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Long memory effects trading strategy
Blaskowitz, Oliver Jim; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 309-322). 2002
Persistent link: https://www.econbiz.de/10001750011
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A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim - 2009
Persistent link: https://www.econbiz.de/10003934002
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On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646