Report NEP-ETS-2001-02-08
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:dgr:uvatin:20010007 is not listed on IDEAS anymore
- Nikola Gradojevic & Jing Yang, 2000, "The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables," Staff Working Papers, Bank of Canada, number 00-23, DOI: 10.34989/swp-2000-23.
- Jonathan H. Wright, 1999, "Long memory in emerging market stock returns," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 650.
- Item repec:dgr:uvatin:20010006 is not listed on IDEAS anymore
- Tim Bollerslev & Jonathan H. Wright, 1999, "High frequency data, frequency domain inference and volatility forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 649.
Printed from https://ideas.repec.org/n/nep-ets/2001-02-08.html