Report NEP-ETS-2001-06-22This 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.
The following items were announced in this report:
- Allan Timmermann, 1999. "Moments of Markov Switching Models," FMG Discussion Papers dp323, Financial Markets Group.
- Gregory Connor, 2001. "A Structured GARCH Model of Daily Equity Return Volatility," FMG Discussion Papers dp370, Financial Markets Group.
- Item repec:fmg:fmgdps:dp0322 is not listed on IDEAS anymore