Report NEP-FOR-2009-04-25This 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:
- Item repec:hal:cesptp:halshs-00307606_v1 is not listed on IDEAS anymore
- Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Item repec:hal:cesptp:halshs-00375765_v1 is not listed on IDEAS anymore
- Tusell Palmer, Fernando Jorge & Esteban González, María Victoria, 2009. "Predicting Betas: Two new methods," BILTOKI, Universidad del PaÃs Vasco - Departamento de EconomÃa Aplicada III (EconometrÃa y EstadÃstica) 2009-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers, Hong Kong Institute for Monetary Research 032009, Hong Kong Institute for Monetary Research.