4
H index
3
i10 index
66
Citations
Humboldt-Universität Berlin | 4 H index 3 i10 index 66 Citations RESEARCH PRODUCTION: 4 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Forecasting the daily exchange rate of the UK pound sterling against the US dollar. (2025). Darvas, Zsolt ; Schepp, Zoltn. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014806. Full description at Econpapers || Download paper |
| 2024 | An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3. Full description at Econpapers || Download paper |
| 2024 | An Analysis of UK Households’ Directional Forecasts of Interest Rates. (2024). Österholm, Pär ; Kladvko, Kamil. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00103-w. Full description at Econpapers || Download paper |
| 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 | 17 |
| 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 December, 22 2025. Contact: CitEc Team