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Report NEP-FOR-2010-09-03
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:
- Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
- Leonidas Tsiaras, 2010, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-34, Feb.
- Item repec:hhs:bofitp:2010_015 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765020156 is not listed on IDEAS anymore
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 717, Aug.
- Rasmus Tangsgaard Varneskov & Valeri Voev, 2010, "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-45, Aug.
- Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
- Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-44, Aug.
- Janine Aron & John Muellbauer, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers, University of Oxford, Department of Economics, number 499, Aug.
- Leonidas Tsiaras, 2010, "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-35, Jan.
- Octavio Fernández-Amador & Josef Baumgartner & Jesús Crespo-Cuaresma, 2010, "Milking The Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-21, Jul.
- Thomas Q. Pedersen, 2010, "Predictable return distributions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-38, Jul.