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Report NEP-ETS-2017-12-11
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:
- Dat Thanh Tran & Alexandros Iosifidis & Juho Kanniainen & Moncef Gabbouj, 2017, "Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis," Papers, arXiv.org, number 1712.00975, Dec.
- Rui Luo & Weinan Zhang & Xiaojun Xu & Jun Wang, 2017, "A Neural Stochastic Volatility Model," Papers, arXiv.org, number 1712.00504, Nov, revised Dec 2018.
- Raja Ben Hajria & Salah Khardani & Hamdi Raïssi, 2017, "Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests," Working Papers, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso, number 2017-03, Nov.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.