Printed from https://ideas.repec.org/n/nep-ets/2016-03-10.html
Report NEP-ETS-2016-03-10
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:
- Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
- Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016, "A dynamic component model for forecasting high-dimensional realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016001, Feb.
- Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2016, "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1602, Feb.
- BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
- Jiang Liang & Wang Xiaohu & Jun Yu, 2016, "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers, Singapore Management University, School of Economics, number 01-2016, Jan.