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Report NEP-ETS-2006-06-10
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:
Robert F. Engle & Jose Gonzalo Rangel, 2005.
"The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes Working Papers
2005/13, Czech National Bank, Research Department.
[Downloadable!] Luc, BAUWENS & Genaro, SUCARRAT, 2006.
"General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation Discussion Papers (ECON - Département des Sciences Economiques)
2006013, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!] Gael M. Martin & Andrew Reidy & Jill Wright, 2006.
"Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility Monash Econometrics and Business Statistics Working Papers
10/06, Monash University, Department of Econometrics and Business Statistics.
[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 .