Printed from https://ideas.repec.org/n/nep-ets/2007-06-30.html
Report NEP-ETS-2007-06-30
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:
- Yunus Aksoy & Miguel A. Leon-Ledesma, 2007, "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0710, Jan.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
- Item repec:hal:papers:halshs-00156685_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00156688_v1 is not listed on IDEAS anymore
- Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Volatility forecasting for crude oil futures," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:9, Jun.
- Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:11, Jun.
- John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
- Jennifer Chan & Boris Choy & Udi Makov, 2007, "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 196, May.
- Ysusi Carla, 2006, "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers, Banco de México, number 2006-10, Sep.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers, Banco de México, number 2006-12, Dec.
- Ysusi Carla, 2006, "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers, Banco de México, number 2006-13, Dec.