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Report NEP-ETS-2016-04-23
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:
- Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
- Daniel Kosiorowski & Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2016, "Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic," Papers, arXiv.org, number 1604.03776, Apr, revised Oct 2019.
- Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stober, 2016, "Regime switching vine copula models for global equity and volatility indices," Papers, arXiv.org, number 1604.05598, Apr.
- Conrad, Christian & Kleen, Onno, 2016, "On the statistical properties of multiplicative GARCH models," Working Papers, University of Heidelberg, Department of Economics, number 0613, Mar.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103, Mar.
- Giampiero M. Gallo & Edoardo Otranto, 2016, "Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_02, Apr.
- Item repec:hum:wpaper:sfb649dp2016-017 is not listed on IDEAS anymore