Report NEP-ETS-2005-04-24This 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:
- Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," Umeå Economic Studies 656, Umeå University, Department of Economics.
- David Chappell & Theodore Panagiotidis, 2005. "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics 0504005, EconWPA.