Modelling and forecasting symbolic data, especially interval-valued time series (ITS) data, has received considerable attention in statistics and related fields. The core of available methods on ITS analysis is based on various applications of conventional linear modelling. However, few works...

Modelling and forecasting symbolic data, especially interval-valued time series (ITS) data, has received considerable attention in statistics and related fields. The core of available methods on ITS analysis is based on various applications of conventional linear modelling. However, few works...

This paper examines the predictability of corporate bond returns using the transaction-based index data for the period from October 1, 2002 to December 31, 2010. We find evidence of significant serial and cross-serial dependence in daily investment-grade and high-yield bond returns. The serial...