Report NEP-FOR-2010-07-24This 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:
- Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
- Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
- Christophe Bellégo & Laurent Ferrara, 2010. "A factor-augmented probit model for business cycle analysis," EconomiX Working Papers 2010-14, University of Paris West - Nanterre la Défense, EconomiX.
- Jean-Christophe Domenge & Rémi Rhodes & Vincent Vargas, 2010. "Forecasting volatility in the presence of Leverage Effect," Working Papers hal-00502273, HAL.
- Anna Alberini & Christoph M. Rheinberger & Andrea Leiter & Charles A. McCormick & Andrew Mizrahi, 2010. "What is the Value of Hazardous Weather Forecasts? Evidence from a Survey of Backcountry Skiers," Working Papers 2010.85, Fondazione Eni Enrico Mattei.
- Kenn Ariga & Ryosuke Okazawa, 2010. "Japano-Sclerosis?," KIER Working Papers 703, Kyoto University, Institute of Economic Research.