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Report NEP-ETS-2013-11-14
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:
- K. Triantafyllopoulos, 2013, "Multivariate stochastic volatility modelling using Wishart autoregressive processes," Papers, arXiv.org, number 1311.0530, Nov.
- Kim Song Yon & Kim Mun Chol, 2013, "Modeling of Volatility with Non-linear Time Series Model," Papers, arXiv.org, number 1311.1154, Nov, revised Jul 2014.
- Stefano De Marco & Peter Friz, 2013, "Varadhan's formula, conditioned diffusions, and local volatilities," Papers, arXiv.org, number 1311.1545, Nov, revised Jun 2016.
- Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.
- Zhu, Ke & Li, Wai-Keung, 2013, "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper, University Library of Munich, Germany, number 51224, Nov.
- Schleer, Frauke, 2013, "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-076.