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Report NEP-ETS-2014-10-13
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:
- Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics 14/24, University of Canterbury, Department of Economics and Finance.
- Ladislav Kristoufek, 2014. "Finite sample properties of power-law cross-correlations estimators," Papers 1409.6857, arXiv.org.
- Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
- Christian MÜLLER, 2010. "Interpretation of Cointegration Coefficients - A Paradox, a Solution and Empirical Evidence," EcoMod2004 330600100, EcoMod.