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Threshold mixed data sampling logit model with an application to forecasting US bank failures
Yang, Lixiong, (2025)
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi, (2014)
The seasonality in convertible bond markets : a stock effect or bond effect?
Ma, Christopher K., (1988)
Calculating betas with daily data : estimation period effects on prediction error
Weinraub, Herbert J., (1997)
THE SEASONALITY IN CONVERTIBLE BOND MARKETS: A STOCK EFFECT OR BOND EFFECT?