Report NEP-ECM-2009-04-25

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Other reports in NEP-ECM

The following items were anounced in this report:

• Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research. [Downloadable!]
• Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2009. "BL-GARCH models with elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368340_v1, HAL. [Downloadable!]
• Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375531_v1, HAL. [Downloadable!]
• Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal Rank-Based Testing for Principal Component," ECARES Working Papers 2009_013, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Høg, Esben, 2008. "Volatility and realized quadratic variation of differenced returns : A wavelet method approach," Finance Research Group Working Papers F-2008-06, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
• Denis Belomestny, 2009. "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers SFB649DP2009-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Christopher J. Bennett, 2009. "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Working Papers 0905, Department of Economics, Vanderbilt University. [Downloadable!]
• Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, Department of Economics, University of Bristol, UK. [Downloadable!]
• Dominique Guegan & Jing Zhang, 2009. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368334_v1, HAL. [Downloadable!]
• Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour : An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485_v1, HAL. [Downloadable!]
• Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Department of Economics, University of Glasgow. [Downloadable!]
• Stéphane Loisel, 2009. "A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins," Working Papers hal-00375715_v1, HAL. [Downloadable!]
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Dominique Guegan, 2009. "Chaos in Economics and Finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375713_v1, HAL. [Downloadable!]
• Mª Victoria Esteban González & Fernando Tusell Palmer, 2009. "Predicting Betas: Two new methods," BILTOKI 200901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

This page was last updated on 2009-11-22.