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Report NEP-ETS-2009-04-05
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:
Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009.
"Poisson Autoregression CREATES Research Papers
2009-12, School of Economics and Management, University of Aarhus.
[Downloadable!] Peter Reinhard Hansen & Guillaume Horel, 2009.
"Quadratic Variation by Markov Chains CREATES Research Papers
2009-13, School of Economics and Management, University of Aarhus.
[Downloadable!] John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009.
"Volatility Spillovers and Contagion from Mature to Emerging Stock Markets Discussion Papers of DIW Berlin
873, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Mc CRORIE, J. Roderick, 2008.
"The role of Skorokhod space in the development of the econometric analysis of time series CORE Discussion Papers
2008059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Wang, Shin-Huei & Hafner, Christian, 2008.
"Estimating autocorrelations in the presence of deterministic trends CORE Discussion Papers
2008073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009.
"Extreme Value GARCH modelling with Bayesian Inference Working Papers in Economics
09/05, University of Canterbury, Department of Economics.
[Downloadable!] Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008.
"Copula-based nonlinear quantile autoregression CeMMAP working papers
CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!] This page was last updated on 2009-11-29.
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