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Report NEP-ETS-2004-05-26
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:
- Sergio Da Silva, 2004, "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance, University Library of Munich, Germany, number 0405028, May.
- Sergio Da Silva, 2004, "Autocorrelation and the Sum of Stochastic Variables," Finance, University Library of Munich, Germany, number 0405020, May.
- Sergio Da Silva, 2004, "Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates," Finance, University Library of Munich, Germany, number 0405018, May.
- Sergio Da Silva, 2004, "Levy Flights, Autocorrelation, and Slow Convergence," Finance, University Library of Munich, Germany, number 0405021, May.
- Ricardo Gonçalves Silva, 2004, "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics, University Library of Munich, Germany, number 0405002, May.
- Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004, "Return-volatility linkages in the international equity and currency markets," Finance, University Library of Munich, Germany, number 0405022, May.
- Sergio Da Silva, 2004, "Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates," Finance, University Library of Munich, Germany, number 0405027, May.