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Report NEP-FOR-2017-06-18
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Asai, M. & Chang, C-L. & McAleer, M.J., 2017. "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers TI 2017-038/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.