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Report NEP-ETS-2006-05-06
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:
Raymond Brummelhuis, 2006.
"Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients Birkbeck Working Papers in Economics and Finance
0605, Birkbeck, School of Economics, Mathematics & Statistics.
[Downloadable!] Item repec:pas:camaaa:2006-14 is not listed on IDEAS anymore
Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006.
"Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets Working Papers
2005-03, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Fabio Canova & Matteo Ciccarelli, 2006.
"Estimating multi-country VAR models Working Paper Series
603, European Central Bank.
[Downloadable!] Pierre Perron & Zhongjun Qu, 2006.
"A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests Boston University - Department of Economics - Working Papers Series
WP2006-010, Boston University - Department of Economics.
[Downloadable!] This page was last updated on 2009-11-8.
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