Report NEP-ETS-2007-12-19This 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:
- Andersson, Michael K. & Karlsson, Gustav & Svensson, Josef, 2007. "The Riksbankâ€™s Forecasting Performance," Working Paper Series 218, Sveriges Riksbank (Central Bank of Sweden).
- Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.