Printed from https://ideas.repec.org/n/nep-ets/2009-10-31.html
Report NEP-ETS-2009-10-31
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:cesptp:halshs-00423890_v1 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20090086 is not listed on IDEAS anymore
- Torben G. Andersen & Luca Benzoni, 2009, "Stochastic volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-04.
- Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
- Item repec:hum:wpaper:sfb649dp2009-049 is not listed on IDEAS anymore
- Bert van Es & Peter Spreij & Harry van Zanten, 2009, "Nonparametric methods for volatility density estimation," Papers, arXiv.org, number 0910.5185, Oct.