Report NEP-ETS-2012-01-10This 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:
- Lars Stentoft, 2011. "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers 2011-52, School of Economics and Management, University of Aarhus.
- Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011. "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers 2011-51, School of Economics and Management, University of Aarhus.
- Item repec:mcd:mcddps:2012_02 is not listed on IDEAS anymore
- Lupi, Claudio, 2011. "Panel-CADF Testing with R: Panel Unit Root Tests Made Easy," Economics & Statistics Discussion Papers esdp11063, University of Molise, Dept. SEGeS.