Report NEP-FOR-2018-06-25

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018, "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics, Boston College Department of Economics, number 952, Jun, revised 29 May 2019.
• Andrew C. Chang, 2018, "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-026, Apr, DOI: 10.17016/FEDS.2018.026.
• Matteo Iacopini & Dominique Guégan, 2018, "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:15.

Report NEP-FOR-2018-06-25

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: