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Report NEP-FMK-2009-03-07
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:
Besancenot, Damien & Vranceanu, Radu, 2008.
"Financial distress and banks' communication policy in crisis times ESSEC Working Papers
DR 08018, ESSEC Research Center, ESSEC Business School.
[Downloadable!] Fulvio Corsi & Davide Pirino & Roberto Reno, 2009.
"Volatility Forecasting: The Jumps Do Matter Global COE Hi-Stat Discussion Paper Series
gd08-036, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Isao Ishida & Toshiaki Watanabe, 2009.
"Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model Global COE Hi-Stat Discussion Paper Series
gd08-032, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Federico M. Bandi & Roberto Reno, 2009.
"Nonparametric Stochastic Volatility Global COE Hi-Stat Discussion Paper Series
gd08-035, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009.
"Duration-Based Volatility Estimation Global COE Hi-Stat Discussion Paper Series
gd08-034, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Hiroki Masuda & Takayuki Morimoto, 2009.
"An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data Global COE Hi-Stat Discussion Paper Series
gd08-033, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Shamiri, Ahmed, 2008.
"Volatility Transmission: What Does Asia-Pacific Markets Expect? MPRA Paper
13706, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-6.
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 .