Econometric analysis of financial and economic time series

Realized beta : persistence and predictability / Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Ginger Wu -- Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting / Valeriy V. Gavrishchaka -- Overlaying time scales in financial volatility data / Eric Hillebrand -- Evaluating the fed model of stock price valuation : an out-of-sample forecasting perspective / Dennis W. Jansen, Zijun Wang -- Structural change as an alternative to long memory in financial time series / Tze Leung Lai, Haipeng Xing -- Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach / Hedibert Freitas Lopes, Esther Salazar -- Estimating Taylor-type rules : an unbalanced regression? / Pierre L. Siklos, Mark E. Wohar -- Bayesian inference on mixture-of-experts for estimation of stochastic volatility / Alejandro Villagran, Gabriel Huerta -- A modern time series assessment of a statistical model for sunspot activity by C.W.J. Granger (1957) / Gawon Yoon -- Personal comments on Yoon's discussion of my 1957 paper / Clive W.J. Granger -- A new class of tail-dependent time-series models and its applications in financial time series / Zhengjun Zhang -- Asymmetric predictive abilities of nonlinear models for stock returns : evidence from density forecast comparison / Yong Bao, Tae-Hwy Lee -- Flexible seasonal time series models / Zongwu Cai, Rong Chen -- Estimation of long-memory time series models : a survey of different likelihood-based methods / Ngai Hang Chan, Wilfredo Palma -- Introduction / Thomas B. Fomby, Dek Terrell -- Good ideas / Robert F. Engle -- The creativity process / Clive W.J. Granger