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Papers received as of Thu May  1 00:01:02 CDT 2003.
(To retrieve abstracts without full papers, use e.g.    get 0305001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-em/0305001
From: astrashn@uci.edu
Date: Fri, 2 May 2003 04:50:16 -0500   ( 0kb + 303kb )
Date (revised): Fri, 2 May 2003 05:03:42 -0500

Title: A Method for Assigning Letter Grades: Multi-Curve Grading
Author: Alex Strashny (University of California, Irvine)
Contact: astrashn@uci.edu
Comments: Type of Document - TeX / pdf; prepared on PC; to print on any;
pages: 22; figures: included
Keywords: letter grade, course grade, grade assignment, education
measurement, mixture model, Gibbs Sampler, Markov Chain Monte Carlo
JEL: I29 C11 C51
EWPA-references:
Report-no: Strashny-MCG-0503-1
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Paper: ewp-em/0305002
From: jalondon@sigma.eafit.edu.co
Date: Tue, 6 May 2003 12:30:54 -0500   ( 0kb + 397kb )

Title: PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST
EXIT TIME
Author: Jaime A. Londoño (Universidad EAFIT)
Contact: jalondon@sigma.eafit.edu.co
Comments: Type of Document - Acrobat PDF; prepared on IBM PC - PC-
TEX/UNIX Sparc TeX; to print on PostScript; pages: 31 . Paper accepted
for International Journal of Pure and Applied Mathematics
Keywords: Continuous time Markov processes, discrete time sampling,
diffusions, interest rate models, stochastic algorithms.
JEL: C1, G10
EWPA-references:
Report-no: jal-03-2
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Paper: ewp-em/0305003
From: rweron@im.pwr.wroc.pl
Date: Fri, 16 May 2003 06:09:20 -0500   ( 0kb + 283kb )

Title: Levy-stable distributions revisited: tail index > 2 does not
exclude the Levy-stable regime
Author: Rafal Weron (Hugo Steinhaus Center, Wroclaw University of
Technology)
Contact: rweron@im.pwr.wroc.pl
Comments: Type of Document - PDF; prepared on PC-TEX; pages: 14 ;
figures: 10 included. Appeared in: International Journal of Modern
Physics C, Vol. 12, No. 2 (2001) 209-223.
Keywords: Levy-stable distribution, Alpha-stable distribution, Tail
exponent, Hill estimator
JEL: C13 C50
EWPA-references:
Report-no: HSC/01/030516
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Paper: ewp-em/0305004
From: benoit.perron@umontreal.ca
Date: Wed, 21 May 2003 15:38:21 -0500   ( 0kb + 1247kb )

Title: Long memory and the relation between implied and realized
volatility
Author: Federico Bandi (The University of Chicago) and Benoit Perron
(Université de Montréal)
Contact: benoit.perron@umontreal.ca
Comments: Type of Document - pdf; prepared on PC; to print on HP
Laserjet; pages: 49; figures: included
Keywords:
JEL: g10
EWPA-references:
Report-no: bp-2003-1
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