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Report NEP-FOR-2019-03-18
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:
- Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019, "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193631.
- Voisin, Elisa & Hecq, Alain, 2019, "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper, University Library of Munich, Germany, number 92734, Mar.
- Mawuli Segnon & Stelios Bekiros, 2019, "Forecasting Volatility in Cryptocurrency Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7919, Mar.
- María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019, "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers, Banco de España, number 1904, Mar.