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Report NEP-ETS-2010-06-18
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1016.
- Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010, "Forecast Combinations," Working Papers, Banco de México, number 2010-04, May.
- Lim Jean & Rodríguez-Zamora Carolina, 2010, "The Optimal Tax Rule in the Presence of Time Use," Working Papers, Banco de México, number 2010-05, Jun.
- Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1013, Jun.
- Theodore Panagiotidis, 2010, "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_08, Jun, revised Jun 2010.
- David Br'ee & Damien Challet & Pier Paolo Peirano, 2010, "Prediction accuracy and sloppiness of log-periodic functions," Papers, arXiv.org, number 1006.2010, Jun.