Report NEP-ETS-2007-03-31This 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:
- Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Working Papers 07-20, Bank of Canada.
- Item repec:gua:wpaper:em200703 is not listed on IDEAS anymore
- Fulvio Corsi & Francesco Audrino, 2007. "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007 2007-02, Department of Economics, University of St. Gallen.
- Item repec:pit:wpaper:300 is not listed on IDEAS anymore