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Report NEP-ETS-2012-10-13
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:
- Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012, "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-40, Oct.
- Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012, "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 312, Aug.
- Item repec:dgr:rugsom:12009-eef is not listed on IDEAS anymore
- Andrle, Michal, 2012, "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers, CEPREMAP, number 16, Oct.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
- Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2012, "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2012, Jan.
- Ioannis Karatzas & Soumik Pal & Mykhaylo Shkolnikov, 2012, "Systems of Brownian particles with asymmetric collisions," Papers, arXiv.org, number 1210.0259, Sep.
- Francq, Christian & Meintanis, Simos, 2012, "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper, University Library of Munich, Germany, number 41667, Oct.