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Report NEP-ETS-2002-10-08
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:
Marco Aiolfi & Carlo Ambrogio Favero, .
"Model Uncertainty, Thick Modelling and the predictability of Stock Returns Working Papers
221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!] Brännäs, Kurt, 2002.
"Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data Umeå Economic Studies
592, Umeå University, Department of Economics.
[Downloadable!] Item repec:wop:calsdi:2000-06r is not listed on IDEAS anymore
Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
Kabir K. Dutta & David F. Babbel, 2002.
"Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions Center for Financial Institutions Working Papers
02-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002.
"Parametric and Nonparametric Volatility Measurement Center for Financial Institutions Working Papers
02-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002.
"Forecasting Austrian HICP and its Components using VAR and ARIMA Models Working Papers
73, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!] 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 .