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Report NEP-ETS-2013-03-30
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:
- Yingying Li & Zhiyuan Zhang & Xinghua Zheng, 2013, "Volatility Inference in the Presence of Both Endogenous Time and Microstructure Noise," Papers, arXiv.org, number 1303.5809, Mar.
- Marek Jarocinski & Albert Marcet, 2015, "Priors about Observables in Vector Autoregressions," Working Papers, Barcelona School of Economics, number 684, Sep.
- Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/16, Mar.
- Item repec:dgr:kubcen:2013017 is not listed on IDEAS anymore
- Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.
- Markku Lanne, 2013, "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1286.
- Marc Hallin & Marco Lippi, 2013, "Factor Models in High-Dimensional Time Series: A Time-Domain Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-15, Mar.
- Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Long Memory Analysis: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 45605, Jan.
- Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45615, Jan.
- Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers, Singapore Management University, School of Economics, number 02-2013, Mar.
- Arnold Polanski & Evarist Stoja, 2013, "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 040, Mar.