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Report NEP-ETS-2010-05-22
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:
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010, "Forecast Combinations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-21, May.
- Keith Ord & Ralph Snyder & Adrian Beaumont, 2010, "Forecasting the Intermittent Demand for Slow-Moving Items," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/10, May.
- Alysha M De Livera, 2010, "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/10, Apr.
- Cecilia Mancini, 2010, "Speed of convergence of the threshold estimator of integrated variance," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-03, Apr.
- Cecilia Mancini & Fabio Gobbi, 2010, "Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-05, Mar.
- Rama Cont & Cecilia Mancini, 2010, "Nonparametric tests for pathwise properties of semimartingales," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-02, Jan.
- Item repec:tse:wpaper:22191 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765019452 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765019447 is not listed on IDEAS anymore
- Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010, "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series, Institute for Advanced Studies, number 251, May.
- Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
- Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-742, May.
- Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-740, May.
- Regnard, Nazim & Zakoian, Jean-Michel, 2010, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper, University Library of Munich, Germany, number 22642.