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A note on multi-step forecasting with functional coefficient autoregressive models
Harvill, Jane L., (2005)
Was the recent downturn in US real GDP predictable?
Balcilar, Mehmet, (2015)
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio, (2018)
Memory in returns and volatilities of futures' contracts
Crato, Nuno, (2000)
Model selection and forecasting for long-range dependent processes
Crato, Nuno, (1996)