NEP-ETS-2008-03-08

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-03-08

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.

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The following items were anounced in this report:

Manuele Bigeco & Enrico Grosso & Edoardo Otranto, 2008. "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS 200803, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
Schlicht, Ekkehart, 2008. "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics 2127, University of Munich, Department of Economics. [Downloadable!]
Andrew J. Patton, 2008. "Copula-Based Models for Financial Time Series," OFRC Working Papers Series 2008fe21, Oxford Financial Research Centre. [Downloadable!]
Andrew J. Patton & Kevin Sheppard, 2008. "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series 2008fe22, Oxford Financial Research Centre. [Downloadable!]
Item repec:qut:auncer:2008-97 is not listed on IDEAS anymore

This page was last updated on 2008-7-20.

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