Report NEP-ETS-2011-04-09This 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.
The following items were announced in this report:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
- Item repec:dgr:kubcen:2011002 is not listed on IDEAS anymore
- Zakoïan, Jean-Michel & Regnard, Nazim, 2011. "A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices," Economics Papers from University Paris Dauphine 123456789/2603, Paris Dauphine University.
- John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Papers 1103.5651, arXiv.org.
- Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.