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Report NEP-ETS-2002-10-08
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:
- Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
- Brännäs, Kurt, 2002, "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," Umeå Economic Studies, Umeå University, Department of Economics, number 592, Oct.
- Item repec:wop:calsdi:2000-06r is not listed on IDEAS anymore
- Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
- Kabir K. Dutta & David F. Babbel, 2002, "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-26, Jun.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-27, Jul.
- Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002, "Forecasting Austrian HICP and its Components using VAR and ARIMA Models," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 73, Aug.