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Report NEP-FOR-2017-07-16
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:
- Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
- Siem Jan (S.J.) Koopman & Rutger Lit, 2017, "Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-062/III, Jul.
- Menden, Christian & Proaño, Christian R., 2017, "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 126.
- Korbinian Dress & Stefan Lessmann & Hans-Jorg von Mettenheim, 2017, "Residual Value Forecasting Using Asymmetric Cost Functions," Papers, arXiv.org, number 1707.02736, Jul.
- Michael Funke & Julius Loermann & Richhild Moessner, 2017, "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers, Bank for International Settlements, number 652, Jul.
- Fabian Goessling & Martina Danielova Zaharieva, 2017, "Semi-parametric Bayesian Forecasting with an Application to Stochastic Volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6417, Jul.
- Wilson Ye Chen & Gareth W. Peters & Richard H. Gerlach & Scott A. Sisson, 2017, "Dynamic Quantile Function Models," Papers, arXiv.org, number 1707.02587, Jul, revised May 2021.