using forecast rationality tests. Previous studies of German GDP covering data until 1997 finds that revisions of real …

forecast accuracy in the case where the models generating the forecasts are nested are discussed. There is a numerical example … better forecast by a linear model with a unit root. Finally, some empirical studies that compare forecasts from linear and …

. This approach is applied for temperature futures referring to New York, Minneapolis and Cincinnati with forecast data 13 … days in advance. Despite this relatively short forecast horizon, the models using meteorological forecasts outperform the … classical approach and more accurately forecast the market prices of the temperature futures traded at the Chicago Mercantile …

as if no market prices of equity were available for the bank the forecast is made for. We do this for banks for which … exposure data does not help reduce volatility forecast error magnitude. …

]). Nichtparametrische Verfahren können daher problemlos auch zur Prognose eingesetzt werden. Dieses Kapitel ist wie folgt strukturiert …

counts. The model is applied to forecast quoted bid-ask spreads, a key parameter in stock trading operations. It is shown …