NEP-ETS-2006-03-11

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Report NEP-ETS-2006-03-11

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:

Alexius, Annika & Post, Erik, 2006. "Cointegration and the stabilizing role of exchange rates," Working Paper Series 2006:8, Uppsala University, Department of Economics. [Downloadable!]
Dilip M. Nachane & Jose G. Clavel, 2005. "Forecasting interest rates: A Comparative assessment of some second generation non-linear model," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-009, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
Sandy Suardi & O.T.Henry & N. Olekalns, . "Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics," MRG Discussion Paper Series 0206, School of Economics, University of Queensland, Australia. [Downloadable!]
Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics. [Downloadable!]

This page was last updated on 2009-12-6.

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