We propose a novel method to forecast corporate earnings, which combines the accuracy of analysts' forecasts with the … their long-term performance. Our model outperforms the most popular methods from the literature in terms of forecast …

The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and … studies have shown that the application of appropriate error distribution in volatility model enhances efficiency of the model … asymmetric volatility models each in Normal, Student's-t and generalized error distributions with the view to selecting the best …