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Report NEP-ETS-2012-11-03
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:
- Item repec:dgr:uvatin:20120110 is not listed on IDEAS anymore
- Item repec:dgr:eureri:1765037470 is not listed on IDEAS anymore
- Sofia Anyfantaki & Antonis Demos, 2012, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers, Athens University of Economics and Business, number 1228, Jul.
- Item repec:ner:carlos:info:hdl:10016/15743 is not listed on IDEAS anymore
- Item repec:ner:carlos:info:hdl:10016/15744 is not listed on IDEAS anymore
- Item repec:eus:wpaper:ec0412 is not listed on IDEAS anymore
- Omay, Tolga, 2012, "The comparison of optimization algorithms on unit root testing with smooth transition," MPRA Paper, University Library of Munich, Germany, number 42129, Oct.
- Bentes, Sonia R & Menezes, Rui, 2012, "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper, University Library of Munich, Germany, number 42193, Oct.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Lovcha, Yuliya, 2012, "Can we use seasonally adjusted indicators in dynamic factor models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9191, Oct.