be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four …The theorem of existence of the ruptures in the probability scale has been proved for a discrete case. The theorem can …-fold-pattern” paradox and to create the correcting formula of forecasting. …

economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to …A theorem of existence of ruptures in the probability scale has been proven. The theorem can be used, e.g., in … create the correcting formula of forecasting. …

This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we …

In this paper we study international linkages when forecasting unemployment rates in a sample of 24 OECD economies. We …

value and volume are determined by conventional frequency-based probability measures. However, the price statistical moments … and the price autocorrelation in particular are determined by the market-based probability measure that differs from the … conventional frequency-based price probability. That distinction leads to different treatments of the price autocorrelation via …

for the purpose of policy formulation. ARCH modelling helps us to gauge the intensity of shocks sustained across the …

are usual in the forecasting literature, this opposite behavior in terms of accuracy and correlation with the target …

distinctions between market-based price autocorrelation and autocorrelation that are assessed by the frequency-based probability …