NEP-ETS-2003-07-21

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Report NEP-ETS-2003-07-21

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Javier Gardeazábal & Marta Regúlez, 2002. "A factor model of seasonality in stock returns," DFAEII Working Papers 200219, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
Marina Resta & Davide Sciutti, . "A characterization of self-affine processes in finance through the scaling function," Modeling, Computing, and Mastering Complexity 2003 13, Society for Computational Economics. [Downloadable!]
Ryan SULEIMANN, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, EconWPA, revised 18 Jul 2003. [Downloadable!]
Ryan SULEIMANN, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, EconWPA, revised 18 Jul 2003. [Downloadable!]
Ryan SULEIMANN, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, EconWPA, revised 18 Jul 2003. [Downloadable!]

This page was last updated on 2009-12-20.

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