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Report NEP-FOR-2015-05-30
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:
- Deaves, Richard & Lei, Jin & Schröder, Michael, 2015, "Forecaster overconfidence and market survey performance," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 218.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/07, May.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/09, May.
- Reese, Simon, 2015, "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers, Lund University, Department of Economics, number 2015:16, May.
- Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2015, "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," MPRA Paper, University Library of Munich, Germany, number 64503.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-975, May.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201508, Mar, revised Mar 2015.
- Prashant Joshi, 2014, "Analyzing Performance Of Garch Models In Nse," Working papers, Voice of Research, number 2014-09-16, Sep.
- Jacek Kotłowski, 2015, "Do central bank forecasts matter for professional forecasters?," NBP Working Papers, Narodowy Bank Polski, number 204.
- Demmer, Matthias, 2015, "Improving profitability forecasts with information on earnings quality," Discussion Papers, Free University Berlin, School of Business & Economics, number 2015/16.
- Item repec:sit:wpaper:15_06 is not listed on IDEAS anymore
- Peresetsky, Anatoly & Yakubov, Ruslan, 2015, "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper, University Library of Munich, Germany, number 64579.