Report NEP-ETS-1999-12-01This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:wop:calsdi:9921 is not listed on IDEAS anymore
- Jens Weidmann, . "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Discussion Paper Serie B 303 B385, University of Bonn, Germany.
- Item repec:wop:calsdi:9922 is not listed on IDEAS anymore
- Jaap Geluk & Liang Peng & Casper G. de Vries, 1999. "Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series," Tinbergen Institute Discussion Papers 99-088/2, Tinbergen Institute.
- Jiang, George J. & Sluis, Pieter J. van der, 1999. "Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation," Research Report 99B31, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Item repec:alg:alfcee:1 is not listed on IDEAS anymore