Report NEP-ETS-2002-08-08This 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:
- HorvÃ¡th, Csilla & Kornelis, Marcel & Leeflang, Peter S.H., 2002. "What marketing scholars should know about time series analysis : time series applications in marketing," Research Report 02F17, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics.