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Details about Oliver Blaskowitz

Workplace:Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Oliver Blaskowitz.

Last updated 2024-08-31. Update your information in the RePEc Author Service.

Short-id: pbl78


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Working Papers

2005

  1. Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)

2004

  1. Skewness and Kurtosis Trades
    Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) Downloads View citations (6)

Journal Articles

2014

  1. Testing the value of directional forecasts in the presence of serial correlation
    International Journal of Forecasting, 2014, 30, (1), 30-42 Downloads View citations (15)

2011

  1. On economic evaluation of directional forecasts
    International Journal of Forecasting, 2011, 27, (4), 1058-1065 Downloads View citations (24)

2009

  1. Adaptive forecasting of the EURIBOR swap term structure
    Journal of Forecasting, 2009, 28, (7), 575-594 Downloads View citations (14)
  2. PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES
    International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (04), 465-489 Downloads View citations (1)
 
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