Report NEP-ETS-2002-08-19This 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:
- Mercurio, Danilo & Spokoiny, Vladimir G., 2002. "Statistical inference for time-inhomogeneous volatility models," SFB 373 Discussion Papers 2002,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Nguyen Thanh Long, 2002. "Analytical Aproach to Value Options with State Variables of a Levy System," Finance 0207004, EconWPA, revised 19 Nov 2002.