Printed from https://ideas.repec.org/n/nep-ets/2008-03-15.html
Report NEP-ETS-2008-03-15
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:
- Item repec:hal:papers:halshs-00185369_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00261514_v1 is not listed on IDEAS anymore
- Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
- Massimiliano Caporin & Michael McAleer, 2008, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0064.
- Item repec:pra:mprapa:7670 is not listed on IDEAS anymore
- Item repec:pra:mprapa:7673 is not listed on IDEAS anymore
- Adrian R. Pagan & M. Hashem Pesaran, 2008, "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers, School of Economics, The University of New South Wales, number 2008-04, Mar.