Report NEP-FMK-2001-03-13

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-FMK

The following items were announced in this report:

• Item repec:wop:calsdi:2000-26 is not listed on IDEAS anymore

• Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2001. "High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models," NBER Working Papers 8162, National Bureau of Economic Research, Inc.
• Ali Alami & Eric Renault, 2001. "Risque de modèle de volatilité," CIRANO Working Papers 2001s-06, CIRANO.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
• L. Ingber, 2001. "Statistical Mechanics of Financial Markets (SMFM): Applications to Trading Indicators and Options," Lester Ingber Papers 01at, Lester Ingber.
• Fumio Hayashi, 2000. "Bekaert-Hodrick93," Instructional Stata datasets for econometrics bhodrick93, Boston College Department of Economics.
• Item repec:wop:calsdi:2001-02 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2000-28 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2000-27 is not listed on IDEAS anymore