Report NEP-ETS-2001-07-23

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Item repec:wop:calsdi:2001-09 is not listed on IDEAS anymore

• Naoto Kunitomo & Seisho Sato, 2001. "A Generalized SSAR Model and Predictive Distribution with an Application to VaR," CIRJE F-Series CIRJE-F-122, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:wop:calsdi:97-12r is not listed on IDEAS anymore

• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000. "The Distribution of Stock Return Volatility," Center for Financial Institutions Working Papers 00-27, Wharton School Center for Financial Institutions, University of Pennsylvania.