Report NEP-ETS-2002-07-31This 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:
- Allen Abrahamson, 2002. "All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form," Finance 0205004, EconWPA.
- Jin-Chuan Duan & Genevieve Gauthier & Caroline Sasseville & Jean-Guy Simonato, 2002. "Seize the Moments: Approximating American Option Prices in the GARCH Framework," Finance 0206005, EconWPA.
- Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Working Papers 02-18, Bank of Canada.
- 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 3/02, Monash University, Department of Econometrics and Business Statistics.