The current work undertakes an overview of the forecasting volatility with high frequency data topic, attempting to … explains why forecasting of volatility is more effective when the model contains a measure of intraday data. A discrete and a … is considered. Details on procedures employed in the literature with respect to modeling and forecasting using realized …

This paper aims to explore the forecasting accuracy of RON/USD exchange rate structural models with monetary …

Inference about predictive ability is usually carried-out in the form of pairwise comparisons between two forecasting … forecasting strategies. For instance: Are time-series models more accurate than economic models to predict inflation? In this … presenting a simple methodology to test the null hypothesis of equal predictive ability between two families of forecasting …

Development and Forecasting and the National Bank of Romania in order to update the "Pre-Accession Economic Programme") …