Printed from https://ideas.repec.org/n/nep-ets/2006-07-28.html
Report NEP-ETS-2006-07-28
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:
- Pesaran, M.H. & Timmermann, A., 2006, "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0648, Jul.
- DeRossi, G. & Harvey, A., 2006, "Time-Varying Quantiles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0649, Jul.
- Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006, "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-20, Jul.
- Item repec:ecb:ecbwps:20060633 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20060638 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20060650 is not listed on IDEAS anymore
- Jukka Lempa, 2006, "On Infinite Horizon Optimal Stopping of General Random Walk," Discussion Papers, Aboa Centre for Economics, number 3, Apr.
- Matti Viren, 2006, "Inflation Expectations and Regime Shifts," Discussion Papers, Aboa Centre for Economics, number 5, Apr.