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Report NEP-ETS-2017-03-19
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:
- Marian Gidea & Yuri Katz, 2017, "Topological Data Analysis of Financial Time Series: Landscapes of Crashes," Papers, arXiv.org, number 1703.04385, Mar, revised Apr 2017.
- Item repec:wrk:wrkemf:13 is not listed on IDEAS anymore
- Item repec:wrk:wrkemf:10 is not listed on IDEAS anymore
- Item repec:wrk:wrkemf:08 is not listed on IDEAS anymore
- Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
- Zhou, Peng, 2017, "Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/1, Jan.
- Christian Bayer & Peter K. Friz & Archil Gulisashvili & Blanka Horvath & Benjamin Stemper, 2017, "Short-time near-the-money skew in rough fractional volatility models," Papers, arXiv.org, number 1703.05132, Mar, revised Mar 2018.