Report NEP-FIN-2001-06-22This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Gregory Connor, 2001. "A Structured GARCH Model of Daily Equity Return Volatility," FMG Discussion Papers dp370, Financial Markets Group.
- Item repec:fmg:fmgdps:dp0371 is not listed on IDEAS anymore
- Thorsten Hens & Klaus Schenk-Hoppï¿½, "undated". "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers 074, Institute for Empirical Research in Economics - University of Zurich.