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Oliver Blaskowitz

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This is information that was supplied by Oliver Blaskowitz in registering through RePEc. If you are Oliver Blaskowitz , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Oliver
Middle Name:
Last Name: Blaskowitz
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RePEc Short-ID: pbl78

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Affiliation

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Works

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Working papers

  1. Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Oliver Blaskowitz & Helmut Herwatz, 2008. "Adaptive Forecasting of the EURIBOR Swap Term Structure," SFB 649 Discussion Papers SFB649DP2008-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Oliver Blaskowitz & Helmut Herwartz, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers SFB649DP2008-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter, 2004. "Skewness and Kurtosis Trades," Papers 2004,09, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).

Articles

  1. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
  2. Blaskowitz, Oliver & Herwartz, Helmut, 2011. "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1058-1065, October.
  3. Oliver Blaskowitz & Helmut Herwartz, 2009. "Pca-Based Ex-Ante Forecasting Of Swap Term Structures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 465-489.
  4. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-11-14
  2. NEP-ECM: Econometrics (4) 2005-10-29 2008-10-28 2009-01-17 2009-11-14. Author is listed
  3. NEP-EEC: European Economics (1) 2005-10-29
  4. NEP-ETS: Econometric Time Series (1) 2009-01-17
  5. NEP-FIN: Finance (2) 2005-10-29 2006-08-05. Author is listed
  6. NEP-FMK: Financial Markets (3) 2005-10-29 2006-08-05 2008-10-28. Author is listed
  7. NEP-FOR: Forecasting (5) 2005-10-29 2006-08-05 2008-10-28 2009-01-17 2009-11-14. Author is listed
  8. NEP-MAC: Macroeconomics (4) 2005-10-29 2006-08-05 2008-10-28 2009-01-17. Author is listed
  9. NEP-MON: Monetary Economics (2) 2005-10-29 2006-08-05. Author is listed

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