4
H index
3
i10 index
64
Citations
Oliver Blaskowitz : Citation Profile
Humboldt-Universität Berlin | RESEARCH PRODUCTION: 4 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2004 - 2014). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Oliver Blaskowitz. | Is cited by:
| Cites to:
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Main data
Where Oliver Blaskowitz has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 5 |
Recent works citing Oliver Blaskowitz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668. Full description at Econpapers || Download paper |
| 2023 | Market participants or the random walk – who forecasts better? Evidence from micro-level survey data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253. Full description at Econpapers || Download paper |
| 2023 | Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy. (2023). Bayer, Fabio M ; Scher, Vinicius T ; Cribari-Neto, Francisco. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:98-109. Full description at Econpapers || Download paper |
| 2023 | Pricing Kernels and Risk Premia implied in Bitcoin Options. (2023). Hardle, Wolfgang Karl ; Winkel, Julian. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:85-:d:1137149. Full description at Econpapers || Download paper |
Works by Oliver Blaskowitz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | On economic evaluation of directional forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
| 2014 | Testing the value of directional forecasts in the presence of serial correlation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2005 | Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Adaptive Forecasting of the EURIBOR Swap Term Structure In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure. In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Testing directional forecast value in the presence of serial correlation In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | On economic evaluation of directional forecasts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Adaptive forecasting of the EURIBOR swap term structure In: Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2009 | PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2004 | Skewness and Kurtosis Trades In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team