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The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts
Boero, G., (2002)
Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns
Boero, G., (2001)
La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza
Boero, G., (2000)