Details about Oliver Blaskowitz
Access statistics for papers by Oliver Blaskowitz.
Last updated 2024-08-31. Update your information in the RePEc Author Service.
Short-id: pbl78
Jump to
Journal Articles
Working Papers
2005
- Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
View citations (1)
2004
- Skewness and Kurtosis Trades
Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)
View citations (6)
Journal Articles
2014
- Testing the value of directional forecasts in the presence of serial correlation
International Journal of Forecasting, 2014, 30, (1), 30-42
View citations (15)
2011
- On economic evaluation of directional forecasts
International Journal of Forecasting, 2011, 27, (4), 1058-1065
View citations (24)
2009
- Adaptive forecasting of the EURIBOR swap term structure
Journal of Forecasting, 2009, 28, (7), 575-594
View citations (14)
- PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES
International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (04), 465-489
View citations (1)