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Report NEP-ETS-2020-04-20
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:
- Gloria Gonzalez-Rivera & Yun Luo, 2020, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202005, Mar.
- Giacomo Toscano & Maria Cristina Recchioni, 2020, "Bias optimal vol-of-vol estimation: the role of window overlapping," Papers, arXiv.org, number 2004.04013, Apr, revised Jul 2021.
- Michael Pfarrhofer, 2020, "Forecasts with Bayesian vector autoregressions under real time conditions," Papers, arXiv.org, number 2004.04984, Apr.
- Davide Dragone & Davide Raggi, 2020, "Solving the Milk Addiction Paradox," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1144, Apr.
- Ye-Sheen Lim & Denise Gorse, 2020, "Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow," Papers, arXiv.org, number 2004.01499, Mar.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
- Chainarong Amornbunchornvej, 2020, "mFLICA: An R package for Inferring Leadership of Coordination From Time Series," Papers, arXiv.org, number 2004.06092, Apr, revised Oct 2021.
- Emara, Noha & Ma, Jinpeng, 2019, "An Analysis of the Seasonal Cycle and the Business Cycle," MPRA Paper, University Library of Munich, Germany, number 99310.