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Report NEP-ETS-2005-10-29
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Dr. James Mitchell, 2004, "Optimal combination of density forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 248, Nov.
- Dr. James Mitchell, 2004, "Density Forecast Combination," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 249, Nov.
- Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005, "Panel Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 165, Aug.
- Stefano Galluccio & Yann Le Cam, 2005, "Implied Calibration of Stochastic Volatility Jump Diffusion Models," Finance, University Library of Munich, Germany, number 0510028, Oct.
- Sascha Mergner & Jan Bulla, 2005, "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0510029, Oct.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005, "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.27, Jul.
- Item repec:hum:wpaper:sfb649dp2005-020 is not listed on IDEAS anymore
- Item repec:stn:sotoec:0405 is not listed on IDEAS anymore
- Item repec:stn:sotoec:0409 is not listed on IDEAS anymore