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Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny, (2020)
On the performance of information criteria for model identification of count time series
Weiß, Christian, (2020)
Efficiency of the V-fold model selection for localized bases
Navarro, Fabien, (2017)
Implication of the method of portfolio formation on asset pricing tests
Lo, Ka-Man, (2005)