Details about Oliver Blaskowitz

Access statistics for papers by Oliver Blaskowitz.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pbl78

Working Papers

2009

1. On economic evaluation of directional forecasts
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649

2008

2. A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
3. Adaptive Forecasting of the EURIBOR Swap Term Structure
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
   See also Journal Article in Journal of Forecasting (2009)
4. Testing directional forecast value in the presence of serial correlation
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649

2005

5. Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
   Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2005) View citations

Journal Articles

2009

1. Adaptive forecasting of the EURIBOR swap term structure
   Journal of Forecasting, 2009, 28, (7), 575-594
   See also Working Paper (2008)
2. PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES
   International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (04), 465-489