article provides a critical review of the recent literature on exchange rate forecasting and illustrates the new methodologies …

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. …

This review provides an overview of forecasting methods that can help researchers forecast in the presence of non …

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

This paper proposes new methodologies for evaluating out-of-sample forecasting performance that are robust to the … choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over … application shows the usefulness of the methodologies for evaluating exchange rate models' forecasting ability. …

forecast unbiasedness, efficiency, encompassing, serial uncorrelation, and, in general, regression-based tests of forecasting …