Predictions of future weather conditions play an important role in pricing weather derivatives. In many instances, the dates for which we require predictions are well beyond the point where physical forecasts have any skill. Under these circumstances, predictions are generated from statistical...

ARCH/GARCH representations of financial series usually attempt to model the serial correlation structure of squared returns. Although it is undoubtedly true that squared returns are correlated, there is increasing empirical evidence of stronger correlation in the absolute returns than in squared...

Statistical analysis of Greek sovereign debt denominated in gold and traded on the London Stock Exchange from the outbreak of the First World War until the advent of the Great Depression is employed to explore the way that historical events including political and institutional changes shaped...