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Report NEP-ETS-2016-06-09
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:
- Ryoko Ito, 2016, "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1607, Jan.
- Takaki Sato & Yasumasa Matsuda, 2016, "Spatial Autoregressive Conditional Heteroscedasticity Model and Its Application," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 348, Apr.