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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1998)
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem, (1994)
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van, (1996)
Elusive return predictability: reply to the discussion
Timmermann, Allan, (2008)
An Evaluation of the World Economic Outlook Forecasts
Timmermann, Allan, (2006)
Common Factors in Latin America's Business Cycles