Report NEP-FOR-2008-06-27

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:

• D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford.
• John Beshears & Katherine L. Milkman, 2008. "Stubborn Sell-Side Stock Analysts," Harvard Business School Working Papers 08-201, Harvard Business School.
• Wen Bin Lim & Charles Goodhart, 2008. "Interest Rate Forecasts: A Pathology," FMG Discussion Papers dp612, Financial Markets Group.
• Item repec:lan:wpaper:005439 is not listed on IDEAS anymore

• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, Department of Economics and Business Economics, Aarhus University.
• Ping Zhou, 2008. "Forecasting Bankruptcy and Physical Default Intensity," FMG Discussion Papers dp614, Financial Markets Group.