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Report NEP-ETS-2002-11-04
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:
- Christopher J. Neely, 2004, "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2002-017, DOI: 10.20955/wp.2002.017.