Printed from https://ideas.repec.org/n/nep-ets/2003-04-13.html
Report NEP-ETS-2003-04-13
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:
- Ole E. Barndorff-Nielsen & Neil Shephard, 2003, "Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W12, Apr.
- Ericsson, Johan & Karlsson, Sune, 2003, "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 524, Apr, revised 12 Feb 2004.
- Richter, Martin & Sørensen, Carsten, 2002, "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers, Copenhagen Business School, Department of Finance, number 2002-4, Jun.
- Item repec:dgr:kubcen:200327 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp489 is not listed on IDEAS anymore