Printed from https://ideas.repec.org/n/nep-ets/2014-08-28.html
Report NEP-ETS-2014-08-28
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:
- Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2014. "Discretization of Lévy semistationary processes with application to estimation," CREATES Research Papers 2014-21, Department of Economics and Business Economics, Aarhus University.
- Trojan, Sebastian, 2014. "Multivariate Stochastic Volatility with Dynamic Cross Leverage," Economics Working Paper Series 1424, University of St. Gallen, School of Economics and Political Science.