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Report NEP-ETS-2009-01-10
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:
- Nieto, María Rosa, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS ws087326, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Casado, David & López Pintado, Sara, 2008. "A functional data based method for time series classification," DES - Working Papers. Statistics and Econometrics. WS ws087427, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- García-Ferrer, Antonio & González-Prieto, Ester, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," DES - Working Papers. Statistics and Econometrics. WS ws087528, Universidad Carlos III de Madrid. Departamento de EstadÃstica.