Printed from https://ideas.repec.org/n/nep-ets/2010-09-11.html
Report NEP-ETS-2010-09-11
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:
- Christos Ntantamis, 2010, "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-52, Aug.
- Christos Ntantamis, 2010, "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-51, Aug.
- Item repec:hal:cesptp:hal-00486655_v1 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00511979_v1 is not listed on IDEAS anymore
- David Grreasley, 2010, "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/56, Sep.
- Harvey, A., 2010, "Exponential Conditional Volatility Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1040, Aug.
- Kruse, Robinson & Sibbertsen, Philipp, 2010, "Long memory and changing persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-455, Aug.
- Item repec:cdl:ucsdec:1088027 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:1257043 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:1350334 is not listed on IDEAS anymore