Report NEP-ECM-2000-07-27This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
- Item repec:dgr:rugsom:00f14 is not listed on IDEAS anymore
- Item repec:dgr:rugsom:00c16 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20000055 is not listed on IDEAS anymore