Printed from https://ideas.repec.org/n/nep-ecm/2001-07-23.html
Report NEP-ECM-2001-07-23
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:
- M. Pitsillis & S. Satchell, 2001, "Improving the Estimates of the Risk Premia - Application in the UK Financial Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0109, Jul.
- Item repec:wop:calsdi:2001-09 is not listed on IDEAS anymore
- Item repec:fmg:fmgdps:dp0382 is not listed on IDEAS anymore
- Emmanuel Guerre & Pascal Lavergne, 2001, "Rate-optimal data-driven specification testing in regression models," Econometrics, University Library of Munich, Germany, number 0107001, Jul.
- Naoto Kunitomo & Seisho Sato, 2001, "A Generalized SSAR Model and Predictive Distribution with an Application to VaR," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-122, Jul.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-01, Jan.
- Item repec:fmg:fmgdps:dp0383 is not listed on IDEAS anymore
- Dean P. Foster & Robert A. Stine, 2001, "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-05, Feb.
- Item repec:fmg:fmgdps:dp0384 is not listed on IDEAS anymore
- Item repec:fmg:fmgdps:dp0385 is not listed on IDEAS anymore