Report NEP-IFN-2001-03-13This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Vimal Balasubramaniam issued this report. It is usually issued weekly.
The following items were announced 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.
- 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.
- Fumio Hayashi, 2000. "LTaylor96," Instructional Stata datasets for econometrics ltaylor96, Boston College Department of Economics.
- 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.
- 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.
- Kleijnen, J.P.C., 2001. "Experimental Design for Sensitivity Analysis of Simulation Models," Discussion Paper 2001-15, Tilburg University, Center for Economic Research.
- Item repec:wop:calsdi:2000-32 is not listed on IDEAS anymore