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Report NEP-ETS-2021-09-06
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:
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021, "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper, University Library of Munich, Germany, number 109231, Aug.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Robust Bayesian Analysis for Econometrics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-11, Aug, DOI: 10.21033/wp-2021-11.
- Stéphane Girard & Gilles Claude Stupfler & Antoine Usseglio-Carleve, 2021, "Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models," Post-Print, HAL, number hal-03306230, Dec, DOI: 10.1214/21-AOS2087.
- Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2021, "Bilinear Input Normalization for Neural Networks in Financial Forecasting," Papers, arXiv.org, number 2109.00983, Sep.
- Geraldine Dany-Knedlik & Alexander Kriwoluzky & Sandra Pasch, 2021, "Income Business Cycles," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1964.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty And Monetary Policy During The Great Recession," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0270, Mar.