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Report NEP-ETS-2008-03-08
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:
- M. Bigeco & E. Grosso & E. Otranto, 2008, "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200803.
- Schlicht, Ekkehart, 2008, "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 2127, Feb.
- Andrew J. Patton, 2008, "Copula-Based Models for Financial Time Series," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe21.
- Andrew J. Patton & Kevin Sheppard, 2008, "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe22.
- Item repec:qut:auncer:2008-97 is not listed on IDEAS anymore