Market expectations of future return volatility play a crucial role in finance; so too does our understanding of the … informativeness of volatility forecasts produced by ARCH models versus the volatility forecasts derived from option prices, and (b) in … improving volatility forecasts produced by ARCH and option models and combinations of models. …

expectations hy-pothesis. This dismal result is according to our analysis attributed to the fact that professional forecasts are to …The study analyses the characteristics of professional exchange rate forecasts for the €/US-$ rate. The results … indicate that the quality of forecasts produced by profes-sional economists is rather poor and incompatible with the rational …

The COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard … transitory and persistent changes in volatility. The resulting density forecasts are much less sensitive to outliers in the data …

expectations hypothesis. This dismal result is according to our analysis attributed to the fact that professional forecasts are to …The study analyses the characteristics of professional exchange rate forecasts for the €/US$ rate. The results indicate … that the quality of forecasts produced by professional economists is rather poor and incompatible with the rational …

This paper introduces a computationally-convenient means of combining qualitative forecasts, through use of logit …

This paper introduces a computationally-convenient means of combining qualitative forecasts, through use of logit …

expectations hy-pothesis. This dismal result is according to our analysis attributed to the fact that professional forecasts are to …The study analyses the characteristics of professional exchange rate forecasts for the /US-$ rate. The results indicate … that the quality of forecasts produced by profes-sional economists is rather poor and incompatible with the rational …