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Report NEP-FIN-1999-12-01
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were anounced in this report:
- Jaap Geluk & Liang Peng & Casper G. de Vries, 1999.
"Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series,"
Tinbergen Institute Discussion Papers
99-088/2, Tinbergen Institute.
[Downloadable!]
- Item repec:wop:calsdi:9920 is not listed on IDEAS anymore
- Jiang, George J. & Sluis, Pieter J. van der, 1999.
"Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation,"
Research Report
99B31, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
[Downloadable!]
- J. Doyne Farmer, 1999.
"Physicists Attempt to Scale the Ivory Towers of Finance,"
Working Papers
99-10-073, Santa Fe Institute.
- Chirinko, Bob, 1999.
"Firm performance, financial institutions and corporate governance in the Netherlands,"
Research Report
99E40, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
[Downloadable!]
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk,"
Tinbergen Institute Discussion Papers
99-082/4, Tinbergen Institute.
[Downloadable!]
This page was last updated on 2009-12-20.
This information is provided to you by 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.