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Report NEP-FOR-2012-03-14
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:
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Oil price forecasting under asymmetric loss," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 314.
- Item repec:dgr:uvatin:20120020 is not listed on IDEAS anymore
- Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/04, Mar.
- Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-03.
- Item repec:dgr:umamet:2012012 is not listed on IDEAS anymore
- Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
- Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
- Garrouste, Christelle, 2011, "Towards a benchmark on the contribution of education and training to employability: methodological note," MPRA Paper, University Library of Munich, Germany, number 37153, Sep.
- Elif Arbatli & Garima Vasishtha, 2012, "Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions," Staff Working Papers, Bank of Canada, number 12-8, DOI: 10.34989/swp-2012-8.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
- Raffaella Calabrese, 2012, "Improving Classifier Performance Assessment of Credit Scoring Models," Working Papers, Geary Institute, University College Dublin, number 201204, Feb.