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Report NEP-ETS-2009-10-03
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:
- Niels Haldrup & Antonio Montañés & Andreu Sansó, 2009, "Detection of additive outliers in seasonal time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-40, Sep.
- A. N. Sekar Iyengar, 2009, "Wavelet Based Volatility Clustering Estimation of Foreign Exchange Rates," Papers, arXiv.org, number 0910.0087, Oct.
- Christa Cuchiero & Damir Filipovi'c & Eberhard Mayerhofer & Josef Teichmann, 2009, "Affine processes on positive semidefinite matrices," Papers, arXiv.org, number 0910.0137, Oct, revised Apr 2011.