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Report NEP-ETS-2014-05-04
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:
- Mikko S. Pakkanen & Anthony Réveillac, 2014, "Functional limit theorems for generalized variations of the fractional Brownian sheet," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-14, Apr.
- Heni BOUBAKER & Nadia SGHAIER, 2014, "Modelling Return and Volatility of Oil Price using Dual Long Memory Models," Working Papers, Department of Research, Ipag Business School, number 2014-283, Jan.
- Heni Boubaker & Nadia Sghaier, 2014, "Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter," Working Papers, Department of Research, Ipag Business School, number 2014-284, Jan.
- Blöchl, Andreas, 2014, "Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins," Discussion Papers in Economics, University of Munich, Department of Economics, number 20687, Apr.