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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael, (2000)
Aggregate consumption and the predictability of asset returns
Jacobs, Kris, (2000)
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim, (2013)
Do oil prices predict economic growth? : new global evidence
Narayan, Paresh Kumar, (2014)
A factor analytical approach to price discovery
Westerlund, Joakim, (2015)