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Report NEP-ETS-2007-09-09
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:
- Andersson, Jonas, 2007, "On the estimation of correlations for irregularly spaced time series," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/19, Jul.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
- Yasuhiro Omori & Toshiaki Watanabe, 2007, "Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-507, Aug.
- Jouchi Nakajima & Yasuhiro Omori, 2007, "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-514, Sep.
- Item repec:hum:wpaper:sfb649dp2007-052 is not listed on IDEAS anymore
- Item repec:rim:rimwps:02-07 is not listed on IDEAS anymore