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Report NEP-ETS-2002-07-31
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:
- Allen Abrahamson, 2002, "All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form," Finance, University Library of Munich, Germany, number 0205004, May.
- Jin-Chuan Duan & Genevieve Gauthier & Caroline Sasseville & Jean-Guy Simonato, 2002, "Seize the Moments: Approximating American Option Prices in the GARCH Framework," Finance, University Library of Munich, Germany, number 0206005, Jun.
- Kevin Moran & Veronika Dolar, 2002, "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Staff Working Papers, Bank of Canada, number 02-18, DOI: 10.34989/swp-2002-18.
- Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord, 2002, "Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/02, Feb.