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Report NEP-ETS-2017-04-30
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:
- Item repec:spo:wpmain:info:hdl:2441/7si2u15cul9u5a44sevcgkbaa9 is not listed on IDEAS anymore
- Item repec:spo:wpmain:info:hdl:2441/1mc4dip81d9t8r0t57fe1h8lap is not listed on IDEAS anymore
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
- Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017, "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/17.