//-->
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi, (2019)
Estimation of value-at-Risk on Romanian stock exchange using volatility forecasting models
Opreana, Claudiu Ilie, (2013)
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W., (2005)
One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco, (1997)
Predictive accuracy for chaotic economic models
Bordignon, Silvano, (2001)
Noise-filtering by multichannel singular system analysis
Lisi, Francesco, (1994)