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Report NEP-ETS-2011-11-28
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:
- Jiří Witzany, 2011, "Estimating Correlated Jumps and Stochastic Volatilities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/35, Nov, revised Nov 2011.
- Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011, "Structural Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 49_11, Nov.
- Wolfgang Polasek, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 46_11, Nov, revised Jan 2012.
- Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011, "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 34860, Oct.