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Report NEP-ETS-2007-06-18
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:
- Juan Carlos Escanciano, 2007, "Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-009, Jun.
- Fabrizio Casalin, 2007, "Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/06, Jun.
- Cotter, John & Dowd, Kevin, 2007, "Exponential Spectral Risk Measures," MPRA Paper, University Library of Munich, Germany, number 3499.
- Cotter, John & Stevenson, Simon, 2007, "Modeling Long Memory in REITs," MPRA Paper, University Library of Munich, Germany, number 3500.
- Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
- Cotter, John & Dowd, Kevin, 2007, "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 3503.