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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced 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, Economics Group, Nuffield College, University of Oxford, number 2008-W09, 06.
- Item repec:hbs:wpaper:08-201 is not listed on IDEAS anymore
- Wen Bin Lim & Charles Goodhart, 2008, "Interest Rate Forecasts: A Pathology," FMG Discussion Papers, Financial Markets Group, number dp612, Jun.
- Item repec:lan:wpaper:005439 is not listed on IDEAS anymore
- 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, Department of Economics and Business Economics, Aarhus University, number 2007-09, Jun.
- Ping Zhou, 2008, "Forecasting Bankruptcy and Physical Default Intensity," FMG Discussion Papers, Financial Markets Group, number dp614, Jun.