Printed from https://ideas.repec.org/n/nep-ets/2014-05-09.html
Report NEP-ETS-2014-05-09
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:
- Federico Carlini & Katarzyna Lasak, 2014, "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-15, Apr.
- Mario Bonino & Matteo Camelia & Paolo Pigato, 2014, "A multivariate model for financial indices and an algorithm for detection of jumps in the volatility," Papers, arXiv.org, number 1404.7632, Apr, revised Dec 2016.
- Hajo Holzmann & Matthias Eulert, 2014, "The role of the information set for forecasting - with applications to risk management," Papers, arXiv.org, number 1404.7653, Apr.
- Stefan Skowronek & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2014, "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ecares 2014-24, Apr.
- Hännikäinen, Jari, 2014, "Multi-step forecasting in the presence of breaks," MPRA Paper, University Library of Munich, Germany, number 55816, May.
- Item repec:wyi:journl:002062 is not listed on IDEAS anymore
- Item repec:wyi:journl:002063 is not listed on IDEAS anymore
- Item repec:wyi:journl:002065 is not listed on IDEAS anymore
- Item repec:wyi:journl:002069 is not listed on IDEAS anymore
- Item repec:wyi:journl:002096 is not listed on IDEAS anymore
- Item repec:wyi:journl:002099 is not listed on IDEAS anymore
- Item repec:wyi:journl:002120 is not listed on IDEAS anymore
- Item repec:wyi:journl:002128 is not listed on IDEAS anymore
- Item repec:wyi:journl:002141 is not listed on IDEAS anymore
- Item repec:wyi:journl:002143 is not listed on IDEAS anymore
- Item repec:wyi:journl:002152 is not listed on IDEAS anymore
- Item repec:wyi:journl:002161 is not listed on IDEAS anymore
- Item repec:wyi:journl:002190 is not listed on IDEAS anymore
- Item repec:wyi:journl:002203 is not listed on IDEAS anymore
- Item repec:wyi:journl:002213 is not listed on IDEAS anymore
- Item repec:wyi:wpaper:002019 is not listed on IDEAS anymore
- Item repec:wyi:wpaper:002024 is not listed on IDEAS anymore
- Ming Lin & Changjiang Liu & Linlin Niu, 2013, "Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.