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Report NEP-ETS-1999-12-01
This 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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced 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.
[Downloadable!] 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).
[Downloadable!] Item repec:alg:alfcee:1 is not listed on IDEAS anymore
This page was last updated on 2009-11-8.
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 .