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Report NEP-FOR-2019-07-15
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:
- Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
- Maria Glenski & Tim Weninger & Svitlana Volkova, 2019, "Improved Forecasting of Cryptocurrency Price using Social Signals," Papers, arXiv.org, number 1907.00558, Jul.
- Michele Ca' Zorzi & Michal Rubaszek, 2018, "Exchange rate forecasting on a napkin," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_025, Dec.
- Kim Kaivanto & Peng Zhang, 2019, "Investor Sentiment as a Predictor of Market Returns," Working Papers, Lancaster University Management School, Economics Department, number 268005798.
- Huiling Yuan & Yong Zhou & Zhiyuan Zhang & Xiangyu Cui, 2019, "Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility," Papers, arXiv.org, number 1907.02666, Jul.
- Merry Christ E. Manayaga & Roel F. Ceballos, 2019, "Forecasting the Remittances of the Overseas Filipino Workers in the Philippines," Papers, arXiv.org, number 1906.10422, Jun.
- Sebastian Ankargren & Paulina Jon'eus, 2019, "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers, arXiv.org, number 1907.01075, Jul.