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Report NEP-ETS-2015-07-25
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:
- Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2015, "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-27, Jul.
- Dalibor Stevanovic, 2015, "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers, CIRANO, number 2015s-33, Jul.
- Antony Ware & Ilnaz Asadzadeh, 2015, "Semi-parametric time series modelling with autocopulas," Papers, arXiv.org, number 1507.04767, Jul.
- Thilo A. Schmitt & Rudi Schafer & Holger Dette & Thomas Guhr, 2015, "Quantile Correlations: Uncovering temporal dependencies in financial time series," Papers, arXiv.org, number 1507.04990, Jul.
- Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2015, "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-979, Jul.