Printed from https://ideas.repec.org/n/nep-for/2011-11-21.html
Report NEP-FOR-2011-11-21
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:
- Item repec:dgr:eureir:1765026867 is not listed on IDEAS anymore
- Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011, "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-52.
- Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
- Rossen, Anja, 2011, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 113.
- Adam Elbourne & Coen Teulings, 2011, "The potential of a small model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 193, Nov.
- Gabriel Desgranges & Stéphane Gauthier, 2011, "Privileged information exacerbates market volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639813, Oct.
- Fumagalli, Laura & Sala, Emanuela, 2011, "The total survey error paradigm and pre-election polls: the case of the 2006 Italian general elections," ISER Working Paper Series, Institute for Social and Economic Research, number 2011-29, Nov.
- Item repec:dgr:uvatin:20110154 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20110161 is not listed on IDEAS anymore
- Shepherd, Ben, 2011, "When are adaptive expectations rational? A generalization," MPRA Paper, University Library of Munich, Germany, number 34644, Oct.
- Massimiliano Caporin & Angelo Ranaldo, 2011, "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers, Swiss National Bank, number 2011-11.