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Report NEP-ETS-2024-04-29
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:
- Mr. Sakai Ando, 2024, "Smooth Forecast Reconciliation," IMF Working Papers, International Monetary Fund, number 2024/066, Mar.
- Dai, Yongsheng & Wang, Hui & Rafferty, Karen & Spence, Ivor & Quinn, Barry, 2024, "TDSRL: Time Series Dual Self-Supervised Representation Learning for Anomaly Detection from Different Perspectives," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2024/03.
- Mikkel Bennedsen & Kim Christensen & Peter Christensen, 2024, "To be or not to be: Roughness or long memory in volatility?," Papers, arXiv.org, number 2403.12653, Mar, revised Jan 2026.
- Babel Raïssa Guemdjo Kamdem & Jules Sadefo Kamdem & Carlos Ogouyandjou, 2024, "An abelian way approach to study random extended intervals and their ARMA processes," Post-Print, HAL, number hal-04506343, Mar, DOI: 10.3934/dsfe.2024005.