In the current competitive scenario, the banking industry must contend with multiple challenges tied to regulations … new strategies for sustainable growth. Banking institutions that can address these emerging challenges and opportunities … international banking institutions. Papers in this collection focus on the digital transformation of the banking industry and its …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

We propose a new time series model aimed at forecasting crude oil prices. The proposed specification is an unobserved …

forecasting financial volatility. We use the auto-covariances of log increments of the multi-fractal process in order to estimate … ?scaling? approach. Our empirical estimates are used in out-of-sample forecasting of volatility for a number of important …

Bayesian forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of … leads to gains in forecasting accuracy for some time series. …

forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of volatility … leads to gains in forecasting accuracy for some time series. …

macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be …

This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …