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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
Shin, Dong Wan, (2002)
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun, (2021)
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun, (2018)