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Report NEP-ETS-2020-06-08
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:
- Sucarrat, Genaro, 2018, "The Log-GARCH Model via ARMA Representations," MPRA Paper, University Library of Munich, Germany, number 100386, Aug.
- Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
- Husein, Jamal, 2020, "Current account sustainability for 21 African economies: Evidence based on nonlinear flexible Fourier stationarity and unit-root tests," MPRA Paper, University Library of Munich, Germany, number 100410, May.
- Neifar, Malika, 2020, "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper, University Library of Munich, Germany, number 99658, Apr.
- Sucarrat, Genaro, 2020, "garchx: Flexible and Robust GARCH-X Modelling," MPRA Paper, University Library of Munich, Germany, number 100301, May.
- Camila Figueroa & Michael Pedersen, 2019, "Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile)," Working Papers Central Bank of Chile, Central Bank of Chile, number 832, May.
- Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert, 2020, "Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27775, Jun.