and forecasting. Building on the theory of continuous-time arbitrage-free price processes and the theory of quadratic … volatility forecast, coupled with a parametric lognormal-normal mixture distribution implied by the theoretically and empirically …

and forecasting. Building on the theory of continuous-time arbitrage-free price processes and the theory of quadratic … volatility forecast, coupled with a parametric lognormal-normal mixture distribution implied by the theoretically and empirically …

density). We examine real-time forecast accuracy for key macroeconomic variables including output growth, inflation, and the …

density). We examine real-time forecast accuracy for key macroeconomic variables including output growth, inflation, and the …

We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step …

Despite the clear success of forecast combination in many economic environments, several important issues remain …

Despite the clear success of forecast combination in many economic environments, several important issues remain …