Report NEP-ETS-2009-04-25

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Other reports in NEP-ETS

The following items were anounced in this report:

• Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375531_v1, HAL. [Downloadable!]
• Dominique Guegan, 2009. "Chaos in Economics and Finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375713_v1, HAL. [Downloadable!]
• Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour : An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485_v1, HAL. [Downloadable!]
• Dominique Guegan & Jing Zhang, 2009. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368334_v1, HAL. [Downloadable!]
• Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2009. "BL-GARCH models with elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368340_v1, HAL. [Downloadable!]
• Item repec:hal:wpaper:hal-00372525_v1 is not listed on IDEAS anymore

• Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Denis Belomestny, 2009. "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers SFB649DP2009-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

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