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Drawdown measures and return moments
Möller, Philipp M., (2018)
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan, (2014)
Toward a theory of evaluating predictive accuracy
Kunst, Robert M., (2004)
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso, (2021)
Discussion of the paper "Deciding between alternative approaches in macroeconomics"
Proietti, Tommaso, (2018)
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso, (2015)