This paper disentangles the added value of using high-frequency-based (realized) covariance measures on multivariate volatility forecasting into two pillars: the realized variances and realized correlations and quantifies the corresponding economic gains using a broad set of portfolio...

Attribute less event point datasets (AEPDs) are datasets composed of discrete events or observations defined by their geographical location only and lacking any other additional attributes. Examples of such datasets include spotted criminal events, road accidents and residential locations of...

This research examines the significance of facilitating conditions towards intentions and actions of digital banking adoption in the context of Sri Lankan commercial banks. The sample was drawn from the students of the University of Kelaniya, who possess digital banking facilities. Duly...

This paper provides closed-form expansions for the transition density and likelihood function of arbitrary multivariate diffusions. The expansions are based on a Hermite series, whose coefficients are calculated explicitly by exploiting the special structure afforded by the diffusion hypothesis....