downloads
293
Downloads
2,542
8.
NETS: Network Estimation for Time Series
Number of pages: 35
Posted: 14 Apr 2013
Last Revised: 19 Oct 2018
Working Paper Series
University of Bologna and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
2,333
9.
Beyond Chance? The Persistence of Performance in Online Poker
PLoS ONE 10(3): e0115479, March 2015
Number of pages: 35
Posted: 15 Aug 2012
Last Revised: 03 Mar 2015
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam and VU Amsterdam - School of Business and Economics
Downloads
1,841
10.
Generalized Autoregressive Score Models in R: The GAS Package
Journal of Statistical Software, Vol. 88, Issue 6, pp. 1-28, 2019
Number of pages: 28
Posted: 21 Aug 2016
Last Revised: 04 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
1,707
11.
Perspective on Economic Growth of BRIC Countries: A Case of Brazil and India
Number of pages: 13
Posted: 25 Feb 2009
Working Paper Series
CSIR-HRDC - National Institute of Science, Technology & Development Studies (NISTADS) and affiliation not provided to SSRN
Downloads
1,622
12.
The Profitability of Five Popular Variations of Moving Averages on Indian Market Index S&P CNX Nifty 50 During January 2004-December 2014
Advances in Economics and Business Management, Feb. 2015
Number of pages: 7
Posted: 30 Jan 2015
Last Revised: 24 Mar 2015
Accepted Paper Series
Noida International University
Downloads
1,565
13.
Causality between Tax Revenue and Government Spending in Malaysia
The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 63-73, 2008
Number of pages: 11
Posted: 17 Feb 2010
Accepted Paper Series
Monash University-Gippsland Campus and University Sultan Zainal Abidin
Downloads
1,546
14.
Understanding Cryptocurrencies
Number of pages: 39
Posted: 29 Apr 2019
Last Revised: 22 Sep 2020
Working Paper Series
Blockchain Research Center, Duke University - Fuqua School of Business and International Research Training Group 1792
Downloads
1,537
15.
Python Guide to Accompany Introductory Econometrics for Finance
Number of pages: 175
Posted: 05 Nov 2019
Working Paper Series
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads
1,360
16.
A Value-Added Ranking of Law Schools
29 University of Florida Journal of Law & Public Policy 285-308 (2019), AccessLex Institute Research Paper No. 18-05
Number of pages: 24
Posted: 28 Jun 2015
Last Revised: 20 Feb 2020
Accepted Paper Series
Roger Williams University School of Law
Downloads
1,345
17.
Portfolio Oversight: An Evolutionary Approach
Number of pages: 50
Posted: 08 Nov 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,340
18.
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
There are 2 versions of this paper
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Downloads
1,224
Tractable and Consistent Random Graph Models
NBER Working Paper No. w20276
Number of pages: 62
Posted: 08 Jul 2014
Last Revised: 28 May 2021
Downloads
24
Downloads
1,224
19.
R Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads
1,125
20.
Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Number of pages: 5
Posted: 05 May 2015
Accepted Paper Series
Noida International University
Downloads
1,079
21.
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)
Number of pages: 57
Posted: 26 May 2018
Working Paper Series
Fidelity Investments, Inc. and New York University (NYU) - NYU Tandon School of Engineering
Downloads
1,067
22.
Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach
Published version:
Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37
Posted: 19 Jul 2017
Last Revised: 12 Jul 2019
Accepted Paper Series
City University of Hong Kong (CityUHK) - Department of Management Sciences, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Blockchain Research Center
Downloads
1,014
23.
When Do Covariates Matter? And Which Ones, and How Much?
Journal of Labor Economics, Forthcoming
Number of pages: 40
Posted: 26 Jun 2009
Last Revised: 16 Sep 2014
Accepted Paper Series
University of California, Berkeley - School of Law
Downloads
997
24.
The Impact of Crisis and Macroeconomic Variables Towards Islamic Banking Deposits
American Journal of Applied Sciences, Vol. 8, No. 12, pp.1413-1418, 2011
Number of pages: 6
Posted: 28 Feb 2012
Accepted Paper Series
International Islamic University of Malaysia (IIUM), Islamic Research and Training Institute and International Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences
Downloads
962
25.
Machine Learning in Energy Economics and Finance: A Review
Energy Economics, Vol. 81, 2019
Number of pages: 71
Posted: 15 Nov 2018
Last Revised: 08 Jun 2019
Accepted Paper Series
Economic Research Forum, Stevens Institute of Technology, School of Business and affiliation not provided to SSRN
Downloads
948
26.
A Network Formation Model Based on Subgraphs
Number of pages: 71
Posted: 09 Oct 2015
Last Revised: 26 Mar 2021
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
Downloads
943
27.
A Crash Course in Good and Bad Controls
Number of pages: 19
Posted: 29 Oct 2020
Last Revised: 17 Apr 2021
Working Paper Series
University of California, Los Angeles (UCLA), Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads
927
28.
Realised Kernels in Practice: Trades and Quotes
Number of pages: 32
Posted: 28 May 2008
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Business and Social Sciences and Harvard University
Downloads
909
29.
tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R
Number of pages: 43
Posted: 08 May 2019
Last Revised: 11 Aug 2020
Working Paper Series
University of Southern Denmark and University of A Coruña
Downloads
885
30.
