modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a …

modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a …

The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single …

The study aims at simulating and forecasting a company's stock returns and prices by a fundamentalist analysis process …

the area's real activity. In this paper we propose a number of alternative short term forecasting models, ranging from … harmonised survey on manufacturing firms achieves the best score in terms of forecasting capacity …

and macroeconomic forecasting. The first paper, Using Sentiment Surveys to Predict GDP Growth and Stock Returns sheds new … forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and … allocation, and economic forecasting. The third paper, An Inflation Expectations Horserace, examines the use of high …

Measuring bias is important as it helps identify flaws in quantitative forecasting methods or judgmental forecasts. It … point forecasts are available for different forecasting methods and for multiple horizons over multiple series. We focus on …

and the authors expect they might contribute to the field of financial planning and forecasting …