Report NEP-FOR-2017-01-22
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:
- Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava, 2017. "Exchange rate forecasting and the performance of currency portfolios," Economics Series 326, Institute for Advanced Studies.
- Sylwia Nowak & Pratiti Chatterjee, 2016. "Forecast Errors and Uncertainty Shocks," IMF Working Papers 16/228, International Monetary Fund.
- Faria, Gonçalo & Verona, Fabio, 2017. "Forecasting the equity risk premium with frequency-decomposed predictors," Research Discussion Papers 1/2017, Bank of Finland.
- Liu, Xiaoquan & Shen, Liya, 2017. "Wavelet-based option pricing: An empirical study," Essex Finance Centre Working Papers 18772, University of Essex, Essex Business School.