NEP-FOR-2008-06-27

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2008-06-27

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.

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Other reports in NEP-FOR

The following items were anounced in this report:

D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
John Beshears & Katherine L. Milkman, 2008. "Stubborn Sell-Side Stock Analysts," Harvard Business School Working Papers 08-201, Harvard Business School. [Downloadable!]
Wen Bin Lim & Charles Goodhart, 2008. "Interest Rate Forecasts: A Pathology," FMG Discussion Papers dp612, Financial Markets Group. [Downloadable!] (restricted)
Marwan Izzeldin & Ana-Maria Fuertes & Elena Kalotychou, 2008. "On forecasting daily stock volatility: the role of intraday information and market conditions," Working Papers 005439, Lancaster University Management School, Economics Department. [Downloadable!]
Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, School of Economics and Management, University of Aarhus. [Downloadable!]
Ping Zhou, 2008. "Forecasting Bankruptcy and Physical Default Intensity," FMG Discussion Papers dp614, Financial Markets Group. [Downloadable!] (restricted)

This page was last updated on 2009-11-29.

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