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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)
Recent developments in bootstrapping time series
Berkowitz, Jeremy, (1996)
Berkowitz, Jeremy, (2000)
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy, (1999)