Report NEP-ECM-2000-11-14
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Graflund, Andreas, 2000, "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers, Lund University, Department of Economics, number 2000:8, Oct, revised 30 Jan 2002.
- Item repec:qmw:qmwecw:wp423 is not listed on IDEAS anymore
- Item repec:wop:cirano:2000s46 is not listed on IDEAS anymore
- Item repec:gen:geneem:2000.01 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp422 is not listed on IDEAS anymore
- Item repec:wop:cirano:2000s47 is not listed on IDEAS anymore
- Item repec:gen:geneem:2000.04 is not listed on IDEAS anymore
- Byström, Hans, 2000, "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers, Lund University, Department of Economics, number 2000:14, Sep.
Printed from https://ideas.repec.org/n/nep-ecm/2000-11-14.html