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Report NEP-ECM-2001-07-23
This is the archive for NEP-ECM , a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-ECM
The following items were anounced in this report:
M. Pitsillis & S. Satchell, 2001.
"Improving the Estimates of the Risk Premia - Application in the UK Financial Market Cambridge Working Papers in Economics
0109, Faculty of Economics, University of Cambridge.
[Downloadable!] Item repec:wop:calsdi:2001-09 is not listed on IDEAS anymore
Item repec:fmg:fmgdps:dp0382 is not listed on IDEAS anymore
Emmanuel Guerre & Pascal Lavergne, 2001.
"Rate-optimal data-driven specification testing in regression models Econometrics
0107001, EconWPA.
[Downloadable!] Naoto Kunitomo & Seisho Sato, 2001.
"A Generalized SSAR Model and Predictive Distribution with an Application to VaR CIRJE F-Series
CIRJE-F-122, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001.
"Modeling and Forecasting Realized Volatility Center for Financial Institutions Working Papers
01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Item repec:fmg:fmgdps:dp0383 is not listed on IDEAS anymore
Dean P. Foster & Robert A. Stine, 2001.
"Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy Center for Financial Institutions Working Papers
01-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Item repec:fmg:fmgdps:dp0384 is not listed on IDEAS anymore
Item repec:fmg:fmgdps:dp0385 is not listed on IDEAS anymore
This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .