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Report NEP-FMK-2002-12-02
This is the archive for NEP-FMK , a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001.
"Limit order book as a market for liquidity Les Cahiers de Recherche
728, HEC Paris.
[Downloadable!] LOVO, Stefano & DECAMPS, Jean-Paul, 2002.
"Risk aversion and herd behavior in financial markets Les Cahiers de Recherche
758, HEC Paris.
[Downloadable!] Thierry Post & Haim Levy, 2002.
"Does Risk Seeking drive Asset Prices? Tinbergen Institute Discussion Papers
02-070/2, Tinbergen Institute.
[Downloadable!] Eugenie Hol & Siem Jan Koopman, 2002.
"Stock Index Volatility Forecasting with High Frequency Data Tinbergen Institute Discussion Papers
02-068/4, Tinbergen Institute.
[Downloadable!] Jun Yu & Zhenlin Yang & Xibin Zhang, 2002.
"A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options Monash Econometrics and Business Statistics Working Papers
17/02, 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 .