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Report NEP-FOR-2016-10-30
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:
- T. O. Benli, 2016, "A Comparison of Various Electricity Tariff Price Forecasting Techniques in Turkey and Identifying the Impact of Time Series Periods," Papers, arXiv.org, number 1610.08415, Aug.
- Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016, "Short term prediction of extreme returns based on the recurrence interval analysis," Papers, arXiv.org, number 1610.08230, Oct.
- Yunjung Kim & Cheolbeom Park, 2016, "Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach," Discussion Paper Series, Institute of Economic Research, Korea University, number 1606.
- Michael Clements, 2016, "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-02, Apr.
- Michael Clements, 2016, "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-08, Oct.