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Report NEP-ETS-2008-05-10
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:
P. Jeganathan, 2008.
"Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions Cowles Foundation Discussion Papers
1649, Cowles Foundation, Yale University.
[Downloadable!] Sitzia, Bruno & Iovino, Doriana, 2008.
"Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility MPRA Paper
8661, University Library of Munich, Germany.
[Downloadable!] Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007.
"Bayesian Model Averaging and Identification of Structural Breaks in Time Series MPRA Paper
8676, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-11-29.
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 .