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Friday, 20 June 2014

SSRN Top Downloads For Econometrics: Econometric & Statistical Methods - Special Topics eJournal

1


1,720


ANANTA: A Systematic Quantitative FX Trading Strategy













Nicolas Georges




















Independent



Date posted to database: 2 Apr 2014


Last Revised: 29 May 2014


2


269


Local Stochastic Volatility Models: Calibration and Pricing













Cristian Homescu




















Independent



Date posted to database: 11 Jun 2014


Last Revised: 11 Jun 2014


3


161


Measuring the Measurement Error: A Method to Qualitatively Validate Sensitive Survey Data













Christopher Blattman,






Tricia Gonwa,






Julian Jamison,






Katherine Rodrigues and






Margaret Sheridan




































































Columbia University - School of International &
Public Affairs (SIPA), The World Bank, Consumer Financial Protection
Bureau - Research Department, Columbia University SIPA and Harvard
Medical School/Boston Children's Hospital



Date posted to database: 13 Jun 2014


Last Revised: 13 Jun 2014


4


63


Kauffman Index of Entrepreneurial Activity, 1996-2013













Robert W. Fairlie




















University of California, Santa Cruz - Department of Economics



Date posted to database: 14 Apr 2014


Last Revised: 14 Apr 2014


5


59


Quantitative Tactical Asset Allocation Using Ensemble Machine Learning Methods













Kemal Oflus




















Independent



Date posted to database: 27 May 2014


Last Revised: 27 May 2014


6


49


Grey-Box Methods in Forecasting Financial Markets













James A. Sørlie




















Caixa Cinzenta SA



Date posted to database: 26 May 2014


Last Revised: 1 Jun 2014


7


41


Chance-Constrained Surgery Planning Under Uncertain or Ambiguous Surgery Duration













Yan Deng,






Siqian Shen and






Brian Denton












































University of Michigan at Ann Arbor - Department of
Industrial and Operations Engineering, University of Michigan at Ann
Arbor - Department of Industrial and Operations Engineering and
University of Michigan at Ann Arbor - Department of Industrial and
Operations Engineering



Date posted to database: 4 May 2014


Last Revised: 4 May 2014


8


40


A Network Approach to Portfolio Selection













Gustavo Peralta and






Abalfazl Zareei
































Universidad Carlos III de Madrid and Universidad Carlos III de Madrid



Date posted to database: 29 Apr 2014


Last Revised: 29 Apr 2014


9


40


Financial Risk Measurement and Joint Extreme Events: The Normal, Student-T, and Mixture of Normals













Thomas Coleman




















University of Chicago - Booth School of Business



Date posted to database: 17 May 2014


Last Revised: 17 May 2014


10


37


Supplier Assessment and Selection Using Fuzzy Analytic Hierarchy Process in a Steel Manufacturing Company













Farzad Tahriri,






Mohammad Dabbagh and






Nader Ale Ebrahim












































University of Malaya (UM) - Faculty of Engineering,
University of Malaya (UM) - Faculty of Computer Science and Information
Technology and Department of Engineering Design and Manufacture, Faculty
of Engineering, University of Malaya (UM)Research Support Unit, Centre
of Research Services, Institute of Research Management and Monitoring
(IPPP), University of Malaya (UM)



Date posted to database: 15 Apr 2014


Last Revised: 15 Apr 2014


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