Report NEP-ETS-2010-04-24

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Item repec:cte:werepe:we101707 is not listed on IDEAS anymore

• Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne 10027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ibrahim Ahamada & Mohamed Boutahar, 2010. "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne 10028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Item repec:eui:euiwps:eco2010/11 is not listed on IDEAS anymore

• Masaaki Fukasawa, 2010. "Discretization error of Stochastic Integrals," Papers 1004.2107, arXiv.org.
• Masaaki Fukasawa, 2010. "Asymptotic analysis for stochastic volatility: Edgeworth expansion," Papers 1004.2106, arXiv.org.
• Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.