account of them in estimating and forecasting IV. This paper investigates through Monte Carlo simulations the effects of RV … errors on estimating and forecasting IV with RV data. It is found that: (i) neglecting RV errors can lead to serious bias in …

conventional and terrorist forces. Specifically, a family of diffusion processes is proposed to capture the terrorists' progress …

Modeling and forecasting realized volatility is of paramount importance. Recent econometric developments allow total … of both components in forecasting, little analysis has been undertaken into how best to harness the jump component. This … paper considers how to get the most out of the jump component for the purposes of forecasting total volatility. In …

measurement errors are ignored, we need to take account of them in estimating and forecasting IV. This paper investigates through … Monte Carlo simulations the effects of RV errors on estimating and forecasting IV with RV data. It is found that: (i …

Quantitative models explaining and forecasting the growth of new technology like the Internet in global business … neural network and fuzzy regression along with an augmented diffusion model to study and predict the Internet growth in … several OECD nations. First, a linear version of an augmented diffusion model is designed. An augmented diffusion model is …

account of them in estimating and forecasting IV. This paper investigates through Monte Carlo simulations the effects of RV … errors on estimating and forecasting IV with RV data. It is found that: (i) neglecting RV errors can lead to serious bias in …

We present a model that deals with the challenge of forecasting market acceptance and technology evolution along the … supply aspects, before the product is introduced, leads to a pre-launch forecasting. The evolution of the cumulative adoption …