This study investigates the lead–lag relationships of volatility among European stock markets. Using weakly realized variance measures, we examine volatility spillover dynamics between the UK and other major stock markets in Europe, thereby identifying a long-run leading role for the UK market...

We consider the problem of demand forecasting for long-lived products when a new product is introduced. This problem is challenging in part because sales data is limited or non-existant for the new product. In addition, a new product can change the demand for the existing products through...