Report NEP-ETS-2010-06-18This 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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1016, DIW Berlin, German Institute for Economic Research.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," Working Papers, Banco de MÃ©xico 2010-04, Banco de México.
- Jean Lim & Carolina Rodríguez-Zamora, 2010. "The Optimal Tax Rule in the Presence of Time Use," Working Papers, Banco de MÃ©xico 2010-05, Banco de México.
- Genaro Sucarrat & Alvaro Escribano, 2010. "The power log-GARCH model," Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa we1013, Universidad Carlos III, Departamento de Economía.
- Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
- David Br\'ee & Damien Challet & Pier Paolo Peirano, 2010. "Prediction accuracy and sloppiness of log-periodic functions," Papers, arXiv.org 1006.2010, arXiv.org.