-t). Second, we perform a comprehensive panel forecasting analysis of the MSM models as well as other competing volatility models …

This article investigates the statistical and economic implications of adaptive forecasting of exchange rates with … rolling window and recursive forecasting schemes. The capabilities of single predictors and of adaptive techniques for … measures. The forward premium and a predictor based on a Taylor rule yield the most promising forecasting results out of the …

that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results … by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and …

-t). Second, we perform a comprehensive panel forecasting analysis of the MSM models as well as other competing volatility models … models. -- Multiplicative volatility models ; long memory ; Student-t innovations ; international volatility forecasting …

This article investigates the statistical and economic implications of adaptive forecasting of exchange rates with … rolling window and recursive forecasting schemes. The capabilities of single predictors and of adaptive techniques for … measures. The forward premium and a predictor based on a Taylor rule yield the most promising forecasting results out of the …

that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results … by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …

forecasting given the limitations arising within their actual standard mathematical formalism …