Printed from https://ideas.repec.org/n/nep-ets/2007-12-01.html
Report NEP-ETS-2007-12-01
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:
- Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
- Item repec:hal:papers:halshs-00187910_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00188264_v1 is not listed on IDEAS anymore
- Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
- D.S.G. Pollock, 2007, "Investigating Economic Trends And Cycles," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/17, Nov, revised Apr 2008.
- Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07053, Apr.
- Dominique Guegan & Florian Ielpo, 2007, "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07056, Oct.
- Dominique Guegan & Jing Zhang, 2007, "Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07057, Nov, DOI: 10.1080/13518470902895344.
- Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007, "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series, Central Bank of Brazil, Research Department, number 151, Nov.
- Dimitris Politis & Dimitrios Thomakos, 2007, "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers, University of Peloponnese, Department of Economics, number 0005.
- Dimitrios Thomakos & Tao Wang, 2007, "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers, University of Peloponnese, Department of Economics, number 0006.