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Report NEP-ETS-2000-05-22
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:
Brännäs, Kurt & de Gooijer, Jan G., 2000.
"ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH Umeå Economic Studies
535, Umeå University, Department of Economics.
Karlsson, Sune & Skoglund, Jimmy, 2000.
"Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects Working Paper Series in Economics and Finance
383, Stockholm School of Economics.
[Downloadable!] This page was last updated on 2009-12-20.
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 .