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Report NEP-ETS-2014-05-24
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:
- Tatevik Sekhposyan & Barbara Rossi, 2015, "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers, Barcelona School of Economics, number 758, Sep.
- Christian Francq & Jean-Michel Zakoian, 2013, "Inference in Non Stationary Asymmetric Garch Models," Working Papers, Center for Research in Economics and Statistics, number 2013-11, Aug.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014, "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-932, May.