Printed from https://ideas.repec.org/n/nep-ets/1999-07-28.html
Report NEP-ETS-1999-07-28
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Item repec:snu:ioerwp:no5 is not listed on IDEAS anymore
- Jacob Boudoukh & Matthew Richardson & Richard Stanton & Robert F. Whitelaw, 1999, "A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 7213, Jul.
- Item repec:snu:ioerwp:no8 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:199944 is not listed on IDEAS anymore
- Item repec:snu:ioerwp:no10 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:1998141 is not listed on IDEAS anymore
- Item repec:knz:cofedp:9904 is not listed on IDEAS anymore
- Item repec:snu:ioerwp:no7 is not listed on IDEAS anymore
- Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1999, "Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7214, Jul.
- Michael Belledin & Christian Schlag, 1999, "An Empirical Comparison of Alternative Stochastic Volatility Models," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 38.
- Item repec:snu:ioerwp:no9 is not listed on IDEAS anymore
- Item repec:snu:ioerwp:no6 is not listed on IDEAS anymore