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Report NEP-ETS-2005-04-24
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," Umeå Economic Studies 656, Umeå University, Department of Economics.
- David Chappell & Theodore Panagiotidis, 2005. "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics 0504005, University Library of Munich, Germany.