EViews Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
University of Reading - ICMA Centre and ICMA Centre, University of Reading
Downloads
834
31.
Carbon Price Drivers: An Updated Literature Review
Number of pages: 9
Posted: 17 Apr 2011
Working Paper Series
University of Paris 8 Vincennes-Saint Denis
Downloads
823
32.
Downside Risk Evaluation with the R Package GAS
R Journal, Vol. 10, Issue 2, pp. 410-421, 2018
Number of pages: 12
Posted: 17 Nov 2016
Last Revised: 27 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
813
33.
Investing with Cryptocurrencies – evaluating their potential for portfolio allocation strategies
Number of pages: 64
Posted: 07 Nov 2018
Last Revised: 24 Oct 2020
Working Paper Series
Humboldt University of Berlin - Institute for Statistics and Econometrics, City University of Hong Kong (CityUHK) - Department of Management Sciences, Blockchain Research Center and Austrian Blockchain Center (ABC Research)
Downloads
790
34.
A Three Line Proof that OLS is BLUE
Number of pages: 2
Posted: 04 May 2012
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics
Downloads
784
35.
Causality Networks of Financial Assets
Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029
Number of pages: 73
Posted: 22 Dec 2016
Last Revised: 20 Jul 2017
Accepted Paper Series
University College Dublin, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology
Downloads
781
36.
AtsPy: Automated Time Series Forecasting in Python
Number of pages: 2
Posted: 14 May 2020
Working Paper Series
The Alan Turing Institute
Downloads
746
37.
The Distribution of Returns
Number of pages: 40
Posted: 27 Aug 2016
Last Revised: 15 Aug 2017
Working Paper Series
affiliation not provided to SSRN
Downloads
746
38.
Stata Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads
738
39.
Matching Methods in Practice: Three Examples
IZA Discussion Paper No. 8049
Number of pages: 67
Posted: 29 Mar 2014
Working Paper Series
Stanford Graduate School of Business
There are 2 versions of this paper
Matching Methods in Practice: Three Examples
IZA Discussion Paper No. 8049
Number of pages: 67
Posted: 29 Mar 2014
Downloads
728
Matching Methods in Practice: Three Examples
NBER Working Paper No. w19959
Number of pages: 66
Posted: 10 Mar 2014
Downloads
88
Downloads
728
40.
The Illusion of Predictability: How Regression Statistics Mislead Experts
International Journal of Forecasting, Forthcoming
Number of pages: 39
Posted: 01 Feb 2012
Accepted Paper Series
Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
716
41.
Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)
Number of pages: 37
Posted: 03 Sep 2019
Last Revised: 04 Nov 2019
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads
695
42.
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Accepted Paper Series
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
There are 2 versions of this paper
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Downloads
663
Downloads
663
43.
The Impact of Tether Grants on Bitcoin
Number of pages: 11
Posted: 14 Jun 2018
Working Paper Series
University of Queensland - Faculty of Business, Economics and Law
Downloads
657
44.
Express Measurement of Market Volatility Using Ergodicity Concept
Number of pages: 14
Posted: 21 Jul 2016
Last Revised: 10 Jun 2018
Working Paper Series
Algostox Trading
Downloads
648
45.
The Causal Effect of Education on Obesity: Evidence from Compulsory Schooling Laws
Number of pages: 66
Posted: 14 Nov 2009
Last Revised: 22 Nov 2009
Working Paper Series
HealthCore, Inc.
Downloads
639
46.
Technical Analysis of Indian Financial Market with the Help of Technical Indicators
International Journal of Science and Research (IJSR), ISSN (Online): 2319-7064 Index Copernicus Value (2013): 6.14 | Impact Factor (2013): 4.438
Number of pages: 3
Posted: 31 Mar 2015
Accepted Paper Series
Noida International University
Downloads
628
47.
Hidden Interactions in Financial Markets
Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume 116, Issue 22, p. 10646-10651, May 2019, DOI: 10.1073/pnas.1819449116
Number of pages: 33
Posted: 28 Jan 2018
Last Revised: 03 Aug 2020
Accepted Paper Series
University College Dublin, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology
Downloads
613
48.
Now-Casting and the Real-time Data Flow
ECB Working Paper No. 1564
Number of pages: 55
Posted: 12 Aug 2013
Working Paper Series
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
There are 2 versions of this paper
Now-Casting and the Real-time Data Flow
ECB Working Paper No. 1564
Number of pages: 55
Posted: 12 Aug 2013
Downloads
594
Now-Casting and the Real-Time Data Flow
CEPR Discussion Paper No. DP9112
Number of pages: 54
Posted: 28 Sep 2012
Downloads
6
Downloads
594
49.
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Journal of Business and Economic Statistics (Forthcoming)
Number of pages: 58
Posted: 17 Mar 2013
Last Revised: 03 Feb 2016
Accepted Paper Series
Princeton University - Bendheim Center for Finance, Claremont Colleges - Peter F. Drucker Graduate School of Management and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Downloads
536
50.
Causal Inference Methods: Lessons from Applied Microeconomics
Number of pages: 76
Posted: 15 Nov 2018
Working Paper Series
Texas A&M University - George Bush School of Government and Public Service and Texas A&M University - George Bush School of Government and Public Service
Downloads
525
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