Printed from https://ideas.repec.org/n/nep-ets/2010-10-23.html
Report NEP-ETS-2010-10-23
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:
- Shin Kanaya & Dennis Kristensen, 2010, "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-67, Jan.
- Dennis Kristensen & Anders Rahbek, 2010, "Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-68, Jan.
- Item repec:hal:wpaper:hal-00525740_v1 is not listed on IDEAS anymore
- Shimotsu, Katsumi & 下津, 克己, 2010, "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-11, Sep.
- Item repec:vpi:wpaper:e07-23 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2010107 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2010105 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765020940 is not listed on IDEAS anymore
- Marina Theodosiou, 2010, "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers, Central Bank of Cyprus, number 2010-7, Sep.
- Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14904/ is not listed on IDEAS anymore
- Andrzej Jarosz, 2010, "Hermitian and non-Hermitian covariance estimators for multivariate Gaussian and non-Gaussian assets from random matrix theory," Papers, arXiv.org, number 1010.2981, Oct, revised May 2012.
- Nikolai Dokuchaev, 2010, "On detecting the dependence of time series," Papers, arXiv.org, number 1010.2576, Oct.