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Exploiting resampling techniques for model selection in forecasting : an empirical evaluation using out-of-sample tests
Sarris, Dimitrios, (2020)
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan, (2019)
Testing the white noise hypothesis of stock returns
Hill, Jonathan B., (2019)
Bootstrap methods for time series
Härdle, Wolfgang, (2001)
Internet-based econometric computing
Härdle, Wolfgang, (2000)