NEP-ETS-2008-10-21

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-10-21

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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Other reports in NEP-ETS

The following items were anounced in this report:

Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
Alessandro De Gregorio & Stefano Iacus, 2008. "Divergences Test Statistics for Discretely Observed Diffusion Processes," UNIMI - Research Papers in Economics, Business, and Statistics 1076, Universitá degli Studi di Milano. [Downloadable!]
Alessandro De Gregorio & Stefano Iacus, 2008. "Clustering of discretely observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1077, Universitá degli Studi di Milano. [Downloadable!]
Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation, Yale University. [Downloadable!]
de Silva, Ashton, 2008. "Forecasting macroeconomic variables using a structural state space model," MPRA Paper 11060, University Library of Munich, Germany. [Downloadable!]
Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany. [Downloadable!]
Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany. [Downloadable!]
Pepa Ramirez & Rosa E. Lillo & Michael P. Wiper, 2008. "On identifiability of MAP processes," Statistics and Econometrics Working Papers ws084613, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Seymen, Atilim, 2008. "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers 08-065, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

This page was last updated on 2009-11-29.

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