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Report NEP-ETS-2007-03-31
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:
- Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
- Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200703, Mar.
- Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
- Item repec:pit:wpaper:300 is not listed on IDEAS anymore