Financial market volatility is an important input for investment, option pricing, and financial
market regulation. The emphasis of this review article is on forecasting instead of modelling; …

Forecast combinations have frequently been found in empirical studies to produce better
forecasts on average than methods based on the ex ante best individual forecasting model …

Financial market volatility forecasting is one of today's most important areas of expertise for
professionals and academics in investment, option pricing, and financial market regulation …

In this paper, we examine the use of non‐parametric Neural Network Regression (NNR) and
Recurrent Neural Network (RNN) regression models for forecasting and trading currency …

We assess the performances of alternative procedures for forecasting the daily volatility of
the euro's bilateral exchange rates using 15 min data. We use realized volatility and …

Praise for Accounts Receivable Management Best Practices" An excellent reference tool on
how to manage the accounts receivable process for any company. The use of real-life …

This article proposes a new forecast combination method that lets the combination weights
be driven by regime switching in a latent state variable. An empirical application that …

The forecasting of the volatility of asset returns is a prerequisite for many risk management
tasks in finance. The objective here is to identify the volatility scenarios that favour either …

The market participants always wonder the use of agriculture futures markets to mitigate risk,
as the trading in agricultural commodity not only leads to increasing exposure to external …

This paper carries out an empirical investigation of an extended version of Flood and
Marion's (2000, Self-fulfilling risk predictions: an application to speculative attacks. Journal …