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The block bootstrap for parameter estimation error in recursive estimation schemes, with applications to predictive evaluation
Corradi, Valentina, (2003)
Canonical correlation, Wiener-Granger causality and multi-period ahead prediction in multivariate time series : theory and an application
Otter, Pieter W., (1990)
[Rezension von: Cointegration, causality, and forecasting, ed. by Robert F. Engle ...]
Giles, David E. A., (2001)
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria, (1999)
Excess returns in the EMS : do "weak" currencies still exit after the widening of the fluctuation bands?
Caporale, Guglielmo Maria, (1994)
Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails