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Report NEP-ETS-2015-10-17
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:
- Rodríguez, Gabriel & Tramontana, Roxana, 2015, "An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns," Working Papers, Banco Central de Reserva del Perú, number 2015-004, Jul.
- Kim, Jaeho, 2015, "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 67153, Oct.
- Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
- Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015, "Not Just Another Mixed Frequency Paper," Working Papers Series, Central Bank of Brazil, Research Department, number 400, Sep.
- Item repec:hal:wpaper:hal-01212018 is not listed on IDEAS anymore
- Michel Fliess & Cédric Join, 2015, "Seasonalities and cycles in time series: A fresh look with computer experiments," Post-Print, HAL, number hal-01208171, Dec.
- Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers, Department of Economics, University of York, number 15/18, Oct.