Report NEP-FOR-2007-09-02This 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.
The following items were announced in this report:
- Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
- Joseph K.W. Fung, 2005. "The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash," Working Papers 212005, Hong Kong Institute for Monetary Research.