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Report NEP-FOR-2015-02-05
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:
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59296, Apr.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014, "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57998, Jun.
- Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin, 2015, "Testing the lag structure of assets’ realized volatility dynamics," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1501, Jan.
- Item repec:imf:imfwpa:15/4 is not listed on IDEAS anymore
- Lleo, Sebastien & Ziemba, William T., 2014, "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59290, Aug.
- J. E. Wesen & V. VV. Vermehren & H. M. de Oliveira, 2015, "Adaptive Filter Design for Stock Market Prediction Using a Correlation-based Criterion," Papers, arXiv.org, number 1501.07504, Jan.
- Peretz, Ron & Bavly, Gilad, 2014, "How to gamble against all odds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59542.
- Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, 2014, "Chasing Volatility. A Persistent Multiplicative Error Model With Jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0186, Sep.