forecasts and probabilistic prediction intervals for demographic parameters in addition. Age-sex specific population forecast …-specific population forecast using the cohort-component method. The consequence for the German pension system is discussed. To maintain …

Traditionally volatility is viewed as a measure of variability, or risk, of an underlying asset. However recently … investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative … instruments - variance swaps. In this paper first we introduse the general idea of the volatility trading using variance swaps …

in liquidity curves, with R2 values as high as 98.5 percent for insample estimation and 98.2 percent in out …-of-sample forecast experiments. It produces accurate 5-, 25- and 50- minute forecasts, with root mean squared error as low as 0.09 to 0 …

With the recent availability of high-frequency Financial data the long range dependence of volatility regained … researchers' interest and has lead to the consideration of long memory models for realized volatility. The long range diagnosis of … volatility, however, is usually stated for long sample periods, while for small sample sizes, such as e.g. one year, the …