underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects. We modify the … forecasting weekly and monthly horizons. …

__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

A general forecasting correcting formula, as a framework for long-use and standardized forecasts, is created. The … formula provides new forecasting resources and new possibilities for expansion of forecasting including economic forecasting … into the areas of municipal needs, middle-size and small-size business and, even, to individual forecasting. …

economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to … create the correcting formula of forecasting. …