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Report NEP-ETS-2001-07-23
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:wop:calsdi:2001-09 is not listed on IDEAS anymore
- 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.
- Item repec:wop:calsdi:97-12r is not listed on IDEAS anymore
- 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.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000, "The Distribution of Stock Return Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-27, Oct.