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Report NEP-ETS-2025-03-10
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti 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:
- Nikolay Iskrev, 2024. "On the band spectral estimation of business cycle models," Working Papers w202419, Banco de Portugal, Economics and Research Department.
- Yoann Potiron & O. Scaillet & Vladimir Volkov & Seunghyeon Yu, 2025. "High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes," Swiss Finance Institute Research Paper Series 25-13, Swiss Finance Institute.