Printed from https://ideas.repec.org/n/nep-ets/2010-04-04.html
Report NEP-ETS-2010-04-04
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:
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010, "Empirical Likelihood Block Bootstrapping," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-01, Mar.
- Item repec:dgr:umamet:2010015 is not listed on IDEAS anymore
- Javier Mencía, 2010, "Testing non-linear dependence in the hedge fund industry," Working Papers, Banco de España, number 1007, Mar.
- Fischer, Matthias J. & Gao, Yang & Herrmann, Klaus, 2010, "Volatility models with innovations from new maximum entropy densities at work," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 03/2010.
- Item repec:bon:bonedp:bgse03_2010 is not listed on IDEAS anymore
- Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010, "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-444, Mar.