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Report NEP-ETS-2024-04-01
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:
- Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Testing Granger Non-Causality in Expectiles," Working Papers, University of Liverpool, Department of Economics, number 202207, Mar.
- Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee, 2024, "From GARCH to Neural Network for Volatility Forecast," Papers, arXiv.org, number 2402.06642, Jan.