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Report NEP-ETS-2008-04-04
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 Other reports in NEP-ETS
The following items were anounced in this report:
Alejandro Rodriguez & Esther Ruiz, 2008.
"Bootstrap prediction intervals in State Space models Statistics and Econometrics Working Papers
ws081104, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
[Downloadable!] Jana Eklund & George Kapetanios, 2008.
"A Review of Forecasting Techniques for Large Data Sets Working Papers
625, Queen Mary, University of London, Department of Economics.
[Downloadable!] Maria Kasch & Massimiliano Caporin, 2008.
"Volatility Threshold Dynamic Conditional Correlations: An International Analysis "Marco Fanno" Working Papers
0065, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!] Christian Conrad & Menelaos Karanasos, 2008.
"Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model Working papers
08-189, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!] This page was last updated on 2008-7-20.
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 .