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Report NEP-ETS-2005-09-17
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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Ahmed Shamiri & Abu Hassan, 2005.
"Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities Econometrics
0509015, EconWPA.
[Downloadable!] Dionysios Chionis & Costas Leon, 2005.
"Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu? Macroeconomics
0509016, EconWPA.
[Downloadable!] Jonathan B. Hill, 2005.
"Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application Working Papers
0513, Florida International University, Department of Economics.
[Downloadable!] This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .