Printed from https://ideas.repec.org/n/nep-ets/2024-05-27.html
Report NEP-ETS-2024-05-27
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:
- Aknouche, Abdelhakim & Rabehi, Nadia, 2024, "Inspecting a seasonal ARIMA model with a random period," MPRA Paper, University Library of Munich, Germany, number 120758, Apr.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2024, "A stochastic volatility model for volatility asymmetry and propagation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43887, May.
- Kunyang Song & Feiyu Jiang & Ke Zhu, 2024, "Estimation for conditional moment models based on martingale difference divergence," Papers, arXiv.org, number 2404.11092, Apr.