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 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Maria Glenski & Tim Weninger & Svitlana Volkova, 2019. "Improved Forecasting of Cryptocurrency Price using Social Signals," Papers 1907.00558, arXiv.org.
• Michele Ca' Zorzi & Micha􏰀l Rubaszek, 2018. "Exchange rate forecasting on a napkin," GRU Working Paper Series GRU_2018_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Kim Kaivanto & Peng Zhang, 2019. "Investor Sentiment as a Predictor of Market Returns," Working Papers 268005798, Lancaster University Management School, Economics Department.
• 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 1907.02666, arXiv.org.
• Merry Christ E. Manayaga & Roel F. Ceballos, 2019. "Forecasting the Remittances of the Overseas Filipino Workers in the Philippines," Papers 1906.10422, arXiv.org.
• Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.