Report NEP-ETS-2008-03-01This 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.
The following items were announced in this report:
- Item repec:cdl:ucsbec:09-07 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2007-08 is not listed on IDEAS anymore
- Haas, Markus & Mittnik, Stefan, 2008. "Multivariate regimeswitching GARCH with an application to international stock markets," CFS Working Paper Series 2008/08, Center for Financial Studies (CFS).
- Item repec:hal:papers:halshs-00259193_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00259225_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00259238_v1 is not listed on IDEAS anymore
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
- Cristina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers 03/2008, NIPE - Universidade do Minho.