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Report NEP-IFN-2001-03-13
This is the archive for NEP-IFN , a report on new working papers in the area of International Finance. Yi-Nung Yang issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-IFN
The following items were anounced in this report:
Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2001.
"High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models ,"
NBER Working Papers
8162, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:wop:calsdi:2001-04 is not listed on IDEAS anymore
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001.
"Modeling and Forecasting Realized Volatility ,"
NBER Working Papers
8160, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Fumio Hayashi, 2000.
"LTaylor96 ,"
Instructional Stata datasets for econometrics
ltaylor96, Boston College Department of Economics.
[Downloadable!] Christopher F Baum, 2001.
"Efficient Management of Multi-Frequency Panel Data with Stata ,"
North American Stata Users' Group Meetings 2001
4.2, Stata Users Group.
[Downloadable!] Item repec:wop:epruwp:00-14 is not listed on IDEAS anymore
Fumio Hayashi, 2000.
"Bekaert-Hodrick93 ,"
Instructional Stata datasets for econometrics
bhodrick93, Boston College Department of Economics.
[Downloadable!] Kleijnen, J.P.C., 2001.
"Experimental design for sensitivity analysis of simulation models ,"
Discussion Paper
15, Tilburg University, Center for Economic Research.
[Downloadable!] Item repec:wop:calsdi:2000-32 is not listed on IDEAS anymore
This page was last updated on 2009-12-6.
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 .