Report NEP-ETS-2009-10-03This 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.
The following items were announced in this report:
- Niels Haldrup & Antonio Montañés & Andreu Sansó, 2009. "Detection of additive outliers in seasonal time series," CREATES Research Papers 2009-40, School of Economics and Management, University of Aarhus.
- A. N. Sekar Iyengar, 2009. "Wavelet Based Volatility Clustering Estimation of Foreign Exchange Rates," Papers 0910.0087, arXiv.org.
- Christa Cuchiero & Damir Filipovi\'c & Eberhard Mayerhofer & Josef Teichmann, 2009. "Affine processes on positive semidefinite matrices," Papers 0910.0137, arXiv.org, revised Apr 2011.