estimation of this econometric model shows that the agents who apparently violate the axioms have these complete price changes …

Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k …

variables belonging to Rd, d > 1. The results derived here permit to provide consistent forecasts, and confidence intervals for … time series An illustration of the method is given through the estimation of economic indicators used to compute the GDP … with the bridge equations. An empirical forecast accuracy comparison is provided by comparing this non-parametric method …

the estimation and backtesting of ES, it can be considered a good risk measure. In particular, there is no sufficient …

Markov switching model to predict is compared with the forecasts obtained from a long memory process adjusted on data derived … forecasts. …

explanatory variables. From the forecast evaluation statistics viewpoints, the adjusted forecasts make it possible quasi … adjusted forecasts, for horizons from 1 to 24 months. We explain the bias using macroeconomic as well as sector and firm …-systematically to improve the forecasts of the analysts. …

. New estimation techniques from automatic control and signal processing, which were already successfully applied in … quantitative finance, lead to several computer experiments with some quite convincing forecasts. …

main demographic forecasts up until the end of the century, and highlight the major challenges for cities. We conclude with …

objectifs. L'évaluation et la prospective présentent précisément cette spécificité de mettre au cœur de leur questionnement la … communication entend montrer en quoi l'évaluation et la prospective en favorisant une pratique réflexive inscrivent l …