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Report NEP-ETS-2020-03-16
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:
- Francq, Christian & Zakoian, Jean-Michel, 2019, "Testing the existence of moments for GARCH processes," MPRA Paper, University Library of Munich, Germany, number 98892, Dec.
- Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2020, "Data Normalization for Bilinear Structures in High-Frequency Financial Time-series," Papers, arXiv.org, number 2003.00598, Mar, revised Jul 2020.
- Yoshimasa Uematsu & Takashi Yamagatay, 2020, "Estimation of Weak Factor Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 108, Sep.
- Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-667, Feb.