Report NEP-ETS-2002-04-03This 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:
- Anders Rahbek & Neil Shephard, 2001. "Autoregressive conditional root model," Economics Papers 2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
- Pierre Collin-Dufresne & Robert Goldstein, "undated". "Unspanned Stochastic Volatility: Empirical Evidence and Affine Representation," GSIA Working Papers 2001-E9, Carnegie Mellon University, Tepper School of Business.
- Mary C. Kern & Jeanne M. Brett & Laurie R. Weingart, "undated". "Getting the Floor: Persistence, Motives, Strategy, and Individual Outcomes in Multi-party Negotiations," GSIA Working Papers 2001-E14, Carnegie Mellon University, Tepper School of Business.
- Dahl, Christian M. & Nielsen, Steen, 2001. "The Random Walk Of Stock Prices: Implications Of Recent Nonpara-Metric Tests," Working Papers 07-2001, Copenhagen Business School, Department of Economics.